BCAAX vs. BGHSX
Compare and contrast key facts about BrandywineGLOBAL - Corporate Credit Fund (BCAAX) and BrandywineGLOBAL - High Yield Fund (BGHSX).
BCAAX is managed by Franklin Templeton Investments. It was launched on Sep 29, 2002. BGHSX is managed by Franklin Templeton Investments. It was launched on Dec 3, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCAAX or BGHSX.
Performance
BCAAX vs. BGHSX - Performance Comparison
Returns By Period
In the year-to-date period, BCAAX achieves a 7.41% return, which is significantly lower than BGHSX's 8.29% return.
BCAAX
7.41%
0.37%
4.75%
12.22%
2.45%
1.62%
BGHSX
8.29%
0.43%
5.46%
13.72%
3.20%
N/A
Key characteristics
| BCAAX | BGHSX | |
|---|---|---|
| Sharpe Ratio | 4.30 | 4.20 |
| Sortino Ratio | 8.24 | 7.99 |
| Omega Ratio | 2.23 | 2.17 |
| Calmar Ratio | 3.38 | 3.51 |
| Martin Ratio | 33.37 | 33.07 |
| Ulcer Index | 0.37% | 0.41% |
| Daily Std Dev | 2.87% | 3.27% |
| Max Drawdown | -36.67% | -18.15% |
| Current Drawdown | -0.47% | -0.48% |
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BCAAX vs. BGHSX - Expense Ratio Comparison
BCAAX has a 0.86% expense ratio, which is higher than BGHSX's 0.54% expense ratio.
Correlation
The correlation between BCAAX and BGHSX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
BCAAX vs. BGHSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Corporate Credit Fund (BCAAX) and BrandywineGLOBAL - High Yield Fund (BGHSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
BCAAX vs. BGHSX - Dividend Comparison
BCAAX's dividend yield for the trailing twelve months is around 6.66%, less than BGHSX's 7.29% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
BCAAX BrandywineGLOBAL - Corporate Credit Fund | 6.66% | 6.24% | 5.45% | 2.48% |
BGHSX BrandywineGLOBAL - High Yield Fund | 7.29% | 6.95% | 6.34% | 3.10% |
Drawdowns
BCAAX vs. BGHSX - Drawdown Comparison
The maximum BCAAX drawdown since its inception was -36.67%, which is greater than BGHSX's maximum drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for BCAAX and BGHSX. For additional features, visit the drawdowns tool.
Volatility
BCAAX vs. BGHSX - Volatility Comparison
BrandywineGLOBAL - Corporate Credit Fund (BCAAX) and BrandywineGLOBAL - High Yield Fund (BGHSX) have volatilities of 0.67% and 0.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.