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BGHSX vs. DODLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGHSX vs. DODLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrandywineGLOBAL - High Yield Fund (BGHSX) and Dodge & Cox Global Bond Fund (DODLX). The values are adjusted to include any dividend payments, if applicable.

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BGHSX vs. DODLX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BGHSX
BrandywineGLOBAL - High Yield Fund
-1.56%5.55%9.90%13.21%-10.23%1.12%
DODLX
Dodge & Cox Global Bond Fund
-0.21%11.51%0.55%12.30%-8.21%-1.24%

Returns By Period

In the year-to-date period, BGHSX achieves a -1.56% return, which is significantly lower than DODLX's -0.21% return.


BGHSX

1D
0.41%
1M
-1.20%
YTD
-1.56%
6M
-0.96%
1Y
3.40%
3Y*
7.83%
5Y*
10Y*

DODLX

1D
0.45%
1M
-2.29%
YTD
-0.21%
6M
0.57%
1Y
6.83%
3Y*
6.69%
5Y*
3.17%
10Y*
4.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

BGHSX vs. DODLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGHSX
BGHSX Risk / Return Rank: 4040
Overall Rank
BGHSX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BGHSX Sortino Ratio Rank: 3838
Sortino Ratio Rank
BGHSX Omega Ratio Rank: 4444
Omega Ratio Rank
BGHSX Calmar Ratio Rank: 3939
Calmar Ratio Rank
BGHSX Martin Ratio Rank: 3737
Martin Ratio Rank

DODLX
DODLX Risk / Return Rank: 8282
Overall Rank
DODLX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DODLX Sortino Ratio Rank: 8585
Sortino Ratio Rank
DODLX Omega Ratio Rank: 7777
Omega Ratio Rank
DODLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
DODLX Martin Ratio Rank: 8080
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. DODLX - Risk-Adjusted Trends 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.


BGHSXDODLXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.63

-0.72

Sortino ratio

Return per unit of downside risk

1.29

2.31

-1.02

Omega ratio

Gain probability vs. loss probability

1.20

1.30

-0.10

Calmar ratio

Return relative to maximum drawdown

1.11

2.02

-0.92

Martin ratio

Return relative to average drawdown

4.19

8.00

-3.80

BGHSX vs. DODLX - Sharpe Ratio Comparison

The current BGHSX Sharpe Ratio is 0.91, which is lower than the DODLX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of BGHSX and DODLX, 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


BGHSXDODLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.63

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.78

0.00

Correlation

The correlation between BGHSX and DODLX is 0.62, 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.


Dividends

BGHSX vs. DODLX - Dividend Comparison

BGHSX's dividend yield for the trailing twelve months is around 6.48%, more than DODLX's 4.09% yield.


TTM2025202420232022202120202019201820172016
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%
DODLX
Dodge & Cox Global Bond Fund
4.09%4.07%4.73%3.31%5.05%3.86%2.66%3.40%5.19%2.45%1.69%

Drawdowns

BGHSX vs. DODLX - Drawdown Comparison

The maximum BGHSX drawdown since its inception was -14.30%, smaller than the maximum DODLX drawdown of -16.30%. Use the drawdown chart below to compare losses from any high point for BGHSX and DODLX.


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Drawdown Indicators


BGHSXDODLXDifference

Max Drawdown

Largest peak-to-trough decline

-14.30%

-16.30%

+2.00%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-3.67%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

Max Drawdown (10Y)

Largest decline over 10 years

-16.30%

Current Drawdown

Current decline from peak

-1.60%

-2.88%

+1.28%

Average Drawdown

Average peak-to-trough decline

-3.33%

-3.06%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.93%

-0.02%

Volatility

BGHSX vs. DODLX - Volatility Comparison

The current volatility for BrandywineGLOBAL - High Yield Fund (BGHSX) is 1.17%, while Dodge & Cox Global Bond Fund (DODLX) has a volatility of 2.02%. 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.


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Volatility by Period


BGHSXDODLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

2.02%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.16%

2.79%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

4.46%

-0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.50%

5.17%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

4.77%

-0.27%