VGSBX vs. GUGAX
Compare and contrast key facts about VY BrandywineGLOBAL - Bond Portfolio (VGSBX) and GMO Multi-Sector Fixed Income Fund (GUGAX).
VGSBX is managed by Voya. It was launched on Feb 20, 2015. GUGAX is managed by GMO. It was launched on Apr 30, 1997.
Performance
VGSBX vs. GUGAX - Performance Comparison
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VGSBX vs. GUGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGSBX VY BrandywineGLOBAL - Bond Portfolio | 0.21% | 6.12% | 0.68% | 5.65% | -11.86% | 1.15% | 17.48% | 10.01% | -1.55% | 2.93% |
GUGAX GMO Multi-Sector Fixed Income Fund | 0.96% | 7.29% | 0.96% | 6.02% | -14.52% | -3.17% | 4.91% | 9.66% | 2.13% | 4.44% |
Returns By Period
In the year-to-date period, VGSBX achieves a 0.21% return, which is significantly lower than GUGAX's 0.96% return. Over the past 10 years, VGSBX has outperformed GUGAX with an annualized return of 2.87%, while GUGAX has yielded a comparatively lower 1.60% annualized return.
VGSBX
- 1D
- 0.21%
- 1M
- -0.53%
- YTD
- 0.21%
- 6M
- 1.07%
- 1Y
- 4.09%
- 3Y*
- 2.46%
- 5Y*
- 0.14%
- 10Y*
- 2.87%
GUGAX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.96%
- 6M
- 1.90%
- 1Y
- 5.20%
- 3Y*
- 4.05%
- 5Y*
- 0.13%
- 10Y*
- 1.60%
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VGSBX vs. GUGAX - Expense Ratio Comparison
VGSBX has a 0.55% expense ratio, which is higher than GUGAX's 0.45% expense ratio.
Return for Risk
VGSBX vs. GUGAX — Risk / Return Rank
VGSBX
GUGAX
VGSBX vs. GUGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY BrandywineGLOBAL - Bond Portfolio (VGSBX) and GMO Multi-Sector Fixed Income Fund (GUGAX). 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.
| VGSBX | GUGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.36 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.98 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 1.80 | +0.31 |
Martin ratioReturn relative to average drawdown | 6.58 | 6.66 | -0.08 |
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
| VGSBX | GUGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.36 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.02 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.30 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.08 | +0.41 |
Correlation
The correlation between VGSBX and GUGAX is 0.80, 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
VGSBX vs. GUGAX - Dividend Comparison
VGSBX's dividend yield for the trailing twelve months is around 3.92%, less than GUGAX's 4.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGSBX VY BrandywineGLOBAL - Bond Portfolio | 3.92% | 3.93% | 4.56% | 2.18% | 6.85% | 8.48% | 2.48% | 1.89% | 2.29% | 2.31% | 2.34% | 0.00% |
GUGAX GMO Multi-Sector Fixed Income Fund | 4.52% | 3.69% | 4.34% | 0.00% | 1.94% | 2.90% | 7.96% | 5.74% | 5.08% | 2.43% | 3.29% | 1.76% |
Drawdowns
VGSBX vs. GUGAX - Drawdown Comparison
The maximum VGSBX drawdown since its inception was -18.20%, smaller than the maximum GUGAX drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for VGSBX and GUGAX.
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Drawdown Indicators
| VGSBX | GUGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.20% | -38.57% | +20.37% |
Max Drawdown (1Y)Largest decline over 1 year | -2.73% | -3.08% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -18.20% | -20.53% | +2.33% |
Max Drawdown (10Y)Largest decline over 10 years | -18.20% | -23.06% | +4.86% |
Current DrawdownCurrent decline from peak | -0.74% | -6.72% | +5.98% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -11.29% | +7.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 0.84% | +0.04% |
Volatility
VGSBX vs. GUGAX - Volatility Comparison
VY BrandywineGLOBAL - Bond Portfolio (VGSBX) has a higher volatility of 0.72% compared to GMO Multi-Sector Fixed Income Fund (GUGAX) at 0.00%. This indicates that VGSBX's price experiences larger fluctuations and is considered to be riskier than GUGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGSBX | GUGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.72% | 0.00% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 2.02% | 1.84% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.91% | 4.03% | +0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.86% | 6.57% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.20% | 5.44% | +0.76% |