Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | -1.15% | -7.15% | -12.80% | -16.00% | -17.80% | -20.74% | -2.35% | -11.16% | -6.30% | -7.09% |
| Market-price total return | -1.15% | -6.11% | -9.97% | -10.61% | -9.93% | -10.64% | +9.76% | -0.15% | +3.38% | +2.48% |
| NAV return | +0.12% | -1.68% | -5.98% | -9.72% | -9.82% | -11.77% | -1.88% | -9.37% | -6.10% | -5.66% |
| NAV total return | +0.12% | -0.73% | -3.27% | -4.55% | -2.08% | -1.63% | +9.08% | +0.63% | +2.43% | +2.85% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.11% | 0.08% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.12% | 0.08% | as above |
| Volatility, 5 years | 0.14% | 0.09% | as above |
| Maximum drawdown, 3 years | -13.91% | -7.47% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.49 | 0.55 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.68 | 0.81 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.72 | — | AOR (60/40 allocation ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.56 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for BrandywineGLOBAL-Global Income Opportunities Fund Inc. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.