BGB vs. CWFIX
Compare and contrast key facts about Blackstone GSO Strategic Credit Closed Fund (BGB) and Chartwell Short Duration High Yield Fund (CWFIX).
BGB is an actively managed fund by Blackstone. It was launched on Sep 26, 2012. CWFIX is managed by Carillon Family of Funds. It was launched on Jul 15, 2014.
Performance
BGB vs. CWFIX - Performance Comparison
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BGB vs. CWFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGB Blackstone GSO Strategic Credit Closed Fund | -3.79% | 4.80% | 18.69% | 19.50% | -16.06% | 15.41% | -4.69% | 17.07% | -5.21% | 10.09% |
CWFIX Chartwell Short Duration High Yield Fund | -0.09% | 6.99% | 5.78% | 7.80% | -3.17% | 2.40% | 4.38% | 7.33% | 0.36% | 3.06% |
Returns By Period
In the year-to-date period, BGB achieves a -3.79% return, which is significantly lower than CWFIX's -0.09% return. Over the past 10 years, BGB has outperformed CWFIX with an annualized return of 6.96%, while CWFIX has yielded a comparatively lower 4.03% annualized return.
BGB
- 1D
- 0.27%
- 1M
- 0.07%
- YTD
- -3.79%
- 6M
- -4.23%
- 1Y
- 0.85%
- 3Y*
- 11.53%
- 5Y*
- 5.04%
- 10Y*
- 6.96%
CWFIX
- 1D
- 0.32%
- 1M
- -0.62%
- YTD
- -0.09%
- 6M
- 1.41%
- 1Y
- 5.29%
- 3Y*
- 6.27%
- 5Y*
- 3.71%
- 10Y*
- 4.03%
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BGB vs. CWFIX - Expense Ratio Comparison
BGB has a 2.36% expense ratio, which is higher than CWFIX's 0.49% expense ratio.
Return for Risk
BGB vs. CWFIX — Risk / Return Rank
BGB
CWFIX
BGB vs. CWFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone GSO Strategic Credit Closed Fund (BGB) 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.
| BGB | CWFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 3.13 | -3.06 |
Sortino ratioReturn per unit of downside risk | 0.18 | 4.52 | -4.34 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.85 | -0.82 |
Calmar ratioReturn relative to maximum drawdown | 0.06 | 3.96 | -3.90 |
Martin ratioReturn relative to average drawdown | 0.15 | 18.37 | -18.22 |
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
| BGB | CWFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 3.13 | -3.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 1.35 | -0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 1.31 | -0.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 1.09 | -0.81 |
Correlation
The correlation between BGB and CWFIX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BGB vs. CWFIX - Dividend Comparison
BGB's dividend yield for the trailing twelve months is around 8.85%, more than CWFIX's 4.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGB Blackstone GSO Strategic Credit Closed Fund | 8.85% | 8.58% | 9.26% | 10.69% | 7.35% | 6.63% | 8.77% | 9.30% | 11.18% | 7.35% | 8.76% | 9.42% |
CWFIX Chartwell Short Duration High Yield Fund | 4.77% | 5.17% | 5.09% | 4.41% | 3.17% | 2.79% | 3.38% | 3.60% | 3.24% | 2.82% | 3.79% | 3.32% |
Drawdowns
BGB vs. CWFIX - Drawdown Comparison
The maximum BGB drawdown since its inception was -44.87%, which is greater than CWFIX's maximum drawdown of -12.41%. Use the drawdown chart below to compare losses from any high point for BGB and CWFIX.
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Drawdown Indicators
| BGB | CWFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.87% | -12.41% | -32.46% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -1.37% | -8.66% |
Max Drawdown (5Y)Largest decline over 5 years | -21.23% | -6.36% | -14.87% |
Max Drawdown (10Y)Largest decline over 10 years | -44.87% | -12.41% | -32.46% |
Current DrawdownCurrent decline from peak | -7.07% | -0.71% | -6.36% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -0.87% | -5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | 0.29% | +3.62% |
Volatility
BGB vs. CWFIX - Volatility Comparison
Blackstone GSO Strategic Credit Closed Fund (BGB) has a higher volatility of 3.84% compared to Chartwell Short Duration High Yield Fund (CWFIX) at 0.79%. This indicates that BGB'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
| BGB | CWFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 0.79% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 5.82% | 1.07% | +4.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.45% | 1.74% | +10.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.90% | 2.75% | +8.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.14% | 3.09% | +13.05% |