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ARMGX vs. STAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARMGX and STAG is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

ARMGX vs. STAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Ultra-Short Income Fund (ARMGX) and STAG Industrial, Inc. (STAG). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
2.13%
-9.62%
ARMGX
STAG

Key characteristics

Sharpe Ratio

ARMGX:

4.29

STAG:

-0.32

Sortino Ratio

ARMGX:

11.14

STAG:

-0.32

Omega Ratio

ARMGX:

3.98

STAG:

0.96

Calmar Ratio

ARMGX:

21.28

STAG:

-0.27

Martin Ratio

ARMGX:

90.35

STAG:

-0.71

Ulcer Index

ARMGX:

0.05%

STAG:

8.86%

Daily Std Dev

ARMGX:

1.10%

STAG:

19.89%

Max Drawdown

ARMGX:

-19.79%

STAG:

-45.08%

Current Drawdown

ARMGX:

0.00%

STAG:

-16.49%

Returns By Period

In the year-to-date period, ARMGX achieves a 0.22% return, which is significantly lower than STAG's 4.49% return. Over the past 10 years, ARMGX has underperformed STAG with an annualized return of 1.89%, while STAG has yielded a comparatively higher 8.59% annualized return.


ARMGX

YTD

0.22%

1M

0.11%

6M

2.14%

1Y

4.69%

5Y*

2.01%

10Y*

1.89%

STAG

YTD

4.49%

1M

4.09%

6M

-9.63%

1Y

-5.27%

5Y*

5.99%

10Y*

8.59%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ARMGX vs. STAG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARMGX
The Risk-Adjusted Performance Rank of ARMGX is 9999
Overall Rank
The Sharpe Ratio Rank of ARMGX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of ARMGX is 9999
Sortino Ratio Rank
The Omega Ratio Rank of ARMGX is 9999
Omega Ratio Rank
The Calmar Ratio Rank of ARMGX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ARMGX is 9999
Martin Ratio Rank

STAG
The Risk-Adjusted Performance Rank of STAG is 2828
Overall Rank
The Sharpe Ratio Rank of STAG is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of STAG is 2424
Sortino Ratio Rank
The Omega Ratio Rank of STAG is 2626
Omega Ratio Rank
The Calmar Ratio Rank of STAG is 3030
Calmar Ratio Rank
The Martin Ratio Rank of STAG is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ARMGX vs. STAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Ultra-Short Income Fund (ARMGX) and STAG Industrial, Inc. (STAG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for ARMGX, currently valued at 4.29, compared to the broader market-1.000.001.002.003.004.004.29-0.32
The chart of Sortino ratio for ARMGX, currently valued at 11.14, compared to the broader market0.002.004.006.008.0010.0012.0011.14-0.32
The chart of Omega ratio for ARMGX, currently valued at 3.98, compared to the broader market1.002.003.004.003.980.96
The chart of Calmar ratio for ARMGX, currently valued at 21.28, compared to the broader market0.005.0010.0015.0020.0021.28-0.27
The chart of Martin ratio for ARMGX, currently valued at 90.35, compared to the broader market0.0020.0040.0060.0080.0090.35-0.71
ARMGX
STAG

The current ARMGX Sharpe Ratio is 4.29, which is higher than the STAG Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of ARMGX and STAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.006.00SeptemberOctoberNovemberDecember2025February
4.29
-0.32
ARMGX
STAG

Dividends

ARMGX vs. STAG - Dividend Comparison

ARMGX's dividend yield for the trailing twelve months is around 2.68%, less than STAG's 4.21% yield.


TTM20242023202220212020201920182017201620152014
ARMGX
Western Asset Ultra-Short Income Fund
2.68%2.91%2.72%1.62%0.25%1.45%2.34%1.91%1.37%0.98%0.85%0.33%
STAG
STAG Industrial, Inc.
4.21%4.38%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%

Drawdowns

ARMGX vs. STAG - Drawdown Comparison

The maximum ARMGX drawdown since its inception was -19.79%, smaller than the maximum STAG drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for ARMGX and STAG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February0
-16.49%
ARMGX
STAG

Volatility

ARMGX vs. STAG - Volatility Comparison

The current volatility for Western Asset Ultra-Short Income Fund (ARMGX) is 0.11%, while STAG Industrial, Inc. (STAG) has a volatility of 5.66%. This indicates that ARMGX experiences smaller price fluctuations and is considered to be less risky than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
0.11%
5.66%
ARMGX
STAG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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