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BGHSX vs. CSOIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BGHSX vs. CSOIX

Last updated Jun 23, 2026

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 7.77%/yr vs 6.89%/yr for CSOIX. A 0.78 correlation means they provide meaningful diversification when combined. BGHSX charges 0.54%/yr vs 0.79%/yr for CSOIX.

Performance

BGHSX vs. CSOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrandywineGLOBAL - High Yield Fund (BGHSX) and Credit Suisse Strategic Income Fund (CSOIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BGHSX achieves a 0.03% return, which is significantly higher than CSOIX's -0.05% return.

BGHSX

1D
-0.10%
1M
0.53%
YTD
0.03%
6M
0.72%
1Y
4.58%
3Y*
7.77%
5Y*
—
10Y*
—

CSOIX

1D
0.00%
1M
0.58%
YTD
-0.05%
6M
0.64%
1Y
3.45%
3Y*
6.89%
5Y*
4.01%
10Y*
5.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGHSX vs. CSOIX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
BGHSX
BrandywineGLOBAL - High Yield Fund		0.03%5.55%9.90%13.21%-10.23%1.12%
CSOIX
Credit Suisse Strategic Income Fund		-0.05%5.66%8.26%12.62%-7.23%1.45%

Correlation

The correlation between BGHSX and CSOIX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

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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BrandywineGLOBAL - High Yield Fund

Credit Suisse Strategic Income Fund

Often compared with BGHSX:
BGHSX vs. BCAAXBGHSX vs. MNHAXBGHSX vs. FAGIXBGHSX vs. SHYGBGHSX vs. SPYBGHSX vs. VWEHXBGHSX vs. DODIX
Often compared with CSOIX:
CSOIX vs. FFRHXCSOIX vs. FAGIXCSOIX vs. VQNPXCSOIX vs. CHIAXCSOIX vs. CSQAXCSOIX vs. CRSOXCSOIX vs. CSAIX

Return for Risk

BGHSX vs. CSOIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BGHSX
BGHSX Risk / Return Rank: 3434
Overall Rank
BGHSX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
BGHSX Sortino Ratio Rank: 4343
Sortino Ratio Rank
BGHSX Omega Ratio Rank: 4040
Omega Ratio Rank
BGHSX Calmar Ratio Rank: 2424
Calmar Ratio Rank
BGHSX Martin Ratio Rank: 3333
Martin Ratio Rank
CSOIX
CSOIX Risk / Return Rank: 2626
Overall Rank
CSOIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CSOIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
CSOIX Omega Ratio Rank: 3838
Omega Ratio Rank
CSOIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
CSOIX Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

BGHSXCSOIXDifference
Sharpe ratioReturn per unit of total volatility
1.45
1.28

+0.18

Sortino ratioReturn per unit of downside risk
2.55
2.44

+0.11

Omega ratioGain probability vs. loss probability

1.31

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

1.72

1.21

+0.51

Martin ratioReturn relative to average drawdown

6.98

4.46

+2.53

BGHSX vs. CSOIX - Sharpe Ratio Comparison

The current BGHSX Sharpe Ratio is 1.45, which is comparable to the CSOIX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of BGHSX and CSOIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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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

BGHSXCSOIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.30%

-0.33%

+0.03%

Average Drawdown

Average peak-to-trough decline

-3.21%

-1.48%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.78%

-0.12%

Volatility

BGHSX vs. CSOIX - Volatility Comparison

BrandywineGLOBAL - High Yield Fund (BGHSX) and Credit Suisse Strategic Income Fund (CSOIX) have volatilities of 0.77% and 0.74%, 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.

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Volatility by Period

BGHSXCSOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

0.74%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.31%

2.11%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.16%

2.71%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.46%

3.35%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.46%

4.02%

+0.44%

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 6.26%, less than CSOIX's 6.52% yield.

PositionTTM20252024202320222021202020192018201720162015
BGHSX
BrandywineGLOBAL - High Yield Fund		6.26%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		6.52%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 (0.77%) compared to CSOIX (0.74%). In terms of maximum drawdown, BGHSX dropped -14.30% vs CSOIX's -20.04%.

BGHSX currently has the higher Sharpe Ratio (1.45 vs 1.28), 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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