GOBSX vs. VTIBX
Compare and contrast key facts about BrandywineGLOBAL - Global Opportunities Bond Fund (GOBSX) and Vanguard Total International Bond Index Fund (VTIBX).
GOBSX is managed by Legg Mason. It was launched on Oct 31, 2006. VTIBX is managed by Vanguard. It was launched on May 30, 2013.
Performance
GOBSX vs. VTIBX - Performance Comparison
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GOBSX vs. VTIBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOBSX BrandywineGLOBAL - Global Opportunities Bond Fund | -2.02% | 13.59% | -9.38% | 7.42% | -15.66% | -5.27% | 12.66% | 9.21% | -5.59% | 11.51% |
VTIBX Vanguard Total International Bond Index Fund | -0.82% | 2.98% | 3.84% | 8.86% | -12.97% | -2.27% | 4.56% | 7.76% | 3.00% | 2.31% |
Returns By Period
In the year-to-date period, GOBSX achieves a -2.02% return, which is significantly lower than VTIBX's -0.82% return. Over the past 10 years, GOBSX has underperformed VTIBX with an annualized return of 0.82%, while VTIBX has yielded a comparatively higher 1.64% annualized return.
GOBSX
- 1D
- -0.23%
- 1M
- -5.00%
- YTD
- -2.02%
- 6M
- -1.82%
- 1Y
- 6.24%
- 3Y*
- 1.45%
- 5Y*
- -2.06%
- 10Y*
- 0.82%
VTIBX
- 1D
- 0.31%
- 1M
- -2.65%
- YTD
- -0.82%
- 6M
- -0.26%
- 1Y
- 2.36%
- 3Y*
- 3.66%
- 5Y*
- 0.11%
- 10Y*
- 1.64%
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GOBSX vs. VTIBX - Expense Ratio Comparison
GOBSX has a 0.56% expense ratio, which is higher than VTIBX's 0.13% expense ratio.
Return for Risk
GOBSX vs. VTIBX — Risk / Return Rank
GOBSX
VTIBX
GOBSX vs. VTIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Global Opportunities Bond Fund (GOBSX) and Vanguard Total International Bond Index Fund (VTIBX). 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 | VTIBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 0.77 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.06 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.14 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 0.87 | +0.45 |
Martin ratioReturn relative to average drawdown | 4.06 | 3.71 | +0.34 |
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 | VTIBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.77 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.03 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.45 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.68 | -0.26 |
Correlation
The correlation between GOBSX and VTIBX is 0.39, 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. VTIBX - Dividend Comparison
GOBSX's dividend yield for the trailing twelve months is around 2.76%, less than VTIBX's 4.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOBSX BrandywineGLOBAL - Global Opportunities Bond Fund | 2.76% | 4.28% | 3.80% | 0.09% | 6.70% | 2.30% | 0.31% | 1.56% | 3.15% | 3.68% | 1.87% | 2.61% |
VTIBX Vanguard Total International Bond Index Fund | 4.20% | 4.33% | 4.31% | 4.37% | 1.41% | 3.68% | 1.06% | 3.36% | 2.98% | 2.21% | 1.76% | 1.61% |
Drawdowns
GOBSX vs. VTIBX - Drawdown Comparison
The maximum GOBSX drawdown since its inception was -29.04%, which is greater than VTIBX's maximum drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for GOBSX and VTIBX.
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Drawdown Indicators
| GOBSX | VTIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.04% | -16.15% | -12.89% |
Max Drawdown (1Y)Largest decline over 1 year | -5.10% | -2.95% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -29.04% | -15.81% | -13.23% |
Max Drawdown (10Y)Largest decline over 10 years | -29.04% | -16.15% | -12.89% |
Current DrawdownCurrent decline from peak | -13.78% | -2.65% | -11.13% |
Average DrawdownAverage peak-to-trough decline | -6.67% | -3.09% | -3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 0.70% | +0.96% |
Volatility
GOBSX vs. VTIBX - Volatility Comparison
BrandywineGLOBAL - Global Opportunities Bond Fund (GOBSX) has a higher volatility of 2.97% compared to Vanguard Total International Bond Index Fund (VTIBX) at 1.40%. This indicates that GOBSX's price experiences larger fluctuations and is considered to be riskier than VTIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOBSX | VTIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 1.40% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 4.42% | 2.08% | +2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.23% | 3.11% | +4.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.20% | 4.42% | +4.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.49% | 3.62% | +4.87% |