BGHSX vs. BCAAX
Compare and contrast key facts about BrandywineGLOBAL - High Yield Fund (BGHSX) and BrandywineGLOBAL - Corporate Credit Fund (BCAAX).
BGHSX is managed by Franklin Templeton Investments. It was launched on Dec 3, 2014. BCAAX is managed by Franklin Templeton Investments. It was launched on Sep 29, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BGHSX or BCAAX.
Performance
BGHSX vs. BCAAX - Performance Comparison
Returns By Period
In the year-to-date period, BGHSX achieves a 8.29% return, which is significantly higher than BCAAX's 7.41% return.
BGHSX
8.29%
0.43%
5.46%
13.72%
3.20%
N/A
BCAAX
7.41%
0.37%
4.75%
12.22%
2.45%
1.62%
Key characteristics
| BGHSX | BCAAX | |
|---|---|---|
| Sharpe Ratio | 4.20 | 4.30 |
| Sortino Ratio | 7.99 | 8.24 |
| Omega Ratio | 2.17 | 2.23 |
| Calmar Ratio | 3.51 | 3.38 |
| Martin Ratio | 33.07 | 33.37 |
| Ulcer Index | 0.41% | 0.37% |
| Daily Std Dev | 3.27% | 2.87% |
| Max Drawdown | -18.15% | -36.67% |
| Current Drawdown | -0.48% | -0.47% |
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. BCAAX - Expense Ratio Comparison
BGHSX has a 0.54% expense ratio, which is lower than BCAAX's 0.86% expense ratio.
Correlation
The correlation between BGHSX and BCAAX is 0.85, 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.
Risk-Adjusted Performance
BGHSX vs. BCAAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - High Yield Fund (BGHSX) and BrandywineGLOBAL - Corporate Credit Fund (BCAAX). 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.
Dividends
BGHSX vs. BCAAX - Dividend Comparison
BGHSX's dividend yield for the trailing twelve months is around 7.29%, more than BCAAX's 6.66% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
BGHSX BrandywineGLOBAL - High Yield Fund | 7.29% | 6.95% | 6.34% | 3.10% |
BCAAX BrandywineGLOBAL - Corporate Credit Fund | 6.66% | 6.24% | 5.45% | 2.48% |
Drawdowns
BGHSX vs. BCAAX - Drawdown Comparison
The maximum BGHSX drawdown since its inception was -18.15%, smaller than the maximum BCAAX drawdown of -36.67%. Use the drawdown chart below to compare losses from any high point for BGHSX and BCAAX. For additional features, visit the drawdowns tool.
Volatility
BGHSX vs. BCAAX - Volatility Comparison
BrandywineGLOBAL - High Yield Fund (BGHSX) and BrandywineGLOBAL - Corporate Credit Fund (BCAAX) have volatilities of 0.68% and 0.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.