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LROIX vs. RPIEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LROIX vs. RPIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrandywineGLOBAL - Global Unconstrained Bond Fund (LROIX) and T. Rowe Price Dynamic Global Bond Fund (RPIEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LROIX achieves a 0.74% return, which is significantly lower than RPIEX's 3.29% return. Over the past 10 years, LROIX has outperformed RPIEX with an annualized return of 2.58%, while RPIEX has yielded a comparatively lower 2.36% annualized return.


LROIX

1D
0.00%
1M
0.41%
YTD
0.74%
6M
1.18%
1Y
3.27%
3Y*
3.29%
5Y*
1.21%
10Y*
2.58%

RPIEX

1D
0.00%
1M
0.86%
YTD
3.29%
6M
4.80%
1Y
5.90%
3Y*
4.50%
5Y*
2.31%
10Y*
2.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LROIX vs. RPIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LROIX
BrandywineGLOBAL - Global Unconstrained Bond Fund
0.74%10.95%-1.85%3.64%-4.69%-0.88%6.89%5.47%-3.09%7.11%
RPIEX
T. Rowe Price Dynamic Global Bond Fund
3.29%4.82%6.83%-4.51%3.08%0.08%9.42%-0.39%0.89%-1.89%

Correlation

The correlation between LROIX and RPIEX is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

-0.13

Correlation (5Y)
Calculated over the trailing 5-year period

-0.16

Correlation (10Y)
Calculated over the trailing 10-year period

-0.10

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

-0.10

The correlation between LROIX and RPIEX shifts across timeframes, from -0.16 (5 years) to 0.05 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LROIX vs. RPIEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LROIX
LROIX Risk / Return Rank: 5656
Overall Rank
LROIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
LROIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
LROIX Omega Ratio Rank: 7676
Omega Ratio Rank
LROIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
LROIX Martin Ratio Rank: 4747
Martin Ratio Rank

RPIEX
RPIEX Risk / Return Rank: 3131
Overall Rank
RPIEX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
RPIEX Sortino Ratio Rank: 3737
Sortino Ratio Rank
RPIEX Omega Ratio Rank: 4040
Omega Ratio Rank
RPIEX Calmar Ratio Rank: 2424
Calmar Ratio Rank
RPIEX Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LROIX vs. RPIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Global Unconstrained Bond Fund (LROIX) and T. Rowe Price Dynamic Global Bond Fund (RPIEX). 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.


LROIXRPIEXDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.44

1.31

+0.14

Calmar ratioReturn relative to maximum drawdown

2.63

1.67

+0.96

Martin ratioReturn relative to average drawdown

9.15

5.62

+3.53

LROIX vs. RPIEX - Sharpe Ratio Comparison

The current LROIX Sharpe Ratio is 1.62, which is comparable to the RPIEX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of LROIX and RPIEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LROIX vs. RPIEX - Drawdown Comparison

The maximum LROIX drawdown since its inception was -14.54%, which is greater than RPIEX's maximum drawdown of -9.59%. Use the drawdown chart below to compare losses from any high point for LROIX and RPIEX.


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Drawdown Indicators


LROIXRPIEXDifference

Max Drawdown

Largest peak-to-trough decline

-14.54%

-9.59%

-4.95%

Max Drawdown (1Y)

Largest decline over 1 year

-1.25%

-3.64%

+2.39%

Max Drawdown (3Y)

Largest decline over 3 years

-12.39%

-3.64%

-8.75%

Max Drawdown (5Y)

Largest decline over 5 years

-14.05%

-9.59%

-4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-14.54%

-9.59%

-4.95%

Current Drawdown

Current decline from peak

-0.27%

-0.13%

-0.14%

Average Drawdown

Average peak-to-trough decline

-3.89%

-2.47%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

1.08%

-0.72%

Volatility

LROIX vs. RPIEX - Volatility Comparison

The current volatility for BrandywineGLOBAL - Global Unconstrained Bond Fund (LROIX) is 0.69%, while T. Rowe Price Dynamic Global Bond Fund (RPIEX) has a volatility of 1.03%. This indicates that LROIX experiences smaller price fluctuations and is considered to be less risky than RPIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LROIXRPIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

1.03%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

1.46%

3.88%

-2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

2.04%

4.40%

-2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

4.91%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.80%

4.19%

+1.61%

LROIX vs. RPIEX - Expense Ratio Comparison

LROIX has a 0.85% expense ratio, which is higher than RPIEX's 0.71% expense ratio.


Dividends

LROIX vs. RPIEX - Dividend Comparison

LROIX's dividend yield for the trailing twelve months is around 5.05%, less than RPIEX's 7.51% yield.


PositionTTM20252024202320222021202020192018201720162015
LROIX
BrandywineGLOBAL - Global Unconstrained Bond Fund
5.05%5.49%6.60%3.21%1.34%2.20%0.97%0.00%3.57%3.65%0.00%3.22%
RPIEX
T. Rowe Price Dynamic Global Bond Fund
7.51%7.69%6.32%4.68%15.28%3.76%1.93%2.51%4.36%0.61%2.72%0.00%

Frequently Asked Questions


LROIX and RPIEX have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RPIEX has higher volatility (1.03%) compared to LROIX (0.69%). In terms of maximum drawdown, LROIX dropped -14.54% vs RPIEX's -9.59%.

LROIX currently has the higher Sharpe Ratio (1.62 vs 1.38), 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.

Portfolio Optimizer

Find the right allocation for LROIX and RPIEX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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