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BGHSX vs. CSOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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BGHSX vs. CSOIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BGHSX
BrandywineGLOBAL - High Yield Fund
-1.95%5.55%9.90%13.21%-10.23%1.12%
CSOIX
Credit Suisse Strategic Income Fund
-2.34%5.66%8.26%12.62%-7.23%1.45%

Returns By Period

In the year-to-date period, BGHSX achieves a -1.95% return, which is significantly higher than CSOIX's -2.34% return.


BGHSX

1D
0.20%
1M
-1.60%
YTD
-1.95%
6M
-1.37%
1Y
3.08%
3Y*
7.69%
5Y*
10Y*

CSOIX

1D
0.00%
1M
-1.63%
YTD
-2.34%
6M
-1.47%
1Y
2.76%
3Y*
6.71%
5Y*
3.78%
10Y*
5.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGHSX vs. CSOIX - Expense Ratio Comparison

BGHSX has a 0.54% expense ratio, which is lower than CSOIX's 0.79% expense ratio.


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: 3939
Overall Rank
BGHSX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BGHSX Sortino Ratio Rank: 4040
Sortino Ratio Rank
BGHSX Omega Ratio Rank: 4747
Omega Ratio Rank
BGHSX Calmar Ratio Rank: 3333
Calmar Ratio Rank
BGHSX Martin Ratio Rank: 3232
Martin Ratio Rank

CSOIX
CSOIX Risk / Return Rank: 6363
Overall Rank
CSOIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CSOIX Sortino Ratio Rank: 7272
Sortino Ratio Rank
CSOIX Omega Ratio Rank: 7474
Omega Ratio Rank
CSOIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
CSOIX Martin Ratio Rank: 4747
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.


BGHSXCSOIXDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.11

-0.23

Sortino ratio

Return per unit of downside risk

1.25

1.77

-0.52

Omega ratio

Gain probability vs. loss probability

1.20

1.27

-0.08

Calmar ratio

Return relative to maximum drawdown

0.90

1.33

-0.44

Martin ratio

Return relative to average drawdown

3.42

4.72

-1.30

BGHSX vs. CSOIX - Sharpe Ratio Comparison

The current BGHSX Sharpe Ratio is 0.88, which is comparable to the CSOIX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of BGHSX and CSOIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BGHSXCSOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.11

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.41

-0.65

Correlation

The correlation between BGHSX and CSOIX is 0.78, 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. CSOIX - Dividend Comparison

BGHSX's dividend yield for the trailing twelve months is around 6.50%, less than CSOIX's 6.63% yield.


TTM20252024202320222021202020192018201720162015
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%
CSOIX
Credit Suisse Strategic Income Fund
6.63%7.12%7.05%6.72%4.39%3.92%4.95%5.35%5.45%5.18%7.19%6.86%

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

-3.43%

-2.34%

-1.09%

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

-2.00%

-2.34%

+0.34%

Average Drawdown

Average peak-to-trough decline

-3.33%

-1.49%

-1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.66%

+0.24%

Volatility

BGHSX vs. CSOIX - Volatility Comparison

BrandywineGLOBAL - High Yield Fund (BGHSX) has a higher volatility of 1.06% compared to Credit Suisse Strategic Income Fund (CSOIX) at 0.95%. 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


BGHSXCSOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

0.95%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.13%

1.91%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.88%

3.04%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.49%

3.30%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.49%

4.01%

+0.48%