BGHSX vs. CWFIX
Compare and contrast key facts about BrandywineGLOBAL - High Yield Fund (BGHSX) and Chartwell Short Duration High Yield Fund (CWFIX).
BGHSX is managed by Franklin Templeton. It was launched on Dec 3, 2014. CWFIX is managed by Carillon Family of Funds. It was launched on Jul 15, 2014.
Performance
BGHSX vs. CWFIX - Performance Comparison
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BGHSX vs. CWFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BGHSX BrandywineGLOBAL - High Yield Fund | -1.56% | 5.55% | 9.90% | 13.21% | -10.23% | 1.12% |
CWFIX Chartwell Short Duration High Yield Fund | -0.40% | 6.99% | 5.78% | 7.80% | -3.17% | 0.59% |
Returns By Period
In the year-to-date period, BGHSX achieves a -1.56% return, which is significantly lower than CWFIX's -0.40% return.
BGHSX
- 1D
- 0.41%
- 1M
- -1.20%
- YTD
- -1.56%
- 6M
- -0.96%
- 1Y
- 3.40%
- 3Y*
- 7.83%
- 5Y*
- —
- 10Y*
- —
CWFIX
- 1D
- 0.11%
- 1M
- -0.94%
- YTD
- -0.40%
- 6M
- 1.09%
- 1Y
- 4.96%
- 3Y*
- 6.16%
- 5Y*
- 3.68%
- 10Y*
- 4.00%
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BGHSX vs. CWFIX - Expense Ratio Comparison
BGHSX has a 0.54% expense ratio, which is higher than CWFIX's 0.49% expense ratio.
Return for Risk
BGHSX vs. CWFIX — Risk / Return Rank
BGHSX
CWFIX
BGHSX vs. CWFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - High Yield Fund (BGHSX) and Chartwell Short Duration High Yield Fund (CWFIX). 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 | CWFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 2.99 | -2.08 |
Sortino ratioReturn per unit of downside risk | 1.29 | 4.25 | -2.96 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.80 | -0.60 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 3.72 | -2.61 |
Martin ratioReturn relative to average drawdown | 4.19 | 17.45 | -13.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BGHSX | CWFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 2.99 | -2.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.35 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 1.08 | -0.30 |
Correlation
The correlation between BGHSX and CWFIX is 0.73, 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. CWFIX - Dividend Comparison
BGHSX's dividend yield for the trailing twelve months is around 6.48%, more than CWFIX's 5.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGHSX BrandywineGLOBAL - High Yield Fund | 6.48% | 7.08% | 7.49% | 5.23% | 5.32% | 4.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CWFIX Chartwell Short Duration High Yield Fund | 4.79% | 5.17% | 5.09% | 4.41% | 3.17% | 2.79% | 3.38% | 3.60% | 3.24% | 2.82% | 3.79% | 3.32% |
Drawdowns
BGHSX vs. CWFIX - Drawdown Comparison
The maximum BGHSX drawdown since its inception was -14.30%, which is greater than CWFIX's maximum drawdown of -12.41%. Use the drawdown chart below to compare losses from any high point for BGHSX and CWFIX.
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Drawdown Indicators
| BGHSX | CWFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.30% | -12.41% | -1.89% |
Max Drawdown (1Y)Largest decline over 1 year | -3.43% | -1.37% | -2.06% |
Max Drawdown (5Y)Largest decline over 5 years | — | -6.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.41% | — |
Current DrawdownCurrent decline from peak | -1.60% | -1.03% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -0.87% | -2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 0.29% | +0.62% |
Volatility
BGHSX vs. CWFIX - Volatility Comparison
BrandywineGLOBAL - High Yield Fund (BGHSX) has a higher volatility of 1.17% compared to Chartwell Short Duration High Yield Fund (CWFIX) at 0.70%. This indicates that BGHSX's price experiences larger fluctuations and is considered to be riskier than CWFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGHSX | CWFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 0.70% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 2.16% | 1.03% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.89% | 1.71% | +2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.50% | 2.75% | +1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.50% | 3.09% | +1.41% |