BGHSX vs. CSOIX
BGHSX (BrandywineGLOBAL - High Yield Fund) and CSOIX (Credit Suisse Strategic Income Fund) are both High Yield Bonds funds. Over the past 3 years, BGHSX returned 6.94%/yr vs 6.01%/yr for CSOIX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. BGHSX charges 0.54%/yr vs 0.79%/yr for CSOIX.
Performance
BGHSX vs. CSOIX - Performance Comparison
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Returns By Period
In the year-to-date period, BGHSX achieves a -0.16% return, which is significantly lower than CSOIX's -0.14% return.
BGHSX
- 1D
- 0.10%
- 1M
- -0.70%
- 6M
- -0.10%
- YTD
- -0.16%
- 1Y
- 2.97%
- 3Y*
- 6.94%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.55%
CSOIX
- 1D
- 0.00%
- 1M
- -0.44%
- 6M
- 0.15%
- YTD
- -0.14%
- 1Y
- 1.83%
- 3Y*
- 6.01%
- 5Y*
- 3.88%
- 10Y*
- 5.28%
- ALL TIME*
- 5.39%
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 |
BGHSX vs. CSOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BGHSX BrandywineGLOBAL - High Yield Fund | -0.16% | 5.55% | 9.90% | 13.21% | -10.23% | 1.12% |
CSOIX Credit Suisse Strategic Income Fund | -0.14% | 5.66% | 8.26% | 12.62% | -7.23% | 1.45% |
Correlation
The correlation between BGHSX and CSOIX is 0.72, 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. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2021 | 0.78 |
The correlation between BGHSX and CSOIX has been stable across timeframes, ranging from 0.72 to 0.78 - a consistent structural relationship.
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Return for Risk
BGHSX vs. CSOIX — Risk / Return Rank
BGHSX
CSOIX
BGHSX vs. CSOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - High Yield Fund (BGHSX) and Credit Suisse Strategic Income Fund (CSOIX). 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.
| BGHSX | CSOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 0.78 | +0.49 |
| Martin ratioReturn relative to average drawdown | 5.11 | 2.84 | +2.27 |
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Drawdowns
BGHSX vs. CSOIX - Drawdown Comparison
The maximum BGHSX drawdown since its inception was -14.30%, smaller than the maximum CSOIX drawdown of -20.04%. Use the drawdown chart below to compare losses from any high point for BGHSX and CSOIX.
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Drawdown Indicators
| BGHSX | CSOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.30% | -20.04% | +5.74% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -2.86% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -4.55% | -2.92% | -1.63% |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.39% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.04% | — |
Current DrawdownCurrent decline from peak | -0.70% | -0.55% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -3.14% | -1.47% | -1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 0.78% | -0.12% |
Volatility
BGHSX vs. CSOIX - Volatility Comparison
BrandywineGLOBAL - High Yield Fund (BGHSX) has a higher volatility of 0.57% compared to Credit Suisse Strategic Income Fund (CSOIX) at 0.34%. This indicates that BGHSX's price experiences larger fluctuations and is considered to be riskier than CSOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGHSX | CSOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.57% | 0.34% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 2.30% | 2.11% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.13% | 2.72% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.43% | 3.36% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.43% | 3.98% | +0.45% |
BGHSX vs. CSOIX - Expense Ratio Comparison
BGHSX has a 0.54% expense ratio, which is lower than CSOIX's 0.79% expense ratio.
Dividends
BGHSX vs. CSOIX - Dividend Comparison
BGHSX's dividend yield for the trailing twelve months is around 5.63%, less than CSOIX's 5.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGHSX BrandywineGLOBAL - High Yield Fund | 5.63% | 7.08% | 7.49% | 5.23% | 5.32% | 4.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSOIX Credit Suisse Strategic Income Fund | 5.92% | 7.12% | 7.05% | 6.72% | 4.39% | 3.92% | 4.95% | 5.35% | 5.45% | 5.18% | 7.19% | 6.86% |
Frequently Asked Questions
BGHSX and CSOIX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BGHSX has higher volatility (0.57%) compared to CSOIX (0.34%). In terms of maximum drawdown, BGHSX dropped -14.30% vs CSOIX's -20.04%.
BGHSX currently has the higher Sharpe Ratio (1.09 vs 0.82), 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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