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EHI vs. FRIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EHI vs. FRIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Global High Income Fund Inc (EHI) and Franklin Income Fund Advisor Class (FRIAX). The values are adjusted to include any dividend payments, if applicable.

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EHI vs. FRIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EHI
Western Asset Global High Income Fund Inc
-3.56%9.15%5.63%20.37%-25.22%9.37%8.81%30.98%-12.35%13.07%
FRIAX
Franklin Income Fund Advisor Class
3.03%12.02%7.29%8.84%-5.36%17.51%3.72%16.02%-5.23%8.63%

Returns By Period

In the year-to-date period, EHI achieves a -3.56% return, which is significantly lower than FRIAX's 3.03% return. Over the past 10 years, EHI has underperformed FRIAX with an annualized return of 6.30%, while FRIAX has yielded a comparatively higher 7.81% annualized return.


EHI

1D
1.36%
1M
-5.19%
YTD
-3.56%
6M
-2.75%
1Y
2.67%
3Y*
8.02%
5Y*
0.67%
10Y*
6.30%

FRIAX

1D
0.80%
1M
-1.57%
YTD
3.03%
6M
5.15%
1Y
12.76%
3Y*
9.45%
5Y*
6.79%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EHI vs. FRIAX - Expense Ratio Comparison

EHI has a 0.02% expense ratio, which is lower than FRIAX's 0.46% expense ratio.


Return for Risk

EHI vs. FRIAX — Risk / Return Rank

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

EHI
EHI Risk / Return Rank: 77
Overall Rank
EHI Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EHI Sortino Ratio Rank: 66
Sortino Ratio Rank
EHI Omega Ratio Rank: 77
Omega Ratio Rank
EHI Calmar Ratio Rank: 88
Calmar Ratio Rank
EHI Martin Ratio Rank: 99
Martin Ratio Rank

FRIAX
FRIAX Risk / Return Rank: 8787
Overall Rank
FRIAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FRIAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FRIAX Omega Ratio Rank: 9090
Omega Ratio Rank
FRIAX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FRIAX Martin Ratio Rank: 9090
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.

EHI vs. FRIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Global High Income Fund Inc (EHI) and Franklin Income Fund Advisor Class (FRIAX). 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.


EHIFRIAXDifference

Sharpe ratio

Return per unit of total volatility

0.25

1.70

-1.45

Sortino ratio

Return per unit of downside risk

0.39

2.46

-2.07

Omega ratio

Gain probability vs. loss probability

1.06

1.41

-0.35

Calmar ratio

Return relative to maximum drawdown

0.34

2.08

-1.74

Martin ratio

Return relative to average drawdown

1.21

10.22

-9.01

EHI vs. FRIAX - Sharpe Ratio Comparison

The current EHI Sharpe Ratio is 0.25, which is lower than the FRIAX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of EHI and FRIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EHIFRIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

1.70

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.85

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.84

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.80

-0.45

Correlation

The correlation between EHI and FRIAX is 0.39, 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.


Dividends

EHI vs. FRIAX - Dividend Comparison

EHI's dividend yield for the trailing twelve months is around 14.05%, more than FRIAX's 5.26% yield.


TTM20252024202320222021202020192018201720162015
EHI
Western Asset Global High Income Fund Inc
14.05%13.10%12.37%12.09%11.82%7.95%8.02%7.52%8.91%8.32%11.58%13.25%
FRIAX
Franklin Income Fund Advisor Class
5.26%5.75%5.74%5.67%5.24%6.70%5.37%5.25%5.80%5.20%4.92%5.93%

Drawdowns

EHI vs. FRIAX - Drawdown Comparison

The maximum EHI drawdown since its inception was -58.50%, which is greater than FRIAX's maximum drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for EHI and FRIAX.


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Drawdown Indicators


EHIFRIAXDifference

Max Drawdown

Largest peak-to-trough decline

-58.50%

-43.23%

-15.27%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-6.38%

-2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-33.81%

-13.63%

-20.18%

Max Drawdown (10Y)

Largest decline over 10 years

-36.30%

-24.10%

-12.20%

Current Drawdown

Current decline from peak

-6.64%

-1.89%

-4.75%

Average Drawdown

Average peak-to-trough decline

-8.09%

-3.94%

-4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

1.30%

+1.30%

Volatility

EHI vs. FRIAX - Volatility Comparison

Western Asset Global High Income Fund Inc (EHI) has a higher volatility of 4.58% compared to Franklin Income Fund Advisor Class (FRIAX) at 2.29%. This indicates that EHI's price experiences larger fluctuations and is considered to be riskier than FRIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EHIFRIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

2.29%

+2.29%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

3.90%

+3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

7.57%

+3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

8.04%

+5.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.42%

9.34%

+5.08%