BCAAX vs. CPHYX
Compare and contrast key facts about BrandywineGLOBAL - Corporate Credit Fund (BCAAX) and Principal High Yield Fund (CPHYX).
BCAAX is managed by Franklin Templeton Investments. It was launched on Sep 29, 2002. CPHYX is managed by Principal. It was launched on Apr 8, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCAAX or CPHYX.
Performance
BCAAX vs. CPHYX - Performance Comparison
Returns By Period
In the year-to-date period, BCAAX achieves a 7.41% return, which is significantly higher than CPHYX's 6.72% return. Over the past 10 years, BCAAX has underperformed CPHYX with an annualized return of 1.62%, while CPHYX has yielded a comparatively higher 4.50% annualized return.
BCAAX
7.41%
0.37%
4.75%
12.22%
2.45%
1.62%
CPHYX
6.72%
0.23%
4.91%
12.16%
4.72%
4.50%
Key characteristics
| BCAAX | CPHYX | |
|---|---|---|
| Sharpe Ratio | 4.30 | 3.47 |
| Sortino Ratio | 8.24 | 5.72 |
| Omega Ratio | 2.23 | 1.86 |
| Calmar Ratio | 3.38 | 6.09 |
| Martin Ratio | 33.37 | 25.72 |
| Ulcer Index | 0.37% | 0.47% |
| Daily Std Dev | 2.87% | 3.50% |
| Max Drawdown | -36.67% | -30.11% |
| Current Drawdown | -0.47% | -0.50% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BCAAX vs. CPHYX - Expense Ratio Comparison
BCAAX has a 0.86% expense ratio, which is lower than CPHYX's 0.91% expense ratio.
Correlation
The correlation between BCAAX and CPHYX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
BCAAX vs. CPHYX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Corporate Credit Fund (BCAAX) and Principal High Yield Fund (CPHYX). 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. CPHYX - Dividend Comparison
BCAAX's dividend yield for the trailing twelve months is around 6.66%, more than CPHYX's 6.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCAAX BrandywineGLOBAL - Corporate Credit Fund | 6.66% | 6.24% | 5.45% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CPHYX Principal High Yield Fund | 6.12% | 5.69% | 5.42% | 4.73% | 4.84% | 5.57% | 6.18% | 4.89% | 5.63% | 6.25% | 6.17% | 6.20% |
Drawdowns
BCAAX vs. CPHYX - Drawdown Comparison
The maximum BCAAX drawdown since its inception was -36.67%, which is greater than CPHYX's maximum drawdown of -30.11%. Use the drawdown chart below to compare losses from any high point for BCAAX and CPHYX. For additional features, visit the drawdowns tool.
Volatility
BCAAX vs. CPHYX - Volatility Comparison
The current volatility for BrandywineGLOBAL - Corporate Credit Fund (BCAAX) is 0.67%, while Principal High Yield Fund (CPHYX) has a volatility of 0.77%. This indicates that BCAAX experiences smaller price fluctuations and is considered to be less risky than CPHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.