BCAAX vs. CWFIX
Compare and contrast key facts about BrandywineGLOBAL - Corporate Credit Fund (BCAAX) and Chartwell Short Duration High Yield Fund (CWFIX).
BCAAX is managed by Franklin Templeton. It was launched on Sep 29, 2002. CWFIX is managed by Carillon Family of Funds. It was launched on Jul 15, 2014.
Performance
BCAAX vs. CWFIX - Performance Comparison
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BCAAX vs. CWFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BCAAX BrandywineGLOBAL - Corporate Credit Fund | -1.85% | 5.27% | 8.92% | 11.47% | -9.47% | 1.04% |
CWFIX Chartwell Short Duration High Yield Fund | -0.40% | 6.99% | 5.78% | 7.80% | -3.17% | 0.59% |
Returns By Period
In the year-to-date period, BCAAX achieves a -1.85% return, which is significantly lower than CWFIX's -0.40% return.
BCAAX
- 1D
- 0.20%
- 1M
- -1.54%
- YTD
- -1.85%
- 6M
- -1.22%
- 1Y
- 2.79%
- 3Y*
- 7.04%
- 5Y*
- —
- 10Y*
- —
CWFIX
- 1D
- 0.11%
- 1M
- -1.03%
- YTD
- -0.40%
- 6M
- 1.21%
- 1Y
- 5.08%
- 3Y*
- 6.16%
- 5Y*
- 3.68%
- 10Y*
- 4.00%
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BCAAX vs. CWFIX - Expense Ratio Comparison
BCAAX has a 0.86% expense ratio, which is higher than CWFIX's 0.49% expense ratio.
Return for Risk
BCAAX vs. CWFIX — Risk / Return Rank
BCAAX
CWFIX
BCAAX vs. CWFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Corporate Credit Fund (BCAAX) and Chartwell Short Duration High Yield Fund (CWFIX). 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.
| BCAAX | CWFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 2.99 | -2.04 |
Sortino ratioReturn per unit of downside risk | 1.35 | 4.25 | -2.90 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.80 | -0.59 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 3.72 | -2.69 |
Martin ratioReturn relative to average drawdown | 4.10 | 17.45 | -13.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BCAAX | CWFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 2.99 | -2.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.35 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 1.08 | -0.33 |
Correlation
The correlation between BCAAX and CWFIX is 0.72, 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. CWFIX - Dividend Comparison
BCAAX's dividend yield for the trailing twelve months is around 5.78%, more than CWFIX's 5.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCAAX BrandywineGLOBAL - Corporate Credit Fund | 5.78% | 6.27% | 6.87% | 4.68% | 4.99% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CWFIX Chartwell Short Duration High Yield Fund | 5.22% | 5.17% | 5.09% | 4.41% | 3.17% | 2.79% | 3.38% | 3.60% | 3.24% | 2.82% | 3.79% | 3.32% |
Drawdowns
BCAAX vs. CWFIX - Drawdown Comparison
The maximum BCAAX drawdown since its inception was -13.21%, which is greater than CWFIX's maximum drawdown of -12.41%. Use the drawdown chart below to compare losses from any high point for BCAAX and CWFIX.
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Drawdown Indicators
| BCAAX | CWFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.21% | -12.41% | -0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -1.37% | -1.47% |
Max Drawdown (5Y)Largest decline over 5 years | — | -6.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.41% | — |
Current DrawdownCurrent decline from peak | -1.86% | -1.03% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -3.10% | -0.87% | -2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 0.29% | +0.42% |
Volatility
BCAAX vs. CWFIX - Volatility Comparison
BrandywineGLOBAL - Corporate Credit Fund (BCAAX) has a higher volatility of 1.10% compared to Chartwell Short Duration High Yield Fund (CWFIX) at 0.70%. This indicates that BCAAX's price experiences larger fluctuations and is considered to be riskier than CWFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCAAX | CWFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 0.70% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 1.92% | 1.03% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.32% | 1.71% | +1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.05% | 2.75% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.05% | 3.09% | +0.96% |