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ISIN
US95790A1016
CUSIP
95790A101
IPO Date
Jun 26, 2009

Highlights

Market Cap
$96.20M
Enterprise Value
$96.19M
EPS (TTM)
$3.79
PE Ratio
4.24
PEG Ratio
0.04
Total Revenue (TTM)
$10.78M
Gross Profit (TTM)
$5.45M
EBITDA (TTM)
$22.73M
Year Range
$15.78 - $17.09
ROA (TTM)
21.20%
ROE (TTM)
21.38%

Share Price Chart


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Performance

IGI Performance Chart

Western Asset Investment Grade Defined Opportunity Trust Inc. (IGI) is down 0.6% since the beginning of the year. At $16 per share, IGI is trading 6.1% below its 52-week high of $17. Investors who bought $1,000 worth of IGI shares 5 years ago would now be looking at an investment worth $953.


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S&P 500 Index

Returns By Period

Western Asset Investment Grade Defined Opportunity Trust Inc. (IGI) has returned -0.58% so far this year and 3.59% over the past 12 months. Over the last ten years, IGI has returned 1.70% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Western Asset Investment Grade Defined Opportunity Trust Inc.

1D
-0.80%
1M
0.25%
YTD
-0.58%
6M
0.34%
1Y
3.59%
3Y*
4.46%
5Y*
-0.95%
10Y*
1.70%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGI Monthly Returns History

Based on dividend-adjusted daily data since Jul 1, 2009, IGI's average daily return is +0.02%, while the average monthly return is +0.39%. At this rate, an investment would double in approximately 14.8 years.

Historically, 61% of months were positive and 39% were negative. The best month was May 2020 with a return of +11.6%, while the worst month was Oct 2018 at -12.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IGI closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +9.1%, while the worst single day was Mar 12, 2020 at -8.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.31%0.31%-1.82%0.31%1.01%-0.68%-0.58%
20251.60%1.58%-0.23%-1.19%0.38%2.16%0.07%0.92%0.97%0.06%-0.35%0.43%6.55%
2024-1.09%-1.10%1.76%-3.35%1.68%1.79%2.24%2.82%1.47%-5.94%-0.23%-2.21%-2.52%
20236.31%-3.62%2.70%-0.85%-1.93%0.35%1.57%-1.59%-1.74%-2.91%7.31%7.96%13.42%
2022-7.47%-4.49%-2.10%-6.12%1.02%-3.87%4.88%-2.37%-10.38%2.73%5.67%-0.75%-22.01%
2021-3.73%-0.49%0.88%4.39%-3.74%3.27%0.76%-1.65%2.18%-1.28%1.64%-0.48%1.41%

Benchmark Metrics

Western Asset Investment Grade Defined Opportunity Trust Inc. has an annualized alpha of 2.40%, beta of 0.20, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since July 01, 2009.

  • This stock participated in 41.20% of S&P 500 Index downside but only 30.25% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.20 may look defensive, but with R2 of 0.05 this stock is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R2 of 0.05 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.40%
Beta
0.20
0.05
Upside Capture
30.25%
Downside Capture
41.20%

Return for Risk

Risk / Return Rank

IGI ranks 58 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


IGI Risk / Return Rank: 5858
Overall Rank
IGI Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IGI Sortino Ratio Rank: 5555
Sortino Ratio Rank
IGI Omega Ratio Rank: 5252
Omega Ratio Rank
IGI Calmar Ratio Rank: 6060
Calmar Ratio Rank
IGI Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Western Asset Investment Grade Defined Opportunity Trust Inc. (IGI) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IGIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.43

Sortino ratioReturn per unit of downside risk

-1.78

Omega ratioGain probability vs. loss probability

1.11

1.37

-0.26

Calmar ratioReturn relative to maximum drawdown

0.83

2.78

-1.95

Martin ratioReturn relative to average drawdown

2.08

12.44

-10.35

Dividends

Dividend History

Western Asset Investment Grade Defined Opportunity Trust Inc. provided a 5.31% dividend yield over the last twelve months, with an annual payout of $0.85 per share. The company has been increasing its dividends for 4 consecutive years.


4.00%4.50%5.00%5.50%6.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.85$0.85$0.85$0.81$0.80$0.80$0.85$1.01$1.02$1.06$1.19$1.20

Dividend yield

5.31%5.16%5.19%4.59%4.90%3.65%3.78%4.42%5.50%4.64%5.83%5.95%

Monthly Dividends

The table displays the monthly dividend distributions for Western Asset Investment Grade Defined Opportunity Trust Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.07$0.07$0.07$0.07$0.07$0.00$0.36
2025$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.85
2024$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.85
2023$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.81
2022$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.80
2021$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.80

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Western Asset Investment Grade Defined Opportunity Trust Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Western Asset Investment Grade Defined Opportunity Trust Inc. was 31.83%, occurring on Sep 30, 2022. The portfolio has not yet recovered.

The current Western Asset Investment Grade Defined Opportunity Trust Inc. drawdown is 13.98%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-31.83%Sep 2022
1y 8d
4y 9moSep 2021 - now
COVID crash2020
-29.55%Mar 2020
2mo 10d2mo 25d
5mo 5dJan 2020 - Jun 2020
Rate-hike selloffLate 2018
-20.23%Dec 2018
11mo 22d5mo 19d
1y 5moJan 2018 - Jun 2019
2013 correction2013
-18.02%Sep 2013
8mo 5d1y 3mo
1y 11moJan 2013 - Dec 2014
2016 correction2016
-13.14%Nov 2016
2mo 1d8mo 6d
10mo 7dSep 2016 - Aug 2017

Drawdown Indicators


IGIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-56.78%

+24.95%

Max Drawdown (1Y)

Largest decline over 1 year

-4.33%

-9.10%

+4.77%

Max Drawdown (3Y)

Largest decline over 3 years

-10.37%

-18.90%

+8.53%

Max Drawdown (5Y)

Largest decline over 5 years

-31.83%

-25.43%

-6.40%

Max Drawdown (10Y)

Largest decline over 10 years

-31.83%

-33.92%

+2.09%

Current Drawdown

Current decline from peak

-13.98%

-1.80%

-12.18%

Average Drawdown

Average peak-to-trough decline

-8.86%

-10.71%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

2.03%

-0.30%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Western Asset Investment Grade Defined Opportunity Trust Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Western Asset Investment Grade Defined Opportunity Trust Inc. is priced in the market compared to other companies in the Asset Management industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for IGI, comparing it with other companies in the Asset Management industry. Currently, IGI has a P/E ratio of 4.2. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for IGI compared to other companies in the Asset Management industry. IGI currently has a PEG ratio of 0.0. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for IGI relative to other companies in the Asset Management industry. Currently, IGI has a P/S ratio of 8.9. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for IGI in comparison with other companies in the Asset Management industry. Currently, IGI has a P/B value of 0.9. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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