BGHSX vs. FSPSX
Compare and contrast key facts about BrandywineGLOBAL - High Yield Fund (BGHSX) and Fidelity International Index Fund (FSPSX).
BGHSX is managed by Franklin Templeton. It was launched on Dec 3, 2014. FSPSX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI ex USA IMI Index. It was launched on Nov 5, 1997.
Performance
BGHSX vs. FSPSX - Performance Comparison
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BGHSX vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BGHSX BrandywineGLOBAL - High Yield Fund | -1.95% | 5.55% | 9.90% | 13.21% | -10.23% | 1.12% |
FSPSX Fidelity International Index Fund | -1.94% | 31.98% | 3.70% | 18.31% | -14.23% | 0.32% |
Returns By Period
The year-to-date returns for both investments are quite close, with BGHSX having a -1.95% return and FSPSX slightly higher at -1.94%.
BGHSX
- 1D
- 0.20%
- 1M
- -1.60%
- YTD
- -1.95%
- 6M
- -1.37%
- 1Y
- 3.08%
- 3Y*
- 7.69%
- 5Y*
- —
- 10Y*
- —
FSPSX
- 1D
- 0.42%
- 1M
- -10.86%
- YTD
- -1.94%
- 6M
- 2.58%
- 1Y
- 19.89%
- 3Y*
- 13.50%
- 5Y*
- 7.96%
- 10Y*
- 8.65%
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BGHSX vs. FSPSX - Expense Ratio Comparison
BGHSX has a 0.54% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Return for Risk
BGHSX vs. FSPSX — Risk / Return Rank
BGHSX
FSPSX
BGHSX vs. FSPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - High Yield Fund (BGHSX) and Fidelity International Index Fund (FSPSX). 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 | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.11 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.56 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.54 | -0.64 |
Martin ratioReturn relative to average drawdown | 3.42 | 5.93 | -2.51 |
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 | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.11 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.51 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.46 | +0.31 |
Correlation
The correlation between BGHSX and FSPSX is 0.52, 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. FSPSX - Dividend Comparison
BGHSX's dividend yield for the trailing twelve months is around 6.50%, more than FSPSX's 3.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGHSX BrandywineGLOBAL - High Yield Fund | 6.50% | 7.08% | 7.49% | 5.23% | 5.32% | 4.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSPSX Fidelity International Index Fund | 3.22% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
Drawdowns
BGHSX vs. FSPSX - Drawdown Comparison
The maximum BGHSX drawdown since its inception was -14.30%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for BGHSX and FSPSX.
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Drawdown Indicators
| BGHSX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.30% | -33.69% | +19.39% |
Max Drawdown (1Y)Largest decline over 1 year | -3.43% | -11.39% | +7.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.41% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.69% | — |
Current DrawdownCurrent decline from peak | -2.00% | -10.86% | +8.86% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -6.59% | +3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 2.96% | -2.06% |
Volatility
BGHSX vs. FSPSX - Volatility Comparison
The current volatility for BrandywineGLOBAL - High Yield Fund (BGHSX) is 1.06%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that BGHSX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGHSX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.06% | 7.04% | -5.98% |
Volatility (6M)Calculated over the trailing 6-month period | 2.13% | 10.63% | -8.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.88% | 16.79% | -12.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.49% | 15.77% | -11.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.49% | 16.47% | -11.98% |