BGHSX vs. FAGIX
Compare and contrast key facts about BrandywineGLOBAL - High Yield Fund (BGHSX) and Fidelity Capital & Income Fund (FAGIX).
BGHSX is managed by Franklin Templeton Investments. It was launched on Dec 3, 2014. FAGIX is managed by Fidelity. It was launched on Nov 1, 1977.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BGHSX or FAGIX.
Performance
BGHSX vs. FAGIX - Performance Comparison
Returns By Period
In the year-to-date period, BGHSX achieves a 8.29% return, which is significantly lower than FAGIX's 11.57% return.
BGHSX
8.29%
0.43%
5.46%
13.72%
3.20%
N/A
FAGIX
11.57%
0.88%
6.14%
16.23%
5.09%
5.10%
Key characteristics
| BGHSX | FAGIX | |
|---|---|---|
| Sharpe Ratio | 4.20 | 3.30 |
| Sortino Ratio | 7.99 | 5.06 |
| Omega Ratio | 2.17 | 1.72 |
| Calmar Ratio | 3.51 | 1.54 |
| Martin Ratio | 33.07 | 23.08 |
| Ulcer Index | 0.41% | 0.69% |
| Daily Std Dev | 3.27% | 4.76% |
| Max Drawdown | -18.15% | -37.80% |
| Current Drawdown | -0.48% | -0.48% |
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BGHSX vs. FAGIX - Expense Ratio Comparison
BGHSX has a 0.54% expense ratio, which is lower than FAGIX's 0.67% expense ratio.
Correlation
The correlation between BGHSX and FAGIX is 0.57, 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.
Risk-Adjusted Performance
BGHSX vs. FAGIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - High Yield Fund (BGHSX) and Fidelity Capital & Income Fund (FAGIX). 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. FAGIX - Dividend Comparison
BGHSX's dividend yield for the trailing twelve months is around 7.29%, more than FAGIX's 5.02% 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% |
FAGIX Fidelity Capital & Income Fund | 5.02% | 5.29% | 4.85% | 3.41% | 3.78% | 4.25% | 5.27% | 4.01% | 4.12% | 5.00% | 8.04% | 5.47% |
Drawdowns
BGHSX vs. FAGIX - Drawdown Comparison
The maximum BGHSX drawdown since its inception was -18.15%, smaller than the maximum FAGIX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for BGHSX and FAGIX. For additional features, visit the drawdowns tool.
Volatility
BGHSX vs. FAGIX - Volatility Comparison
The current volatility for BrandywineGLOBAL - High Yield Fund (BGHSX) is 0.68%, while Fidelity Capital & Income Fund (FAGIX) has a volatility of 1.25%. This indicates that BGHSX experiences smaller price fluctuations and is considered to be less risky than FAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.