CSOIX vs. BGHSX
Compare and contrast key facts about Credit Suisse Strategic Income Fund (CSOIX) and BrandywineGLOBAL - High Yield Fund (BGHSX).
CSOIX is managed by Credit Suisse (New York, NY). It was launched on Sep 28, 2012. BGHSX is managed by Franklin Templeton Investments. It was launched on Dec 3, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSOIX or BGHSX.
Performance
CSOIX vs. BGHSX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with CSOIX having a 8.75% return and BGHSX slightly lower at 8.39%.
CSOIX
8.75%
0.63%
4.70%
12.21%
5.59%
5.35%
BGHSX
8.39%
0.62%
5.67%
13.71%
3.21%
N/A
Key characteristics
| CSOIX | BGHSX | |
|---|---|---|
| Sharpe Ratio | 4.31 | 4.23 |
| Sortino Ratio | 10.86 | 8.05 |
| Omega Ratio | 2.71 | 2.18 |
| Calmar Ratio | 12.90 | 3.63 |
| Martin Ratio | 54.19 | 33.28 |
| Ulcer Index | 0.23% | 0.42% |
| Daily Std Dev | 2.83% | 3.27% |
| Max Drawdown | -20.04% | -18.15% |
| Current Drawdown | 0.00% | -0.39% |
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CSOIX vs. BGHSX - Expense Ratio Comparison
CSOIX has a 0.79% expense ratio, which is higher than BGHSX's 0.54% expense ratio.
Correlation
The correlation between CSOIX and BGHSX is 0.61, 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
CSOIX vs. BGHSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Strategic Income Fund (CSOIX) and BrandywineGLOBAL - High Yield Fund (BGHSX). 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
CSOIX vs. BGHSX - Dividend Comparison
CSOIX's dividend yield for the trailing twelve months is around 7.80%, more than BGHSX's 7.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSOIX Credit Suisse Strategic Income Fund | 7.80% | 8.04% | 5.88% | 3.93% | 4.95% | 5.35% | 5.46% | 5.17% | 7.21% | 6.86% | 6.50% | 6.01% |
BGHSX BrandywineGLOBAL - High Yield Fund | 7.28% | 6.95% | 6.34% | 3.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CSOIX vs. BGHSX - Drawdown Comparison
The maximum CSOIX drawdown since its inception was -20.04%, which is greater than BGHSX's maximum drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for CSOIX and BGHSX. For additional features, visit the drawdowns tool.
Volatility
CSOIX vs. BGHSX - Volatility Comparison
Credit Suisse Strategic Income Fund (CSOIX) and BrandywineGLOBAL - High Yield Fund (BGHSX) have volatilities of 0.63% and 0.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.