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BCAAX vs. BUFHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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BCAAX vs. BUFHX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BCAAX
BrandywineGLOBAL - Corporate Credit Fund
-1.47%5.27%8.92%11.47%-9.47%1.04%
BUFHX
Buffalo High Yield Fund
-0.09%5.11%10.35%11.68%-5.53%1.24%

Returns By Period

In the year-to-date period, BCAAX achieves a -1.47% return, which is significantly lower than BUFHX's -0.09% return.


BCAAX

1D
0.39%
1M
-1.15%
YTD
-1.47%
6M
-0.84%
1Y
3.19%
3Y*
7.18%
5Y*
10Y*

BUFHX

1D
0.48%
1M
-0.90%
YTD
-0.09%
6M
0.43%
1Y
4.45%
3Y*
8.13%
5Y*
4.79%
10Y*
5.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCAAX vs. BUFHX - Expense Ratio Comparison

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


Return for Risk

BCAAX vs. BUFHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCAAX
BCAAX Risk / Return Rank: 4545
Overall Rank
BCAAX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BCAAX Sortino Ratio Rank: 4242
Sortino Ratio Rank
BCAAX Omega Ratio Rank: 4949
Omega Ratio Rank
BCAAX Calmar Ratio Rank: 4545
Calmar Ratio Rank
BCAAX Martin Ratio Rank: 4444
Martin Ratio Rank

BUFHX
BUFHX Risk / Return Rank: 7070
Overall Rank
BUFHX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BUFHX Sortino Ratio Rank: 7373
Sortino Ratio Rank
BUFHX Omega Ratio Rank: 8080
Omega Ratio Rank
BUFHX Calmar Ratio Rank: 5959
Calmar Ratio Rank
BUFHX Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


BCAAXBUFHXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.42

-0.46

Sortino ratio

Return per unit of downside risk

1.38

1.88

-0.50

Omega ratio

Gain probability vs. loss probability

1.22

1.32

-0.10

Calmar ratio

Return relative to maximum drawdown

1.24

1.45

-0.21

Martin ratio

Return relative to average drawdown

4.89

6.01

-1.12

BCAAX vs. BUFHX - Sharpe Ratio Comparison

The current BCAAX Sharpe Ratio is 0.96, which is lower than the BUFHX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of BCAAX and BUFHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BCAAXBUFHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.42

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

1.51

-0.74

Correlation

The correlation between BCAAX and BUFHX is 0.74, 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.


Dividends

BCAAX vs. BUFHX - Dividend Comparison

BCAAX's dividend yield for the trailing twelve months is around 5.75%, less than BUFHX's 7.08% yield.


TTM20252024202320222021202020192018201720162015
BCAAX
BrandywineGLOBAL - Corporate Credit Fund
5.75%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
7.08%6.84%8.03%6.41%8.05%7.24%4.11%4.21%5.17%4.57%3.85%5.51%

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

-2.84%

-3.00%

+0.16%

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

-1.48%

-1.37%

-0.11%

Average Drawdown

Average peak-to-trough decline

-3.10%

-2.04%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.72%

0.00%

Volatility

BCAAX vs. BUFHX - Volatility Comparison

The current volatility for BrandywineGLOBAL - Corporate Credit Fund (BCAAX) is 1.19%, while Buffalo High Yield Fund (BUFHX) has a volatility of 1.39%. 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

1.19%

1.39%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

1.96%

1.95%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

3.21%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.05%

3.14%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.05%

4.04%

+0.01%