Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGSYX (WESTERN ASSET MORTGAGE BACKED SECURITIES FUND CLASS I) | 0.83% | 5.98% | 4.88% | 0.47% | 1.82% | 2.73% | 3.70% | … | … |
Data as of 06/04/2026, Common starting date is 02/15/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGSYX (WESTERN ASSET MORTGAGE BACKED SECURITIES FUND CLASS I) | 02/15/1996 | 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 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.12 | 5.98 | 4.88 | 0.47 | 1.82 | 2.73 | 3.70 | … | … | 0.83 | 8.17 | 3.32 | 4.21 | -13.48 | 0.97 | 2.56 | 6.41 | 2.36 | 5.02 | 1.22 | 2.29 | 6.92 | 1.97 | 8.07 | 6.61 | 9.32 | 9.01 | 0.82 | 4.48 | 4.43 | 2.77 | 4.12 | 2.06 | 10.04 | 6.08 | 12.10 | -4.60 | 8.41 | 11.67 | 2.06 |
| Sharpe Ratio | NA | 1.02 | 0.32 | -0.30 | 0.05 | NA | NA | … | … | -0.10 | 1.03 | -0.05 | 0.06 | -1.89 | 0.43 | 0.60 | 1.86 | 0.33 | 1.42 | 0.42 | 0.72 | 2.56 | 0.66 | 2.05 | 2.59 | 3.02 | 2.50 | -0.02 | 0.36 | 0.31 | 0.18 | 0.88 | 0.33 | 2.26 | 0.78 | 1.82 | -1.53 | 0.91 | 1.26 | -0.17 |
| Standard Deviation(%) | NA | 4.35 | 6.24 | 6.63 | 5.15 | NA | NA | … | … | 4.64 | 5.13 | 6.07 | 9.04 | 7.92 | 2.23 | 3.84 | 2.65 | 3.00 | 3.08 | 2.42 | 3.16 | 2.70 | 2.95 | 3.95 | 2.54 | 3.05 | 3.57 | 6.38 | 3.71 | 3.32 | 2.81 | 3.55 | 4.02 | 3.94 | 4.76 | 4.33 | 5.19 | 5.45 | 6.32 | 7.69 |
| Draw Down(%) | NA | 2.93 | 8.37 | 19.36 | 19.36 | NA | NA | … | … | 2.93 | 3.20 | 4.00 | 10.22 | 17.20 | 1.47 | 7.45 | 1.16 | 1.83 | 1.40 | 3.08 | 1.75 | 1.21 | 2.76 | 1.82 | 1.60 | 1.96 | 1.81 | 3.73 | 2.88 | 2.47 | 2.28 | 3.85 | 4.99 | 2.14 | 4.30 | 3.51 | 6.98 | 3.82 | 3.48 | 5.55 |
| Yield(%) | 0.00 | 4.92 | 4.89 | 3.76 | 3.86 | 4.05 | 4.46 | … | … | 1.77 | 5.29 | 4.93 | 4.60 | 3.54 | 2.90 | 3.64 | 4.75 | 5.54 | 4.12 | 3.74 | 3.84 | 4.48 | 4.07 | 4.62 | 4.31 | 3.62 | 3.50 | 3.93 | 5.16 | 4.99 | 4.04 | 4.14 | 3.94 | 4.09 | 5.04 | 6.57 | 5.33 | 5.99 | 6.81 | 5.88 |
Data as of 06/04/2026, Common starting date is 02/15/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGSYX (WESTERN ASSET MORTGAGE BACKED SECURITIES FUND CLASS I) |
-5.58%
Oct 2020 – Oct 2023 |
-1.44%
Oct 2018 – Oct 2023 |
0.67%
Oct 2013 – Oct 2023 |
2.76%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGSYX (WESTERN ASSET MORTGAGE BACKED SECURITIES FUND CLASS I) |
9.62%
May 2000 – May 2003 |
7.68%
Aug 1996 – Aug 2001 |
5.99%
Aug 1996 – Aug 2006 |
6.13%
Aug 1996 – Aug 2011 |
Annualized Rolling Returns Comparison Chart