Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGSLX (WESTERN ASSET MORTGAGE BACKED SECURITIES FUND CLASS C1) | 0.35% | 5.34% | 3.72% | -0.66% | 0.84% | 1.78% | 2.79% | … | … |
Data as of 06/03/2026, Common starting date is 02/25/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGSLX (WESTERN ASSET MORTGAGE BACKED SECURITIES FUND CLASS C1) | 02/25/1993 | 06/03/2026 |
| 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 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.12 | 5.34 | 3.72 | -0.66 | 0.84 | 1.78 | 2.79 | … | … | 0.35 | 6.88 | 2.18 | 3.05 | -14.79 | 0.12 | 1.71 | 5.65 | 1.63 | 4.10 | 0.58 | 1.55 | 5.91 | 1.26 | 7.10 | 5.66 | 9.10 | 7.99 | -0.12 | 3.54 | 3.68 | 1.87 | 3.24 | 1.24 | 9.34 | 5.22 | 11.08 | -5.43 | 7.56 | 10.73 | 1.23 | 13.33 | -3.15 | 5.98 |
| Sharpe Ratio | NA | 0.84 | 0.15 | -0.48 | -0.14 | NA | NA | … | … | -0.24 | 0.78 | -0.24 | -0.07 | -2.08 | 0.04 | 0.38 | 1.58 | 0.08 | 1.14 | 0.16 | 0.51 | 2.23 | 0.41 | 1.81 | 2.30 | 2.96 | 2.31 | -0.17 | 0.11 | 0.08 | -0.14 | 0.64 | 0.13 | 2.09 | 0.58 | 1.61 | -1.69 | 0.83 | 1.22 | -0.35 | 1.85 | -1.05 | 1.08 |
| Standard Deviation(%) | NA | 4.38 | 6.17 | 6.56 | 5.09 | NA | NA | … | … | 4.45 | 5.17 | 5.92 | 8.97 | 7.82 | 2.20 | 3.79 | 2.65 | 2.91 | 3.03 | 2.35 | 2.99 | 2.64 | 3.01 | 3.93 | 2.44 | 3.04 | 3.42 | 6.29 | 3.59 | 3.29 | 2.81 | 3.51 | 4.01 | 3.92 | 4.84 | 4.26 | 5.21 | 4.95 | 5.73 | 6.87 | 5.05 | 5.91 | 4.53 |
| Draw Down(%) | NA | 2.93 | 8.75 | 21.52 | 21.52 | NA | NA | … | … | 2.93 | 3.23 | 4.12 | 10.94 | 18.23 | 1.65 | 7.47 | 1.17 | 1.98 | 1.50 | 3.28 | 1.82 | 1.22 | 3.31 | 1.74 | 1.66 | 2.03 | 1.88 | 4.17 | 2.96 | 2.78 | 2.35 | 3.95 | 5.03 | 2.11 | 4.37 | 3.59 | 7.39 | 3.96 | 3.47 | 6.06 | 2.44 | 6.85 | 2.90 |
| Yield(%) | 0.00 | 3.94 | 3.90 | 2.85 | 3.06 | 3.23 | 3.58 | … | … | 1.43 | 4.18 | 3.83 | 3.74 | 2.30 | 1.97 | 2.83 | 4.11 | 4.84 | 3.22 | 3.02 | 3.12 | 3.60 | 3.28 | 3.68 | 3.38 | 3.49 | 2.63 | 3.12 | 4.27 | 4.28 | 3.16 | 3.29 | 3.24 | 3.42 | 4.23 | 5.63 | 4.51 | 5.37 | 6.12 | 5.62 | 5.82 | 5.29 | 6.07 |
Data as of 06/03/2026, Common starting date is 02/25/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGSLX (WESTERN ASSET MORTGAGE BACKED SECURITIES FUND CLASS C1) |
-6.70%
Oct 2020 – Oct 2023 |
-2.40%
Oct 2018 – Oct 2023 |
-0.21%
Oct 2013 – Oct 2023 |
1.83%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGSLX (WESTERN ASSET MORTGAGE BACKED SECURITIES FUND CLASS C1) |
8.81%
May 2000 – May 2003 |
6.79%
Aug 1996 – Aug 2001 |
5.71%
Oct 1994 – Oct 2004 |
5.29%
Aug 1996 – Aug 2011 |
Annualized Rolling Returns Comparison Chart