CSOIX vs. BGHSX
CSOIX (Credit Suisse Strategic Income Fund) and BGHSX (BrandywineGLOBAL - High Yield Fund) are both High Yield Bonds funds. Over the past 3 years, CSOIX returned 6.01%/yr vs 6.94%/yr for BGHSX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. CSOIX charges 0.79%/yr vs 0.54%/yr for BGHSX.
Performance
CSOIX vs. BGHSX - Performance Comparison
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Returns By Period
In the year-to-date period, CSOIX achieves a -0.14% return, which is significantly higher than BGHSX's -0.16% return.
CSOIX
- 1D
- 0.00%
- 1M
- -0.44%
- 6M
- 0.15%
- YTD
- -0.14%
- 1Y
- 1.83%
- 3Y*
- 6.01%
- 5Y*
- 3.88%
- 10Y*
- 5.28%
- ALL TIME*
- 5.39%
BGHSX
- 1D
- 0.10%
- 1M
- -0.70%
- 6M
- -0.10%
- YTD
- -0.16%
- 1Y
- 2.97%
- 3Y*
- 6.94%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CSOIX vs. BGHSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CSOIX Credit Suisse Strategic Income Fund | -0.14% | 5.66% | 8.26% | 12.62% | -7.23% | 1.45% |
BGHSX BrandywineGLOBAL - High Yield Fund | -0.16% | 5.55% | 9.90% | 13.21% | -10.23% | 1.12% |
Correlation
The correlation between CSOIX and BGHSX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2021 | 0.78 |
The correlation between CSOIX and BGHSX has been stable across timeframes, ranging from 0.72 to 0.78 - a consistent structural relationship.
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Return for Risk
CSOIX vs. BGHSX — Risk / Return Rank
CSOIX
BGHSX
CSOIX vs. BGHSX - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSOIX | BGHSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.27 | -0.49 |
| Martin ratioReturn relative to average drawdown | 2.84 | 5.11 | -2.27 |
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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 -14.30%. Use the drawdown chart below to compare losses from any high point for CSOIX and BGHSX.
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Drawdown Indicators
| CSOIX | BGHSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.04% | -14.30% | -5.74% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -2.67% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -2.92% | -4.55% | +1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -10.39% | -14.30% | +3.91% |
Max Drawdown (10Y)Largest decline over 10 years | -20.04% | — | — |
Current DrawdownCurrent decline from peak | -0.55% | -0.70% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -1.47% | -3.14% | +1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 0.66% | +0.12% |
Volatility
CSOIX vs. BGHSX - Volatility Comparison
The current volatility for Credit Suisse Strategic Income Fund (CSOIX) is 0.34%, while BrandywineGLOBAL - High Yield Fund (BGHSX) has a volatility of 0.57%. This indicates that CSOIX experiences smaller price fluctuations and is considered to be less risky than BGHSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSOIX | BGHSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 0.57% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 2.11% | 2.30% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.72% | 3.13% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.36% | 4.43% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.98% | 4.43% | -0.45% |
CSOIX vs. BGHSX - Expense Ratio Comparison
CSOIX has a 0.79% expense ratio, which is higher than BGHSX's 0.54% expense ratio.
Dividends
CSOIX vs. BGHSX - Dividend Comparison
CSOIX's dividend yield for the trailing twelve months is around 5.92%, more than BGHSX's 5.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGHSX BrandywineGLOBAL - High Yield Fund | 5.63% | 7.08% | 7.49% | 5.23% | 5.32% | 4.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSOIX Credit Suisse Strategic Income Fund | 5.92% | 7.12% | 7.05% | 6.72% | 4.39% | 3.92% | 4.95% | 5.35% | 5.45% | 5.18% | 7.19% | 6.86% |
Frequently Asked Questions
CSOIX and BGHSX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BGHSX has higher volatility (0.57%) compared to CSOIX (0.34%). In terms of maximum drawdown, CSOIX dropped -20.04% vs BGHSX's -14.30%.
BGHSX currently has the higher Sharpe Ratio (1.09 vs 0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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