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Performance analysis of BWG (BrandywineGLOBAL - Global Income Opportunities Fund)

Annual Return

Over the past 3 years, BWG has had an average annual return of +13.65%, underperforming the benchmark SPY, which returned +22.77% annual.

Over the past 5 years, BWG has had an average annual return of +2.15%, underperforming the benchmark SPY, which returned +14% annual.

Over the past 10 years, BWG has had an average annual return of +5.16%, underperforming the benchmark SPY, which returned +15.53% annual.

Since Mar 28, 2012, BWG has had an average annual return of +3.18%, underperforming the benchmark SPY, which returned +14.60% annual.

202620252024202320222021202020192018201720162015
+0.05%+17.36%+7.27%+15.96%-21.53%+1.35%+6.32%+30.59%-12.15%+17.15%+12.98%-20.76%
201420132012
+7.92%-8.36%+6.06%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+2.99%-1.65%-6.84%+5.34%+1.03%-0.37%+0.05%
2025+4.25%+3.76%-0.71%-1.76%+0.75%+3.60%+2.06%+3.59%+1.61%-1.40%-0.81%+1.43%+17.36%
2024+1.50%+0.84%+2.02%-5.66%+4.38%+1.82%+4.98%+2.21%+2.53%-3.86%+1.20%-4.28%+7.27%
2023+5.54%-3.20%-1.33%-0.63%-1.91%+6.85%+4.48%-1.91%-6.10%-5.32%+13.17%+7.12%+15.96%
2022-2.90%-6.76%-2.10%-7.25%-1.90%-5.78%+6.19%-1.29%-10.94%+3.97%+6.01%+0.37%-21.53%
2021-0.28%-0.22%-1.14%+2.08%+2.38%+2.01%-0.08%+2.08%-0.78%-1.68%-3.38%+0.52%+1.35%
2020+2.30%-0.42%-17.03%+6.65%+6.66%-1.95%+9.20%-0.72%-6.42%-3.75%+8.82%+6.15%+6.32%
2019+9.39%-1.04%+0.82%-0.52%+1.19%+6.42%+2.40%+0.10%+2.15%+2.61%-0.21%+4.18%+30.59%
2018+3.81%-1.93%+0.91%-1.35%-6.20%-2.50%+1.29%-0.73%-2.87%-4.99%+0.16%+1.96%-12.15%
2017+4.82%+3.02%+2.23%+2.59%+1.77%+1.21%+3.55%+0.38%-0.30%-2.62%-1.08%+0.59%+17.15%

Drawdown analysis of BWG (BrandywineGLOBAL - Global Income Opportunities Fund)

The maximum drawdown for the BWG was -35.46%, occurring on Jan 20, 2016. Recovery took 503 trading sessions.

The current BWG drawdown is -4.09%.

Since Mar 28, 2012 BWG has experienced the following drawdowns:

  • 30% or more: 3 times
  • 20% or more: 3 times
  • 10% or more: 6 times
DepthStartTo BottomBottomTo RecoverEndTotal
-35.46%May 9, 2013679Jan 20, 2016503Jan 18, 20181182
-34.27%Feb 20, 202019Mar 18, 2020218Jan 28, 2021237
-34.11%Sep 3, 2021282Oct 18, 2022675Jun 30, 2025957
-18.97%Jan 25, 2018193Oct 30, 2018188Aug 1, 2019381
-13.69%May 7, 201219Jun 4, 201244Aug 6, 201263
-12.02%Feb 11, 202632Mar 30, 2026OngoingOngoingOngoing
-5.70%Sep 17, 202546Nov 20, 202545Jan 28, 202691
-4.94%Feb 17, 202113Mar 8, 202157May 27, 202170
-4.71%Feb 11, 201329Mar 25, 201310Apr 9, 201339
-4.44%Aug 7, 201212Aug 23, 20129Sep 6, 201221
-4.37%Nov 12, 20122Nov 14, 201218Dec 11, 201220
-3.10%Jun 9, 20217Jun 18, 202150Aug 30, 202157
-3.09%Oct 23, 20124Oct 31, 20127Nov 9, 201211
-2.00%Jul 9, 202511Jul 24, 20257Aug 4, 202518
-1.80%Aug 16, 201911Sep 3, 201915Sep 24, 201926
-1.75%Jan 28, 20211Jan 29, 20217Feb 9, 20218
-1.57%Sep 7, 201212Sep 25, 20123Sep 28, 201215
-1.48%Jan 2, 20203Jan 7, 20206Jan 15, 20209
-1.32%Nov 8, 20199Nov 21, 201911Dec 9, 201920
-1.31%Jan 14, 201311Jan 30, 20132Feb 1, 201313
-1.26%Apr 17, 20132Apr 19, 20134Apr 25, 20136
-1.16%Aug 1, 20193Aug 6, 20196Aug 14, 20199
-1.05%Dec 12, 20123Dec 17, 20126Dec 26, 20129
-0.97%Oct 25, 20192Oct 29, 20193Nov 1, 20195
-0.97%Jan 18, 20183Jan 23, 20182Jan 25, 20185