BRHYX vs. CWFIX
Compare and contrast key facts about BlackRock High Yield K (BRHYX) and Chartwell Short Duration High Yield Fund (CWFIX).
BRHYX is managed by BlackRock. It was launched on Jan 5, 2001. CWFIX is managed by Carillon Family of Funds. It was launched on Jul 15, 2014.
Performance
BRHYX vs. CWFIX - Performance Comparison
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BRHYX vs. CWFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRHYX BlackRock High Yield K | -1.15% | 9.44% | 8.65% | 13.26% | -11.18% | 5.47% | 5.98% | 15.65% | -2.67% | 8.34% |
CWFIX Chartwell Short Duration High Yield Fund | -0.09% | 6.99% | 5.78% | 7.80% | -3.17% | 2.40% | 4.38% | 7.33% | 0.36% | 3.06% |
Returns By Period
In the year-to-date period, BRHYX achieves a -1.15% return, which is significantly lower than CWFIX's -0.09% return. Over the past 10 years, BRHYX has outperformed CWFIX with an annualized return of 6.08%, while CWFIX has yielded a comparatively lower 4.03% annualized return.
BRHYX
- 1D
- 0.57%
- 1M
- -1.53%
- YTD
- -1.15%
- 6M
- 0.50%
- 1Y
- 7.13%
- 3Y*
- 8.60%
- 5Y*
- 4.26%
- 10Y*
- 6.08%
CWFIX
- 1D
- 0.32%
- 1M
- -0.62%
- YTD
- -0.09%
- 6M
- 1.41%
- 1Y
- 5.29%
- 3Y*
- 6.27%
- 5Y*
- 3.71%
- 10Y*
- 4.03%
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BRHYX vs. CWFIX - Expense Ratio Comparison
BRHYX has a 0.48% expense ratio, which is lower than CWFIX's 0.49% expense ratio.
Return for Risk
BRHYX vs. CWFIX — Risk / Return Rank
BRHYX
CWFIX
BRHYX vs. CWFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock High Yield K (BRHYX) and Chartwell Short Duration High Yield Fund (CWFIX). 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.
| BRHYX | CWFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 3.13 | -1.30 |
Sortino ratioReturn per unit of downside risk | 2.61 | 4.52 | -1.91 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.85 | -0.44 |
Calmar ratioReturn relative to maximum drawdown | 2.38 | 3.96 | -1.59 |
Martin ratioReturn relative to average drawdown | 10.96 | 18.37 | -7.42 |
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
| BRHYX | CWFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 3.13 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 1.35 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | 1.31 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.22 | 1.09 | +0.13 |
Correlation
The correlation between BRHYX and CWFIX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BRHYX vs. CWFIX - Dividend Comparison
BRHYX's dividend yield for the trailing twelve months is around 6.71%, more than CWFIX's 4.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRHYX BlackRock High Yield K | 6.71% | 7.14% | 7.56% | 6.20% | 4.98% | 4.80% | 5.22% | 5.82% | 6.48% | 5.92% | 6.03% | 6.42% |
CWFIX Chartwell Short Duration High Yield Fund | 4.77% | 5.17% | 5.09% | 4.41% | 3.17% | 2.79% | 3.38% | 3.60% | 3.24% | 2.82% | 3.79% | 3.32% |
Drawdowns
BRHYX vs. CWFIX - Drawdown Comparison
The maximum BRHYX drawdown since its inception was -34.77%, which is greater than CWFIX's maximum drawdown of -12.41%. Use the drawdown chart below to compare losses from any high point for BRHYX and CWFIX.
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Drawdown Indicators
| BRHYX | CWFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.77% | -12.41% | -22.36% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -1.37% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -15.29% | -6.36% | -8.93% |
Max Drawdown (10Y)Largest decline over 10 years | -23.20% | -12.41% | -10.79% |
Current DrawdownCurrent decline from peak | -1.71% | -0.71% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -0.87% | -1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 0.29% | +0.42% |
Volatility
BRHYX vs. CWFIX - Volatility Comparison
BlackRock High Yield K (BRHYX) has a higher volatility of 1.45% compared to Chartwell Short Duration High Yield Fund (CWFIX) at 0.79%. This indicates that BRHYX's price experiences larger fluctuations and is considered to be riskier than CWFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRHYX | CWFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 0.79% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 2.44% | 1.07% | +1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.01% | 1.74% | +2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.22% | 2.75% | +2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.93% | 3.09% | +2.84% |