GOBSX vs. VOO
Compare and contrast key facts about BrandywineGLOBAL - Global Opportunities Bond Fund (GOBSX) and Vanguard S&P 500 ETF (VOO).
GOBSX is managed by Legg Mason. It was launched on Oct 31, 2006. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
GOBSX vs. VOO - Performance Comparison
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GOBSX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOBSX BrandywineGLOBAL - Global Opportunities Bond Fund | -2.91% | 13.59% | -9.38% | 7.42% | -15.66% | -5.27% | 12.66% | 9.21% | -5.59% | 11.51% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, GOBSX achieves a -2.91% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, GOBSX has underperformed VOO with an annualized return of 0.73%, while VOO has yielded a comparatively higher 14.14% annualized return.
GOBSX
- 1D
- -0.92%
- 1M
- -5.15%
- YTD
- -2.91%
- 6M
- -2.83%
- 1Y
- 4.90%
- 3Y*
- 1.14%
- 5Y*
- -2.29%
- 10Y*
- 0.73%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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GOBSX vs. VOO - Expense Ratio Comparison
GOBSX has a 0.56% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
GOBSX vs. VOO — Risk / Return Rank
GOBSX
VOO
GOBSX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Global Opportunities Bond Fund (GOBSX) and Vanguard S&P 500 ETF (VOO). 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.
| GOBSX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 1.01 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.53 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.55 | -0.67 |
Martin ratioReturn relative to average drawdown | 3.09 | 7.31 | -4.22 |
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
| GOBSX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.01 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.25 | 0.71 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.79 | -0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.83 | -0.42 |
Correlation
The correlation between GOBSX and VOO is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GOBSX vs. VOO - Dividend Comparison
GOBSX's dividend yield for the trailing twelve months is around 2.79%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOBSX BrandywineGLOBAL - Global Opportunities Bond Fund | 2.79% | 4.28% | 3.80% | 0.09% | 6.70% | 2.30% | 0.31% | 1.56% | 3.15% | 3.68% | 1.87% | 2.61% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
GOBSX vs. VOO - Drawdown Comparison
The maximum GOBSX drawdown since its inception was -29.04%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GOBSX and VOO.
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Drawdown Indicators
| GOBSX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.04% | -33.99% | +4.95% |
Max Drawdown (1Y)Largest decline over 1 year | -5.97% | -11.98% | +6.01% |
Max Drawdown (5Y)Largest decline over 5 years | -29.04% | -24.52% | -4.52% |
Max Drawdown (10Y)Largest decline over 10 years | -29.04% | -33.99% | +4.95% |
Current DrawdownCurrent decline from peak | -14.57% | -5.55% | -9.02% |
Average DrawdownAverage peak-to-trough decline | -6.67% | -3.72% | -2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 2.55% | -0.84% |
Volatility
GOBSX vs. VOO - Volatility Comparison
The current volatility for BrandywineGLOBAL - Global Opportunities Bond Fund (GOBSX) is 3.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that GOBSX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOBSX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 5.34% | -2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 4.47% | 9.47% | -5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.28% | 18.11% | -10.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.20% | 16.82% | -7.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.49% | 17.99% | -9.50% |