LROIX vs. FRIAX
Compare and contrast key facts about BrandywineGLOBAL - Global Unconstrained Bond Fund (LROIX) and Franklin Income Fund Advisor Class (FRIAX).
LROIX is managed by Franklin Templeton. It was launched on Feb 27, 2011. FRIAX is managed by Franklin Templeton. It was launched on Aug 28, 1997.
Performance
LROIX vs. FRIAX - Performance Comparison
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LROIX vs. FRIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LROIX BrandywineGLOBAL - Global Unconstrained Bond Fund | -0.31% | 10.95% | -1.85% | 3.64% | -4.69% | -0.88% | 6.89% | 5.47% | -3.09% | 7.11% |
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, LROIX achieves a -0.31% return, which is significantly lower than FRIAX's 2.21% return. Over the past 10 years, LROIX has underperformed FRIAX with an annualized return of 2.34%, while FRIAX has yielded a comparatively higher 7.73% annualized return.
LROIX
- 1D
- 0.09%
- 1M
- -1.07%
- YTD
- -0.31%
- 6M
- 0.86%
- 1Y
- 6.93%
- 3Y*
- 3.49%
- 5Y*
- 1.59%
- 10Y*
- 2.34%
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%
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LROIX vs. FRIAX - Expense Ratio Comparison
LROIX has a 0.85% expense ratio, which is higher than FRIAX's 0.46% expense ratio.
Return for Risk
LROIX vs. FRIAX — Risk / Return Rank
LROIX
FRIAX
LROIX vs. FRIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Global Unconstrained Bond Fund (LROIX) 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.
| LROIX | FRIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.14 | 1.65 | +0.48 |
Sortino ratioReturn per unit of downside risk | 3.53 | 2.39 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.67 | 1.40 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 2.78 | 1.87 | +0.92 |
Martin ratioReturn relative to average drawdown | 16.09 | 9.19 | +6.90 |
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
| LROIX | FRIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.65 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.84 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.83 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.79 | -0.36 |
Correlation
The correlation between LROIX and FRIAX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
LROIX vs. FRIAX - Dividend Comparison
LROIX's dividend yield for the trailing twelve months is around 4.19%, less than FRIAX's 5.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LROIX BrandywineGLOBAL - Global Unconstrained Bond Fund | 4.19% | 5.49% | 6.60% | 3.21% | 1.34% | 2.20% | 0.97% | 0.00% | 3.57% | 3.65% | 0.00% | 3.22% |
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
LROIX vs. FRIAX - Drawdown Comparison
The maximum LROIX drawdown since its inception was -14.54%, smaller than the maximum FRIAX drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for LROIX and FRIAX.
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Drawdown Indicators
| LROIX | FRIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.54% | -43.23% | +28.69% |
Max Drawdown (1Y)Largest decline over 1 year | -2.55% | -6.38% | +3.83% |
Max Drawdown (5Y)Largest decline over 5 years | -14.39% | -13.63% | -0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -14.54% | -24.10% | +9.56% |
Current DrawdownCurrent decline from peak | -1.07% | -2.67% | +1.60% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -3.94% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.44% | 1.30% | -0.86% |
Volatility
LROIX vs. FRIAX - Volatility Comparison
The current volatility for BrandywineGLOBAL - Global Unconstrained Bond Fund (LROIX) is 0.50%, while Franklin Income Fund Advisor Class (FRIAX) has a volatility of 2.10%. This indicates that LROIX experiences smaller price fluctuations and is considered to be less risky than FRIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LROIX | FRIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 2.10% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 1.23% | 3.83% | -2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.25% | 7.55% | -4.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.06% | 8.03% | -1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.86% | 9.34% | -3.48% |