Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LMBSX (Western Asset Mortgage Backed Securities) | 0.86% | 5.94% | 4.97% | 0.54% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 07/07/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMBSX (Western Asset Mortgage Backed Securities) | 07/07/2016 | 06/04/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.94 | 4.97 | 0.54 | NA | NA | NA | … | … | 0.86 | 8.11 | 3.53 | 4.32 | -13.47 | 1.16 | 2.58 | 6.53 | 2.44 | 4.95 | -0.86 |
| Sharpe Ratio | NA | 1.00 | 0.33 | -0.29 | NA | NA | NA | … | … | -0.08 | 1.03 | -0.01 | 0.07 | -1.89 | 0.48 | 0.60 | 1.83 | 0.35 | 1.69 | -0.77 |
| Standard Deviation(%) | NA | 4.38 | 6.27 | 6.66 | NA | NA | NA | … | … | 4.61 | 5.10 | 6.10 | 9.14 | 7.90 | 2.37 | 3.87 | 2.75 | 3.04 | 2.55 | 2.59 |
| Draw Down(%) | NA | 2.93 | 8.34 | 19.20 | NA | NA | NA | … | … | 2.93 | 3.20 | 3.98 | 10.26 | 17.10 | 1.38 | 7.44 | 1.16 | 1.75 | 1.25 | 3.13 |
| Yield(%) | 0.00 | 4.99 | 4.97 | 3.83 | 3.90 | 2.60 | 1.95 | … | … | 1.81 | 5.36 | 5.01 | 4.71 | 3.61 | 2.98 | 3.74 | 4.86 | 5.61 | 4.22 | 2.10 |
Data as of 06/04/2026, Common starting date is 07/07/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMBSX (Western Asset Mortgage Backed Securities) |
-5.52%
Oct 2020 – Oct 2023 |
-1.34%
Oct 2018 – Oct 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMBSX (Western Asset Mortgage Backed Securities) |
6.02%
Oct 2022 – Oct 2025 |
3.51%
Nov 2016 – Nov 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart