Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BWG (Brandywineglobal Global Income Opportunities Fund Inc) | 20.69% | 22.05% | 23.56% | 12.19% | 9.68% | NA | NA | NA |
Data as of 08/01/2025, AR inception is 03/28/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BWG (Brandywineglobal Global Income Opportunities Fund Inc) | 03/28/2012 | 08/01/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.45 | 22.05 | 23.56 | 12.19 | 9.68 | NA | NA | NA | 20.69 | 16.93 | 30.03 | -11.42 | 4.14 | 6.32 | 22.16 | -18.72 | 10.31 | 12.99 | -20.76 | 7.92 | -8.36 | 6.98 |
| Sharpe Ratio | NA | 1.39 | 1.33 | 0.70 | 0.52 | NA | NA | 0.36 | 2.44 | 0.88 | 1.79 | -0.65 | 0.38 | 0.20 | 2.99 | -1.99 | 0.94 | 0.83 | -1.26 | 0.67 | -0.57 | 0.66 |
| Standard Deviation(%) | NA | 13.56 | 15.22 | 14.48 | 15.95 | NA | NA | 15.42 | 14.46 | 11.85 | 14.52 | 19.91 | 10.92 | 30.19 | 7.00 | 10.05 | 10.31 | 15.25 | 16.46 | 11.86 | 14.84 | 14.20 |
| Draw Down(%) | NA | 10.78 | 15.97 | 26.12 | 34.27 | NA | NA | 35.45 | 10.78 | 7.33 | 11.72 | 23.24 | 6.49 | 34.27 | 3.09 | 24.27 | 8.60 | 17.12 | 28.71 | 12.52 | 24.50 | 13.69 |
| Yield(%) | 0.00 | 11.15 | 10.91 | 7.91 | 7.45 | NA | NA | NA | 6.96 | 11.58 | 12.00 | 9.18 | 7.74 | 6.61 | 7.95 | 7.08 | 8.94 | 10.53 | 11.35 | 8.84 | 8.44 | NA |
Data as of 08/01/2025, AR inception is 03/28/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BWG (Brandywineglobal Global Income Opportunities Fund Inc) |
-9.77%
Jan 2013 - Jan 2016 |
-0.95%
Sep 2017 - Sep 2022 |
0.58%
Sep 2012 - Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BWG (Brandywineglobal Global Income Opportunities Fund Inc) |
25.90%
Jun 2022 - Jun 2025 |
14.72%
Mar 2020 - Mar 2025 |
9.64%
Jul 2015 - Jul 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart