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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LBWIX or DVY.
Key characteristics
| LBWIX | DVY | |
|---|---|---|
| YTD Return | 24.32% | 21.13% |
| 1Y Return | 36.12% | 35.36% |
| 3Y Return (Ann) | 1.77% | 8.48% |
| 5Y Return (Ann) | 4.20% | 9.99% |
| 10Y Return (Ann) | 2.88% | 9.71% |
| Sharpe Ratio | 3.11 | 2.68 |
| Sortino Ratio | 4.48 | 3.75 |
| Omega Ratio | 1.57 | 1.48 |
| Calmar Ratio | 1.59 | 2.29 |
| Martin Ratio | 19.31 | 16.50 |
| Ulcer Index | 1.87% | 2.10% |
| Daily Std Dev | 11.59% | 12.91% |
| Max Drawdown | -43.19% | -62.59% |
| Current Drawdown | -0.73% | -0.68% |
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.
Performance
LBWIX vs. DVY - Performance Comparison
In the year-to-date period, LBWIX achieves a 24.32% return, which is significantly higher than DVY's 21.13% return. Over the past 10 years, LBWIX has underperformed DVY with an annualized return of 2.88%, while DVY has yielded a comparatively higher 9.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
LBWIX vs. DVY - Risk-Adjusted Performance 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.
Dividends
LBWIX vs. DVY - Dividend Comparison
LBWIX's dividend yield for the trailing twelve months is around 1.46%, less than DVY's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund | 1.46% | 1.82% | 2.01% | 1.99% | 1.41% | 3.58% | 2.03% | 1.81% | 1.72% | 1.74% | 1.28% | 1.25% |
DVY iShares Select Dividend ETF | 3.38% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% | 3.03% | 3.06% |
Drawdowns
LBWIX vs. DVY - Drawdown Comparison
The maximum LBWIX drawdown since its inception was -43.19%, 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. For additional features, visit the drawdowns tool.
Volatility
LBWIX vs. DVY - Volatility Comparison
BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) has a higher volatility of 4.86% compared to iShares Select Dividend ETF (DVY) at 4.26%. 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.