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BCAAX vs. BUFHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCAAX vs. BUFHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrandywineGLOBAL - Corporate Credit Fund (BCAAX) and Buffalo High Yield Fund (BUFHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCAAX achieves a -0.16% return, which is significantly lower than BUFHX's 2.08% return.


BCAAX

1D
0.00%
1M
-0.77%
6M
-0.18%
YTD
-0.16%
1Y
2.63%
3Y*
6.35%
5Y*
10Y*
ALL TIME*
3.15%

BUFHX

1D
0.00%
1M
-0.11%
6M
1.25%
YTD
2.08%
1Y
3.59%
3Y*
7.67%
5Y*
4.77%
10Y*
5.20%
ALL TIME*
6.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

BCAAX vs. BUFHX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BCAAX
BrandywineGLOBAL - Corporate Credit Fund
-0.16%5.27%8.92%11.47%-9.47%1.04%
BUFHX
Buffalo High Yield Fund
2.08%5.11%10.35%11.68%-5.53%1.16%

Correlation

The correlation between BCAAX and BUFHX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.65

Correlation (3Y)
Balances recent behavior with more history.

0.67

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2021

0.73

The correlation between BCAAX and BUFHX has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.

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Return for Risk

BCAAX vs. BUFHX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BCAAX
BCAAX Risk / Return Rank: 3737
Overall Rank
BCAAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BCAAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
BCAAX Omega Ratio Rank: 4444
Omega Ratio Rank
BCAAX Calmar Ratio Rank: 2828
Calmar Ratio Rank
BCAAX Martin Ratio Rank: 3636
Martin Ratio Rank

BUFHX
BUFHX Risk / Return Rank: 5353
Overall Rank
BUFHX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BUFHX Sortino Ratio Rank: 5858
Sortino Ratio Rank
BUFHX Omega Ratio Rank: 6464
Omega Ratio Rank
BUFHX Calmar Ratio Rank: 4040
Calmar Ratio Rank
BUFHX Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BCAAX vs. BUFHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Corporate Credit Fund (BCAAX) and Buffalo High Yield Fund (BUFHX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BCAAXBUFHXDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.23

1.28

-0.04

Calmar ratioReturn relative to maximum drawdown

1.25

1.60

-0.36

Martin ratioReturn relative to average drawdown

5.28

6.70

-1.42

BCAAX vs. BUFHX - Sharpe Ratio Comparison

The current BCAAX Sharpe Ratio is 1.09, which is comparable to the BUFHX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of BCAAX and BUFHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BCAAX vs. BUFHX - Drawdown Comparison

The maximum BCAAX drawdown since its inception was -13.21%, smaller than the maximum BUFHX drawdown of -26.01%. Use the drawdown chart below to compare losses from any high point for BCAAX and BUFHX.


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Drawdown Indicators


BCAAXBUFHXDifference

Max Drawdown

Largest peak-to-trough decline

-13.21%

-26.01%

+12.80%

Max Drawdown (1Y)

Largest decline over 1 year

-2.48%

-2.13%

-0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-3.71%

-3.83%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-9.98%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

Current Drawdown

Current decline from peak

-0.77%

-0.30%

-0.47%

Average Drawdown

Average peak-to-trough decline

-2.92%

-2.02%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.51%

+0.07%

Volatility

BCAAX vs. BUFHX - Volatility Comparison

The current volatility for BrandywineGLOBAL - Corporate Credit Fund (BCAAX) is 0.51%, while Buffalo High Yield Fund (BUFHX) has a volatility of 0.56%. This indicates that BCAAX experiences smaller price fluctuations and is considered to be less risky than BUFHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCAAXBUFHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

0.56%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.22%

2.00%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

2.84%

2.52%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.99%

3.14%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.99%

4.02%

-0.03%

BCAAX vs. BUFHX - Expense Ratio Comparison

BCAAX has a 0.86% expense ratio, which is lower than BUFHX's 1.02% expense ratio.


Dividends

BCAAX vs. BUFHX - Dividend Comparison

BCAAX's dividend yield for the trailing twelve months is around 5.09%, less than BUFHX's 7.07% yield.


PositionTTM20252024202320222021202020192018201720162015
BCAAX
BrandywineGLOBAL - Corporate Credit Fund
5.09%6.27%6.87%4.68%4.99%3.91%0.00%0.00%0.00%0.00%0.00%0.00%
BUFHX
Buffalo High Yield Fund
7.07%6.84%8.03%6.41%8.05%7.24%4.11%4.21%5.17%4.57%3.85%5.51%

Frequently Asked Questions


BCAAX and BUFHX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BUFHX has higher volatility (0.56%) compared to BCAAX (0.51%). In terms of maximum drawdown, BCAAX dropped -13.21% vs BUFHX's -26.01%.

BUFHX currently has the higher Sharpe Ratio (1.35 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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