BCGIX vs. SCFIX
BCGIX (BrandywineGLOBAL Corporate Credit Fund Class I) and SCFIX (Shenkman Capital Short Duration High Income Fund) are both High Yield Bonds funds. Over the past 3 years, BCGIX returned 6.58%/yr vs 6.34%/yr for SCFIX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. BCGIX charges 0.60%/yr vs 0.67%/yr for SCFIX.
Performance
BCGIX vs. SCFIX - Performance Comparison
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Returns By Period
In the year-to-date period, BCGIX achieves a -0.08% return, which is significantly lower than SCFIX's 1.88% return.
BCGIX
- 1D
- 0.00%
- 1M
- -0.78%
- 6M
- -0.11%
- YTD
- -0.08%
- 1Y
- 2.82%
- 3Y*
- 6.58%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.38%
SCFIX
- 1D
- 0.10%
- 1M
- 0.10%
- 6M
- 1.76%
- YTD
- 1.88%
- 1Y
- 4.59%
- 3Y*
- 6.34%
- 5Y*
- 4.46%
- 10Y*
- 4.33%
- ALL TIME*
- 3.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BCGIX vs. SCFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BCGIX BrandywineGLOBAL Corporate Credit Fund Class I | -0.08% | 5.51% | 9.19% | 11.72% | -9.32% | 1.21% |
SCFIX Shenkman Capital Short Duration High Income Fund | 1.88% | 7.02% | 6.11% | 9.24% | -2.52% | 0.98% |
Correlation
The correlation between BCGIX and SCFIX is 0.71, 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. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2021 | 0.72 |
The correlation between BCGIX and SCFIX has been stable across timeframes, ranging from 0.68 to 0.72 - a consistent structural relationship.
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Return for Risk
BCGIX vs. SCFIX — Risk / Return Rank
BCGIX
SCFIX
BCGIX vs. SCFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL Corporate Credit Fund Class I (BCGIX) and Shenkman Capital Short Duration High Income Fund (SCFIX). 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.
| BCGIX | SCFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.67 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 4.11 | -2.79 |
| Martin ratioReturn relative to average drawdown | 5.67 | 21.91 | -16.24 |
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Drawdowns
BCGIX vs. SCFIX - Drawdown Comparison
The maximum BCGIX drawdown since its inception was -13.16%, roughly equal to the maximum SCFIX drawdown of -13.08%. Use the drawdown chart below to compare losses from any high point for BCGIX and SCFIX.
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Drawdown Indicators
| BCGIX | SCFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.16% | -13.08% | -0.08% |
Max Drawdown (1Y)Largest decline over 1 year | -2.49% | -1.11% | -1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -3.71% | -1.72% | -1.99% |
Max Drawdown (5Y)Largest decline over 5 years | — | -6.30% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.08% | — |
Current DrawdownCurrent decline from peak | -0.78% | -0.10% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -2.85% | -0.51% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 0.21% | +0.37% |
Volatility
BCGIX vs. SCFIX - Volatility Comparison
BrandywineGLOBAL Corporate Credit Fund Class I (BCGIX) has a higher volatility of 0.52% compared to Shenkman Capital Short Duration High Income Fund (SCFIX) at 0.39%. This indicates that BCGIX's price experiences larger fluctuations and is considered to be riskier than SCFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCGIX | SCFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.52% | 0.39% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 2.24% | 1.32% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.89% | 1.64% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.02% | 2.78% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.02% | 3.27% | +0.75% |
BCGIX vs. SCFIX - Expense Ratio Comparison
BCGIX has a 0.60% expense ratio, which is lower than SCFIX's 0.67% expense ratio.
Dividends
BCGIX vs. SCFIX - Dividend Comparison
BCGIX's dividend yield for the trailing twelve months is around 5.29%, more than SCFIX's 4.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCGIX BrandywineGLOBAL Corporate Credit Fund Class I | 5.29% | 6.50% | 7.11% | 4.87% | 5.21% | 4.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCFIX Shenkman Capital Short Duration High Income Fund | 4.81% | 5.54% | 5.85% | 5.21% | 3.86% | 4.93% | 3.24% | 3.78% | 3.87% | 3.09% | 3.07% | 3.38% |
Frequently Asked Questions
BCGIX and SCFIX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCGIX has higher volatility (0.52%) compared to SCFIX (0.39%). In terms of maximum drawdown, BCGIX dropped -13.16% vs SCFIX's -13.08%.
SCFIX currently has the higher Sharpe Ratio (2.80 vs 1.14), 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.
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