BGHIX vs. VWEAX
Compare and contrast key facts about BrandywineGLOBAL - High Yield Fund Class I (BGHIX) and Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX).
BGHIX is an actively managed fund by Franklin Templeton. It was launched on Dec 4, 2014. VWEAX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
BGHIX vs. VWEAX - Performance Comparison
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BGHIX vs. VWEAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BGHIX BrandywineGLOBAL - High Yield Fund Class I | -2.08% | 5.53% | 9.77% | 15.16% | -10.34% | 0.97% |
VWEAX Vanguard High-Yield Corporate Fund Admiral Shares | -1.68% | 9.49% | 6.42% | 11.79% | -8.95% | 0.90% |
Returns By Period
In the year-to-date period, BGHIX achieves a -2.08% return, which is significantly lower than VWEAX's -1.68% return.
BGHIX
- 1D
- 0.20%
- 1M
- -1.70%
- YTD
- -2.08%
- 6M
- -1.52%
- 1Y
- 2.86%
- 3Y*
- 8.18%
- 5Y*
- —
- 10Y*
- —
VWEAX
- 1D
- 0.18%
- 1M
- -2.34%
- YTD
- -1.68%
- 6M
- 0.04%
- 1Y
- 5.98%
- 3Y*
- 7.45%
- 5Y*
- 3.91%
- 10Y*
- 5.22%
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BGHIX vs. VWEAX - Expense Ratio Comparison
BGHIX has a 0.65% expense ratio, which is higher than VWEAX's 0.13% expense ratio.
Return for Risk
BGHIX vs. VWEAX — Risk / Return Rank
BGHIX
VWEAX
BGHIX vs. VWEAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - High Yield Fund Class I (BGHIX) and Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX). 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.
| BGHIX | VWEAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.92 | -1.07 |
Sortino ratioReturn per unit of downside risk | 1.22 | 2.89 | -1.67 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.47 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 2.52 | -1.66 |
Martin ratioReturn relative to average drawdown | 3.27 | 10.45 | -7.18 |
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
| BGHIX | VWEAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.92 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.81 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.00 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 1.22 | -0.40 |
Correlation
The correlation between BGHIX and VWEAX is 0.82, 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
BGHIX vs. VWEAX - Dividend Comparison
BGHIX's dividend yield for the trailing twelve months is around 6.40%, more than VWEAX's 5.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGHIX BrandywineGLOBAL - High Yield Fund Class I | 6.40% | 6.96% | 7.37% | 6.83% | 5.23% | 4.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWEAX Vanguard High-Yield Corporate Fund Admiral Shares | 5.91% | 6.25% | 6.20% | 5.79% | 5.21% | 3.49% | 4.71% | 5.33% | 6.07% | 5.39% | 5.51% | 6.53% |
Drawdowns
BGHIX vs. VWEAX - Drawdown Comparison
The maximum BGHIX drawdown since its inception was -14.29%, smaller than the maximum VWEAX drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for BGHIX and VWEAX.
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Drawdown Indicators
| BGHIX | VWEAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.29% | -30.05% | +15.76% |
Max Drawdown (1Y)Largest decline over 1 year | -3.43% | -2.52% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.77% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.68% | — |
Current DrawdownCurrent decline from peak | -2.11% | -2.34% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -3.24% | -2.13% | -1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.61% | +0.29% |
Volatility
BGHIX vs. VWEAX - Volatility Comparison
The current volatility for BrandywineGLOBAL - High Yield Fund Class I (BGHIX) is 1.16%, while Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX) has a volatility of 1.23%. This indicates that BGHIX experiences smaller price fluctuations and is considered to be less risky than VWEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGHIX | VWEAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 1.23% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.14% | 2.25% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.85% | 3.43% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.50% | 4.86% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.50% | 5.27% | -0.77% |