LBWIX vs. DVY
LBWIX (BrandywineGLOBAL - Diversified US Large Cap Value Fund) and DVY (iShares Select Dividend ETF) are both Large Cap Value Equities funds. Over the past 10 years, LBWIX returned 12.41%/yr vs 10.33%/yr for DVY. Their correlation of 0.89 means they have usually moved in the same direction. LBWIX charges 0.84%/yr vs 0.39%/yr for DVY.
Performance
LBWIX vs. DVY - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with LBWIX having a 16.46% return and DVY slightly lower at 16.01%. Over the past 10 years, LBWIX has outperformed DVY with an annualized return of 12.41%, while DVY has yielded a comparatively lower 10.33% annualized return.
LBWIX
- 1D
- 0.00%
- 1M
- 2.18%
- 6M
- 12.32%
- YTD
- 16.46%
- 1Y
- 29.46%
- 3Y*
- 18.49%
- 5Y*
- 12.72%
- 10Y*
- 12.41%
- ALL TIME*
- 11.98%
DVY
- 1D
- -0.44%
- 1M
- 1.34%
- 6M
- 8.82%
- YTD
- 16.01%
- 1Y
- 24.73%
- 3Y*
- 15.50%
- 5Y*
- 10.78%
- 10Y*
- 10.33%
- ALL TIME*
- 9.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $92.12M | $74.14M | $70.08M | |
| $0.00 | $0.00 | $0.00 |
LBWIX vs. DVY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund | 16.46% | 17.38% | 18.59% | 7.42% | -1.56% | 29.74% | -1.41% | 25.66% | -9.05% | 17.79% |
DVY iShares Select Dividend ETF | 16.01% | 11.60% | 16.24% | 1.12% | 1.80% | 31.70% | -4.91% | 22.62% | -6.36% | 14.82% |
Correlation
The correlation between LBWIX and DVY is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011 | 0.89 |
The correlation between LBWIX and DVY has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.
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Return for Risk
LBWIX vs. DVY — Risk / Return Rank
LBWIX
DVY
LBWIX vs. DVY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) and iShares Select Dividend ETF (DVY). 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.
| LBWIX | DVY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.36 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.03 | 3.45 | +0.58 |
| Martin ratioReturn relative to average drawdown | 14.63 | 12.38 | +2.25 |
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Drawdowns
LBWIX vs. DVY - Drawdown Comparison
The maximum LBWIX drawdown since its inception was -38.22%, smaller than the maximum DVY drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for LBWIX and DVY.
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Drawdown Indicators
| LBWIX | DVY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.22% | -62.59% | +24.37% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -6.89% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -14.05% | -16.00% | +1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -17.87% | -17.54% | -0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | -41.59% | +3.37% |
Current DrawdownCurrent decline from peak | -1.18% | -2.55% | +1.37% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -8.74% | +4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.92% | -0.05% |
Volatility
LBWIX vs. DVY - Volatility Comparison
The current volatility for BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) is 3.07%, while iShares Select Dividend ETF (DVY) has a volatility of 4.03%. This indicates that LBWIX experiences smaller price fluctuations and is considered to be less risky than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LBWIX | DVY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 4.03% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 7.94% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.87% | 11.27% | -0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.68% | 15.12% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.78% | 18.02% | -0.24% |
LBWIX vs. DVY - Expense Ratio Comparison
LBWIX has a 0.84% expense ratio, which is higher than DVY's 0.39% expense ratio.
Dividends
LBWIX vs. DVY - Dividend Comparison
LBWIX's dividend yield for the trailing twelve months is around 10.69%, more than DVY's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVY iShares Select Dividend ETF | 3.26% | 3.65% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% |
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund | 10.69% | 12.45% | 11.18% | 1.90% | 13.87% | 16.48% | 2.89% | 11.13% | 11.30% | 6.47% | 6.95% | 6.82% |
Frequently Asked Questions
LBWIX and DVY have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DVY has higher volatility (4.03%) compared to LBWIX (3.07%). In terms of maximum drawdown, LBWIX dropped -38.22% vs DVY's -62.59%.
LBWIX currently has the higher Sharpe Ratio (2.53 vs 2.11), 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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