Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DMO (Western Asset Mortgage Defined Opportunities Closed Fund) | 2.43% | 3.26% | 15.52% | 4.92% | 4.33% | 7.52% | NA | … | … |
Data as of 06/05/2026, Common starting date is 02/24/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DMO (Western Asset Mortgage Defined Opportunities Closed Fund) | 02/24/2010 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.63 | 3.26 | 15.52 | 4.92 | 4.33 | 7.52 | NA | … | … | 2.43 | 6.95 | 20.24 | 16.79 | -21.64 | 17.17 | -22.30 | 9.10 | -2.04 | 23.46 | 10.87 | 13.45 | 17.06 | 5.58 | 38.81 | -1.38 | 13.86 |
| Sharpe Ratio | NA | 0.51 | 1.15 | 0.25 | 0.15 | NA | NA | … | … | 0.87 | 0.38 | 1.89 | 0.92 | -1.37 | 1.30 | -0.46 | 0.62 | -0.20 | 1.46 | 0.63 | 1.23 | 2.09 | 0.39 | 3.24 | -0.09 | 1.55 |
| Standard Deviation(%) | NA | 9.96 | 11.23 | 12.80 | 20.48 | NA | NA | … | … | 12.25 | 10.83 | 8.79 | 14.34 | 16.92 | 13.24 | 49.00 | 12.34 | 16.79 | 15.65 | 16.94 | 10.95 | 8.15 | 14.12 | 12.06 | 15.36 | 10.50 |
| Draw Down(%) | NA | 8.37 | 9.04 | 29.03 | 49.16 | NA | NA | … | … | 6.91 | 9.04 | 5.56 | 9.75 | 27.38 | 4.99 | 48.35 | 8.64 | 14.53 | 11.64 | 12.43 | 7.95 | 3.12 | 19.02 | 6.12 | 13.01 | 5.47 |
| Yield(%) | 0.00 | 12.67 | 14.47 | 9.22 | 8.59 | 10.50 | 8.99 | … | … | 5.49 | 13.18 | 13.63 | 11.79 | 8.18 | 9.63 | 7.58 | 9.39 | 15.75 | 14.68 | 12.84 | 14.02 | 13.64 | 9.24 | 15.59 | 7.98 | 5.63 |
Data as of 06/05/2026, Common starting date is 02/24/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DMO (Western Asset Mortgage Defined Opportunities Closed Fund) |
-12.72%
Oct 2019 – Oct 2022 |
-5.76%
Apr 2018 – Apr 2023 |
2.75%
Mar 2013 – Mar 2023 |
7.23%
Mar 2011 – Mar 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DMO (Western Asset Mortgage Defined Opportunities Closed Fund) |
20.41%
May 2010 – May 2013 |
17.58%
Jun 2012 – Jun 2017 |
10.54%
Nov 2011 – Nov 2021 |
8.57%
Jun 2010 – Jun 2025 |
Annualized Rolling Returns Comparison Chart