LBWIX vs. DVY
Compare and contrast key facts about BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) and iShares Select Dividend ETF (DVY).
LBWIX is managed by Franklin Templeton. It was launched on Sep 7, 2010. DVY is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Dividend Index. It was launched on Nov 3, 2003.
Performance
LBWIX vs. DVY - Performance Comparison
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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 | 3.06% | 17.38% | 18.59% | 7.42% | -1.56% | 29.74% | -1.41% | 25.66% | -9.05% | 17.79% |
DVY iShares Select Dividend ETF | 7.83% | 11.60% | 16.24% | 1.12% | 1.80% | 31.70% | -4.91% | 22.62% | -6.36% | 14.82% |
Returns By Period
In the year-to-date period, LBWIX achieves a 3.06% return, which is significantly lower than DVY's 7.83% return. Over the past 10 years, LBWIX has outperformed DVY with an annualized return of 11.48%, while DVY has yielded a comparatively lower 10.16% annualized return.
LBWIX
- 1D
- 1.56%
- 1M
- -3.67%
- YTD
- 3.06%
- 6M
- 7.45%
- 1Y
- 17.28%
- 3Y*
- 16.03%
- 5Y*
- 11.12%
- 10Y*
- 11.48%
DVY
- 1D
- -0.25%
- 1M
- -2.41%
- YTD
- 7.83%
- 6M
- 8.13%
- 1Y
- 16.82%
- 3Y*
- 13.00%
- 5Y*
- 9.51%
- 10Y*
- 10.16%
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LBWIX vs. DVY - Expense Ratio Comparison
LBWIX has a 0.84% expense ratio, which is higher than DVY's 0.39% expense ratio.
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.
| LBWIX | DVY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.07 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.55 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.37 | +0.29 |
Martin ratioReturn relative to average drawdown | 6.73 | 5.88 | +0.85 |
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
| LBWIX | DVY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.07 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.62 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.57 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.47 | +0.19 |
Correlation
The correlation between LBWIX and DVY is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LBWIX vs. DVY - Dividend Comparison
LBWIX's dividend yield for the trailing twelve months is around 12.08%, more than DVY's 3.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund | 12.08% | 12.45% | 11.18% | 1.90% | 13.87% | 16.48% | 2.89% | 11.13% | 11.30% | 6.47% | 6.95% | 6.82% |
DVY iShares Select Dividend ETF | 3.47% | 3.65% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% |
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 | -10.92% | -12.23% | +1.31% |
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 | -4.86% | -3.64% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -8.84% | +4.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.85% | -0.15% |
Volatility
LBWIX vs. DVY - Volatility Comparison
BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) has a higher volatility of 3.58% compared to iShares Select Dividend ETF (DVY) at 3.32%. This indicates that LBWIX's price experiences larger fluctuations and is considered to be riskier 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 | 3.58% | 3.32% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 8.21% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 15.72% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.86% | 15.28% | -0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 18.02% | -0.17% |