BGHSX vs. ARTFX
Compare and contrast key facts about BrandywineGLOBAL - High Yield Fund (BGHSX) and Artisan High Income Fund (ARTFX).
BGHSX is managed by Franklin Templeton. It was launched on Dec 3, 2014. ARTFX is managed by Artisan. It was launched on Mar 19, 2014.
Performance
BGHSX vs. ARTFX - Performance Comparison
Loading graphics...
BGHSX vs. ARTFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BGHSX BrandywineGLOBAL - High Yield Fund | -1.95% | 5.55% | 9.90% | 13.21% | -10.23% | 1.12% |
ARTFX Artisan High Income Fund | -1.87% | 8.02% | 7.76% | 13.61% | -10.66% | -0.46% |
Returns By Period
The year-to-date returns for both investments are quite close, with BGHSX having a -1.95% return and ARTFX slightly higher at -1.87%.
BGHSX
- 1D
- 0.20%
- 1M
- -1.60%
- YTD
- -1.95%
- 6M
- -1.37%
- 1Y
- 3.08%
- 3Y*
- 7.69%
- 5Y*
- —
- 10Y*
- —
ARTFX
- 1D
- 0.11%
- 1M
- -1.98%
- YTD
- -1.87%
- 6M
- -0.94%
- 1Y
- 4.88%
- 3Y*
- 7.33%
- 5Y*
- 3.32%
- 10Y*
- 6.19%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BGHSX vs. ARTFX - Expense Ratio Comparison
BGHSX has a 0.54% expense ratio, which is lower than ARTFX's 0.96% expense ratio.
Return for Risk
BGHSX vs. ARTFX — Risk / Return Rank
BGHSX
ARTFX
BGHSX vs. ARTFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - High Yield Fund (BGHSX) and Artisan High Income Fund (ARTFX). 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.
| BGHSX | ARTFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.63 | -0.75 |
Sortino ratioReturn per unit of downside risk | 1.25 | 2.43 | -1.17 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.80 | -0.90 |
Martin ratioReturn relative to average drawdown | 3.42 | 7.23 | -3.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BGHSX | ARTFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.63 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.20 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 1.02 | -0.26 |
Correlation
The correlation between BGHSX and ARTFX is 0.84, 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
BGHSX vs. ARTFX - Dividend Comparison
BGHSX's dividend yield for the trailing twelve months is around 6.50%, more than ARTFX's 6.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGHSX BrandywineGLOBAL - High Yield Fund | 6.50% | 7.08% | 7.49% | 5.23% | 5.32% | 4.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ARTFX Artisan High Income Fund | 6.38% | 6.71% | 6.52% | 5.43% | 6.23% | 5.21% | 5.33% | 6.15% | 6.99% | 7.75% | 6.53% | 7.28% |
Drawdowns
BGHSX vs. ARTFX - Drawdown Comparison
The maximum BGHSX drawdown since its inception was -14.30%, smaller than the maximum ARTFX drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for BGHSX and ARTFX.
Loading graphics...
Drawdown Indicators
| BGHSX | ARTFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.30% | -21.42% | +7.12% |
Max Drawdown (1Y)Largest decline over 1 year | -3.43% | -2.76% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.62% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.42% | — |
Current DrawdownCurrent decline from peak | -2.00% | -2.54% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -2.24% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.69% | +0.21% |
Volatility
BGHSX vs. ARTFX - Volatility Comparison
BrandywineGLOBAL - High Yield Fund (BGHSX) has a higher volatility of 1.06% compared to Artisan High Income Fund (ARTFX) at 1.00%. This indicates that BGHSX's price experiences larger fluctuations and is considered to be riskier than ARTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BGHSX | ARTFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.06% | 1.00% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.13% | 1.88% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.88% | 3.30% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.49% | 4.81% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.49% | 5.19% | -0.70% |