BCAAX vs. FRIAX
Compare and contrast key facts about BrandywineGLOBAL - Corporate Credit Fund (BCAAX) and Franklin Income Fund Advisor Class (FRIAX).
BCAAX is managed by Franklin Templeton. It was launched on Sep 29, 2002. FRIAX is managed by Franklin Templeton. It was launched on Aug 28, 1997.
Performance
BCAAX vs. FRIAX - Performance Comparison
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BCAAX vs. FRIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BCAAX BrandywineGLOBAL - Corporate Credit Fund | -1.47% | 5.27% | 8.92% | 11.47% | -9.47% | 1.04% |
FRIAX Franklin Income Fund Advisor Class | 3.03% | 12.02% | 7.29% | 8.84% | -5.36% | 5.04% |
Returns By Period
In the year-to-date period, BCAAX achieves a -1.47% return, which is significantly lower than FRIAX's 3.03% return.
BCAAX
- 1D
- 0.39%
- 1M
- -1.15%
- YTD
- -1.47%
- 6M
- -0.84%
- 1Y
- 3.19%
- 3Y*
- 7.18%
- 5Y*
- —
- 10Y*
- —
FRIAX
- 1D
- 0.80%
- 1M
- -1.57%
- YTD
- 3.03%
- 6M
- 5.15%
- 1Y
- 12.76%
- 3Y*
- 9.45%
- 5Y*
- 6.79%
- 10Y*
- 7.81%
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BCAAX vs. FRIAX - Expense Ratio Comparison
BCAAX has a 0.86% expense ratio, which is higher than FRIAX's 0.46% expense ratio.
Return for Risk
BCAAX vs. FRIAX — Risk / Return Rank
BCAAX
FRIAX
BCAAX vs. FRIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Corporate Credit Fund (BCAAX) and Franklin Income Fund Advisor Class (FRIAX). 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 | FRIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.70 | -0.74 |
Sortino ratioReturn per unit of downside risk | 1.38 | 2.46 | -1.09 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.41 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 2.08 | -0.84 |
Martin ratioReturn relative to average drawdown | 4.89 | 10.22 | -5.32 |
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 | FRIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.70 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.85 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.80 | -0.03 |
Correlation
The correlation between BCAAX and FRIAX is 0.53, 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.
Dividends
BCAAX vs. FRIAX - Dividend Comparison
BCAAX's dividend yield for the trailing twelve months is around 5.75%, more than FRIAX's 5.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FRIAX Franklin Income Fund Advisor Class | 5.26% | 5.75% | 5.74% | 5.67% | 5.24% | 6.70% | 5.37% | 5.25% | 5.80% | 5.20% | 4.92% | 5.93% |
Drawdowns
BCAAX vs. FRIAX - Drawdown Comparison
The maximum BCAAX drawdown since its inception was -13.21%, smaller than the maximum FRIAX drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for BCAAX and FRIAX.
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Drawdown Indicators
| BCAAX | FRIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.21% | -43.23% | +30.02% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -6.38% | +3.54% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.10% | — |
Current DrawdownCurrent decline from peak | -1.48% | -1.89% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -3.10% | -3.94% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.72% | 1.30% | -0.58% |
Volatility
BCAAX vs. FRIAX - Volatility Comparison
The current volatility for BrandywineGLOBAL - Corporate Credit Fund (BCAAX) is 1.19%, while Franklin Income Fund Advisor Class (FRIAX) has a volatility of 2.29%. This indicates that BCAAX experiences smaller price fluctuations and is considered to be less risky than FRIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCAAX | FRIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 2.29% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 1.96% | 3.90% | -1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.34% | 7.57% | -4.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.05% | 8.04% | -3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.05% | 9.34% | -5.29% |