BGHSX vs. DODIX
Compare and contrast key facts about BrandywineGLOBAL - High Yield Fund (BGHSX) and Dodge & Cox Income Fund (DODIX).
BGHSX is managed by Franklin Templeton Investments. It was launched on Dec 3, 2014. DODIX is managed by Dodge & Cox.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BGHSX or DODIX.
Performance
BGHSX vs. DODIX - Performance Comparison
Returns By Period
In the year-to-date period, BGHSX achieves a 8.29% return, which is significantly higher than DODIX's 2.63% return.
BGHSX
8.29%
0.43%
5.46%
13.72%
3.20%
N/A
DODIX
2.63%
-0.87%
3.29%
7.70%
1.43%
2.59%
Key characteristics
| BGHSX | DODIX | |
|---|---|---|
| Sharpe Ratio | 4.20 | 1.32 |
| Sortino Ratio | 7.99 | 1.94 |
| Omega Ratio | 2.17 | 1.23 |
| Calmar Ratio | 3.51 | 0.77 |
| Martin Ratio | 33.07 | 4.75 |
| Ulcer Index | 0.41% | 1.64% |
| Daily Std Dev | 3.27% | 5.89% |
| Max Drawdown | -18.15% | -16.38% |
| Current Drawdown | -0.48% | -3.66% |
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BGHSX vs. DODIX - Expense Ratio Comparison
BGHSX has a 0.54% expense ratio, which is higher than DODIX's 0.41% expense ratio.
Correlation
The correlation between BGHSX and DODIX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
BGHSX vs. DODIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - High Yield Fund (BGHSX) and Dodge & Cox Income Fund (DODIX). 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. DODIX - Dividend Comparison
BGHSX's dividend yield for the trailing twelve months is around 7.29%, more than DODIX's 4.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGHSX BrandywineGLOBAL - High Yield Fund | 7.29% | 6.95% | 6.34% | 3.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DODIX Dodge & Cox Income Fund | 4.17% | 3.86% | 2.84% | 1.89% | 2.44% | 3.04% | 3.00% | 2.76% | 3.11% | 3.03% | 3.84% | 3.07% |
Drawdowns
BGHSX vs. DODIX - Drawdown Comparison
The maximum BGHSX drawdown since its inception was -18.15%, which is greater than DODIX's maximum drawdown of -16.38%. Use the drawdown chart below to compare losses from any high point for BGHSX and DODIX. For additional features, visit the drawdowns tool.
Volatility
BGHSX vs. DODIX - Volatility Comparison
The current volatility for BrandywineGLOBAL - High Yield Fund (BGHSX) is 0.68%, while Dodge & Cox Income Fund (DODIX) has a volatility of 1.58%. This indicates that BGHSX experiences smaller price fluctuations and is considered to be less risky than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.