BGHSX vs. DODLX
Compare and contrast key facts about BrandywineGLOBAL - High Yield Fund (BGHSX) and Dodge & Cox Global Bond Fund (DODLX).
BGHSX is managed by Franklin Templeton Investments. It was launched on Dec 3, 2014. DODLX is managed by Dodge & Cox. It was launched on Apr 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BGHSX or DODLX.
Key characteristics
| BGHSX | DODLX | |
|---|---|---|
| YTD Return | 8.06% | 4.11% |
| 1Y Return | 17.34% | 14.57% |
| 3Y Return (Ann) | 4.47% | 2.16% |
| 5Y Return (Ann) | 3.76% | 3.98% |
| Sharpe Ratio | 4.73 | 2.36 |
| Sortino Ratio | 9.60 | 3.50 |
| Omega Ratio | 2.41 | 1.44 |
| Calmar Ratio | 3.23 | 1.60 |
| Martin Ratio | 40.31 | 11.38 |
| Ulcer Index | 0.42% | 1.22% |
| Daily Std Dev | 3.62% | 5.89% |
| Max Drawdown | -18.15% | -16.30% |
| Current Drawdown | -0.00% | -1.86% |
Correlation
The correlation between BGHSX and DODLX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BGHSX vs. DODLX - Performance Comparison
In the year-to-date period, BGHSX achieves a 8.06% return, which is significantly higher than DODLX's 4.11% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BGHSX vs. DODLX - Expense Ratio Comparison
BGHSX has a 0.54% expense ratio, which is higher than DODLX's 0.45% expense ratio.
Risk-Adjusted Performance
BGHSX vs. DODLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - High Yield Fund (BGHSX) and Dodge & Cox Global Bond Fund (DODLX). 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. DODLX - Dividend Comparison
BGHSX's dividend yield for the trailing twelve months is around 7.22%, more than DODLX's 4.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BGHSX BrandywineGLOBAL - High Yield Fund | 7.22% | 6.97% | 6.34% | 5.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DODLX Dodge & Cox Global Bond Fund | 4.11% | 3.31% | 5.05% | 3.86% | 2.66% | 3.40% | 5.19% | 2.45% | 1.69% | 0.00% | 1.40% |
Drawdowns
BGHSX vs. DODLX - Drawdown Comparison
The maximum BGHSX drawdown since its inception was -18.15%, which is greater than DODLX's maximum drawdown of -16.30%. Use the drawdown chart below to compare losses from any high point for BGHSX and DODLX. For additional features, visit the drawdowns tool.
Volatility
BGHSX vs. DODLX - Volatility Comparison
The current volatility for BrandywineGLOBAL - High Yield Fund (BGHSX) is 0.67%, while Dodge & Cox Global Bond Fund (DODLX) has a volatility of 1.21%. This indicates that BGHSX experiences smaller price fluctuations and is considered to be less risky than DODLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.