LBWIX vs. FRIAX
Compare and contrast key facts about BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) and Franklin Income Fund Advisor Class (FRIAX).
LBWIX is managed by Franklin Templeton. It was launched on Sep 7, 2010. FRIAX is managed by Franklin Templeton. It was launched on Aug 28, 1997.
Performance
LBWIX vs. FRIAX - Performance Comparison
Loading graphics...
LBWIX vs. FRIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund | 1.48% | 17.38% | 18.59% | 7.42% | -1.56% | 29.74% | -1.41% | 25.66% | -9.05% | 17.79% |
FRIAX Franklin Income Fund Advisor Class | 2.21% | 12.02% | 7.29% | 8.84% | -5.36% | 17.51% | 3.72% | 16.02% | -5.23% | 8.63% |
Returns By Period
In the year-to-date period, LBWIX achieves a 1.48% return, which is significantly lower than FRIAX's 2.21% return. Over the past 10 years, LBWIX has outperformed FRIAX with an annualized return of 11.30%, while FRIAX has yielded a comparatively lower 7.73% annualized return.
LBWIX
- 1D
- 0.05%
- 1M
- -5.06%
- YTD
- 1.48%
- 6M
- 5.48%
- 1Y
- 15.10%
- 3Y*
- 15.44%
- 5Y*
- 10.97%
- 10Y*
- 11.30%
FRIAX
- 1D
- 0.40%
- 1M
- -2.67%
- YTD
- 2.21%
- 6M
- 4.79%
- 1Y
- 11.92%
- 3Y*
- 9.16%
- 5Y*
- 6.70%
- 10Y*
- 7.73%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
LBWIX vs. FRIAX - Expense Ratio Comparison
LBWIX has a 0.84% expense ratio, which is higher than FRIAX's 0.46% expense ratio.
Return for Risk
LBWIX vs. FRIAX — Risk / Return Rank
LBWIX
FRIAX
LBWIX vs. FRIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) and Franklin Income Fund Advisor Class (FRIAX). 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 | FRIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.65 | -0.57 |
Sortino ratioReturn per unit of downside risk | 1.57 | 2.39 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.40 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.87 | -0.50 |
Martin ratioReturn relative to average drawdown | 5.57 | 9.19 | -3.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| LBWIX | FRIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.65 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.84 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.83 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.79 | -0.13 |
Correlation
The correlation between LBWIX and FRIAX is 0.78, 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. FRIAX - Dividend Comparison
LBWIX's dividend yield for the trailing twelve months is around 12.27%, more than FRIAX's 5.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund | 12.27% | 12.45% | 11.18% | 1.90% | 13.87% | 16.48% | 2.89% | 11.13% | 11.30% | 6.47% | 6.95% | 6.82% |
FRIAX Franklin Income Fund Advisor Class | 5.75% | 5.75% | 5.74% | 5.67% | 5.24% | 6.70% | 5.37% | 5.25% | 5.80% | 5.20% | 4.92% | 5.93% |
Drawdowns
LBWIX vs. FRIAX - Drawdown Comparison
The maximum LBWIX drawdown since its inception was -38.22%, smaller than the maximum FRIAX drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for LBWIX and FRIAX.
Loading graphics...
Drawdown Indicators
| LBWIX | FRIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.22% | -43.23% | +5.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -6.38% | -4.54% |
Max Drawdown (5Y)Largest decline over 5 years | -17.87% | -13.63% | -4.24% |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | -24.10% | -14.12% |
Current DrawdownCurrent decline from peak | -6.32% | -2.67% | -3.65% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -3.94% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 1.30% | +1.38% |
Volatility
LBWIX vs. FRIAX - Volatility Comparison
BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) has a higher volatility of 3.11% compared to Franklin Income Fund Advisor Class (FRIAX) at 2.10%. This indicates that LBWIX's price experiences larger fluctuations and is considered to be riskier than FRIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| LBWIX | FRIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 2.10% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.93% | 3.83% | +4.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 7.55% | +7.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 8.03% | +6.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 9.34% | +8.51% |