Fixed Income | Performance | Brandywine GLOBAL

Fixed Income All Data as of 3/31/2018

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Global Fixed Income

Preview Global Opportunistic Fixed Income
Global Opportunistic Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 4.05 4.05 12.02 4.77 3.47 5.35 6.16 8.01
Net 3.93 3.93 11.52 4.30 3.01 4.88 5.69 7.48
CWGBI 2.50 2.50 8.49 3.45 1.18 1.47 1.97 4.54
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 1/1/1998
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 4.05 13.28 5.73 - 8.04 6.84 - 3.23 14.34 8.64 13.77 21.10 - 8.30
Net 3.93 12.78 5.26 - 8.46 6.36 - 3.67 13.83 8.15 13.27 20.57 - 8.71
CWGBI 2.50 7.49 1.60 - 3.57 - 0.48 - 4.00 1.65 6.35 5.17 2.55 10.89
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 1/1/1998
Preview Global Fixed Income Investment-Grade
Global Fixed Income Investment-Grade
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 4.30 4.30 11.85 3.63 2.52 4.39 5.59 8.54
Net 4.16 4.16 11.24 3.07 1.96 3.82 5.02 7.95
CWGBI 2.50 2.50 8.49 3.45 1.18 1.47 1.97 5.10
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 7/1/1992
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 4.30 11.92 2.63 - 7.38 5.58 - 3.43 12.98 7.61 12.90 17.85 - 2.60
Net 4.16 11.31 2.07 - 7.89 5.00 - 3.96 12.37 7.02 12.29 17.22 - 3.13
CWGBI 2.50 7.49 1.60 - 3.57 - 0.48 - 4.00 1.65 6.35 5.17 2.55 10.89
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 7/1/1992
Preview Global Investment-Grade Sovereign Fixed Income
Global Investment-Grade Sovereign Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 4.15 4.15 10.83 3.93 2.66 4.21 - 4.77
Net 4.03 4.03 10.34 3.47 2.20 3.74 - 4.30
CWGBI 2.50 2.50 8.49 3.45 1.18 1.47 - 2.21
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 7/1/2010
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 4.15 11.78 4.17 - 8.10 4.63 - 2.77 9.36 9.32 5.87 - -
Net 4.03 11.29 3.70 - 8.52 4.16 - 3.21 8.88 8.84 5.64 - -
CWGBI 2.50 7.49 1.60 - 3.57 - 0.48 - 4.00 1.65 6.35 6.28 - -
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 7/1/2010
Preview Global Multi-Sector Income
Global Multi-Sector Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 0.06 0.06 3.84 4.78 5.02 - - 5.02
Net - 0.08 - 0.08 3.27 4.08 4.22 - - 4.22
USL3M 0.47 0.47 1.46 0.91 0.64 - - 0.64
USL3M = US 3M LIBOR; Inception Date: 4/1/2013
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 0.06 6.36 13.10 - 1.69 3.68 4.13 - - - - -
Net - 0.08 5.78 12.35 - 2.57 2.75 3.43 - - - - -
USL3M 0.47 1.26 0.74 0.31 0.23 0.20 - - - - -
USL3M = US 3M LIBOR; Inception Date: 4/1/2013

Alternative Fixed Income

Preview Global Unconstrained Fixed Income
Global Unconstrained Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 3.36 3.36 7.43 3.34 3.33 4.73 - 5.10
Net 3.18 3.18 6.69 2.59 2.57 3.85 - 4.10
C3MTB 0.35 0.35 1.07 0.49 0.31 0.24 - 0.29
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 6/1/2008
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 3.36 7.67 5.31 - 4.57 5.87 2.32 13.36 1.20 5.06 15.22 - 3.02
Net 3.18 6.92 4.53 - 5.29 5.08 1.56 12.11 - 0.05 3.77 13.82 - 3.73
C3MTB 0.35 0.84 0.27 0.03 0.03 0.05 0.07 0.08 0.13 0.16 0.81
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 6/1/2008
Preview Global Unconstrained Fixed Income - Enhanced
Global Unconstrained Fixed Income - Enhanced
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 5.80 5.80 11.38 6.98 8.12 - - 9.11
Net 5.47 5.47 10.08 5.85 7.01 - - 7.99
C3MTB 0.35 0.35 1.07 0.49 0.31 - - 0.29
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 10/1/2012
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 5.80 12.10 13.32 - 5.53 14.94 6.41 4.02 - - - -
Net 5.47 10.86 12.20 - 6.47 13.81 5.36 3.76 - - - -
C3MTB 0.35 0.84 0.27 0.03 0.03 0.05 0.02 - - - -
C3MTB = Citigroup 3 Month T-BILL Index; Inception Date: 10/1/2012
Preview Global Opportunistic Total Return
Global Opportunistic Total Return
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 3.48 3.48 9.55 4.41 4.55 - - 4.55
Net 3.30 3.30 8.79 3.65 3.78 - - 3.78
CWGBI 2.50 2.50 8.49 3.45 1.18 - - 1.18
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 4/1/2013
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 3.48 9.85 7.08 - 4.93 8.56 - 0.54 - - - - -
Net 3.30 9.08 6.29 - 5.65 7.75 - 1.10 - - - - -
CWGBI 2.50 7.49 1.60 - 3.57 - 0.48 - 1.26 - - - - -
CWGBI = Citigroup World Government Bond Index (Unhedged); Inception Date: 4/1/2013
Preview Global Alternative Credit
Global Alternative Credit
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 1.09 1.09 7.20 3.91 6.16 8.88 - 13.38
Net 0.78 0.78 5.88 2.62 4.72 7.29 - 11.71
USL600 1.91 1.91 7.46 6.90 6.64 6.56 - 6.55
USL600 = US 3M LIBOR + 600bps; Inception Date: 9/1/2010
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 1.09 10.22 6.94 - 4.01 11.35 9.00 20.23 19.91 29.56 - -
Net 0.78 8.86 5.62 - 5.21 9.71 7.12 18.17 17.86 28.85 - -
USL600 1.91 7.26 6.74 6.31 6.23 6.27 6.44 6.34 2.06 - -
USL600 = US 3M LIBOR + 600bps; Inception Date: 9/1/2010

Emerging Markets Debt

Preview Global Sovereign Credit
Global Sovereign Credit
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 4.15 4.15 12.45 4.21 3.05 - - 4.84
Net 3.97 3.97 11.67 3.49 2.34 - - 4.11
B6040 2.92 2.92 10.17 3.42 0.22 - - 0.79
B6040 = Bloomberg Barclays 60/40 Sovereign Credit Index; Inception Date: 5/1/2012
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 4.15 15.15 4.49 - 11.98 10.93 - 4.30 12.96 - - - -
Net 3.97 14.36 3.77 - 12.61 10.17 - 4.97 12.44 - - - -
B6040 2.92 11.89 2.28 - 9.07 - 1.64 - 5.03 4.69 - - - -
B6040 = Bloomberg Barclays 60/40 Sovereign Credit Index; Inception Date: 5/1/2012
Preview Emerging Markets Debt
Emerging Markets Debt
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 5.94 5.94 12.08 6.14 2.23 - - 4.86
Net 5.76 5.76 11.31 5.41 1.52 - - 4.13
JPGEMG 4.44 4.44 12.99 5.43 - 0.66 - - 1.94
JPGEMG = J.P. Morgan GBI Emerging Market Global Diversified Index; Inception Date: 1/1/2012
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 5.94 15.33 9.96 - 14.06 4.64 - 7.41 20.28 - - - -
Net 5.76 14.54 9.20 - 14.66 3.91 - 8.06 19.45 - - - -
JPGEMG 4.44 15.21 9.94 - 14.92 - 5.72 - 8.98 16.76 - - - -
JPGEMG = J.P. Morgan GBI Emerging Market Global Diversified Index; Inception Date: 1/1/2012

Global Credit

Preview Global High Yield
Global High Yield
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross - 0.91 - 0.91 5.62 5.42 5.16 6.74 - 8.52
Net - 1.07 - 1.07 4.94 4.74 4.48 6.05 - 7.82
BGHY - 0.36 - 0.36 6.65 6.71 5.30 6.47 - 7.81
BGHY = Bloomberg Barclays Global High Yield Index; Inception Date: 1/1/2010
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross - 0.91 10.19 14.42 - 3.63 1.02 7.48 18.02 7.20 18.73 - -
Net - 1.07 9.48 13.69 - 4.25 0.37 6.79 17.26 6.51 17.98 - -
BGHY - 0.36 10.43 14.27 - 2.72 0.01 7.33 19.60 3.12 14.83 - -
BGHY = Bloomberg Barclays Global High Yield Index; Inception Date: 1/1/2010
Preview U.S. High Yield
U.S. High Yield
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross - 1.46 - 1.46 4.26 4.97 5.05 6.80 - 8.58
Net - 1.62 - 1.62 3.59 4.30 4.38 6.11 - 7.88
BUSHY - 0.86 - 0.86 3.78 5.17 4.99 6.32 - 7.65
BUSHY = Bloomberg Barclays U.S. Corporate High Yield Index; Inception Date: 1/1/2010
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross - 1.46 8.94 16.05 - 4.11 1.39 8.94 14.74 9.63 18.79 - -
Net - 1.62 8.24 15.31 - 4.73 0.74 8.24 14.01 8.93 18.03 - -
BUSHY - 0.86 7.50 17.13 - 4.47 2.45 7.44 15.81 4.98 15.12 - -
BUSHY = Bloomberg Barclays U.S. Corporate High Yield Index; Inception Date: 1/1/2010
Preview Global Defensive High Yield
Global Defensive High Yield
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross - 1.09 - 1.09 5.25 5.86 - - - 5.07
Net - 1.25 - 1.25 4.57 5.18 - - - 4.39
BGHYB - 0.55 - 0.55 6.99 6.15 - - - 4.79
BGHYB = Bloomberg Barclays Global High Yield Ba/B Index; Inception Date: 1/1/2014
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross - 1.09 9.30 13.30 - 0.31 1.04 - - - - - -
Net - 1.25 8.60 12.57 - 0.96 0.38 - - - - - -
BGHYB - 0.55 10.85 12.03 - 2.40 1.23 - - - - - -
BGHYB = Bloomberg Barclays Global High Yield Ba/B Index; Inception Date: 1/1/2014

International

Preview International Opportunistic Fixed Income
International Opportunistic Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 4.48 4.48 12.35 4.39 3.12 4.67 5.37 8.17
Net 4.36 4.36 11.85 3.92 2.66 4.20 4.89 7.63
CWGBIX 4.42 4.42 12.93 5.02 1.36 1.21 1.82 4.97
CWGBIX = Citigroup World Government Bond Index (Ex-U.S.); Inception Date: 10/1/2000
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 4.48 13.60 4.60 - 9.33 5.06 - 1.89 16.47 4.02 9.24 13.47 0.22
Net 4.36 13.10 4.13 - 9.74 4.59 - 2.33 15.95 3.55 8.76 12.95 - 0.33
CWGBIX 4.42 10.33 1.81 - 5.54 - 2.68 - 4.56 1.51 5.17 5.21 4.39 10.11
CWGBIX = Citigroup World Government Bond Index (Ex-U.S.); Inception Date: 10/1/2000
Preview International Fixed Income Investment-Grade
International Fixed Income Investment-Grade
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 4.88 4.88 12.52 3.71 2.25 3.88 4.48 6.75
Net 4.77 4.77 12.02 3.25 1.79 3.41 4.02 6.23
CWGBIX 4.42 4.42 12.93 5.02 1.36 1.21 1.82 4.39
CWGBIX = Citigroup World Government Bond Index (Ex-U.S.); Inception Date: 10/1/1997
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 4.88 12.62 2.24 - 9.17 2.98 - 1.57 13.85 5.42 7.04 9.69 3.37
Net 4.77 12.12 1.78 - 9.58 2.52 - 2.01 13.35 4.95 6.57 9.21 2.91
CWGBIX 4.42 10.33 1.81 - 5.54 - 2.68 - 4.56 1.51 5.17 5.21 4.39 10.11
CWGBIX = Citigroup World Government Bond Index (Ex-U.S.); Inception Date: 10/1/1997

U.S. Fixed Income

Preview U.S. Fixed Income
U.S. Fixed Income
QTD YTD 1 Year 3 Year 5 Year 7 Year 10 Year Since Inception
Gross 0.55 0.55 3.20 3.38 5.04 6.28 6.79 6.99
Net 0.47 0.47 2.89 3.08 4.73 5.96 6.47 6.67
BUSA - 1.46 - 1.46 1.20 1.20 1.82 2.92 3.63 5.14
BUSA = Bloomberg Barclays U.S. Aggregate Index; Inception Date: 10/1/1995
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008
Gross 0.55 3.34 11.61 - 0.93 14.51 - 2.34 7.04 11.18 9.42 7.08 9.44
Net 0.47 3.04 11.27 - 1.23 14.17 - 2.63 6.72 10.85 9.10 6.76 9.12
BUSA - 1.46 3.54 2.65 0.55 5.95 - 2.02 4.22 7.85 6.56 5.93 5.24
BUSA = Bloomberg Barclays U.S. Aggregate Index; Inception Date: 10/1/1995