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EHI vs. XILSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EHI vs. XILSX - Performance Comparison

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

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EHI vs. XILSX - 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%9.60%
XILSX
Pioneer ILS Interval Fund
6.00%18.70%18.93%18.65%1.23%-1.10%7.37%2.60%-2.11%-8.83%

Returns By Period

In the year-to-date period, EHI achieves a -3.56% return, which is significantly lower than XILSX's 6.00% 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%

XILSX

1D
0.79%
1M
2.20%
YTD
6.00%
6M
12.03%
1Y
26.11%
3Y*
19.87%
5Y*
12.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EHI vs. XILSX - Expense Ratio Comparison

EHI has a 0.02% expense ratio, which is lower than XILSX's 1.88% expense ratio.


Return for Risk

EHI vs. XILSX — 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

XILSX
XILSX Risk / Return Rank: 100100
Overall Rank
XILSX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
XILSX Sortino Ratio Rank: 100100
Sortino Ratio Rank
XILSX Omega Ratio Rank: 100100
Omega Ratio Rank
XILSX Calmar Ratio Rank: 100100
Calmar Ratio Rank
XILSX Martin Ratio Rank: 100100
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. XILSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Global High Income Fund Inc (EHI) and Pioneer ILS Interval Fund (XILSX). 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.


EHIXILSXDifference

Sharpe ratio

Return per unit of total volatility

0.25

8.44

-8.19

Sortino ratio

Return per unit of downside risk

0.39

73.85

-73.46

Omega ratio

Gain probability vs. loss probability

1.06

32.11

-31.05

Calmar ratio

Return relative to maximum drawdown

0.34

124.30

-123.96

Martin ratio

Return relative to average drawdown

1.21

774.78

-773.57

EHI vs. XILSX - Sharpe Ratio Comparison

The current EHI Sharpe Ratio is 0.25, which is lower than the XILSX Sharpe Ratio of 8.44. The chart below compares the historical Sharpe Ratios of EHI and XILSX, 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


EHIXILSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

8.44

-8.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

3.23

-3.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.60

-1.25

Correlation

The correlation between EHI and XILSX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

EHI vs. XILSX - Dividend Comparison

EHI's dividend yield for the trailing twelve months is around 14.05%, more than XILSX's 8.97% 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%
XILSX
Pioneer ILS Interval Fund
8.97%9.51%13.06%12.82%2.68%2.04%5.20%6.63%6.40%0.00%0.00%0.00%

Drawdowns

EHI vs. XILSX - Drawdown Comparison

The maximum EHI drawdown since its inception was -58.50%, which is greater than XILSX's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for EHI and XILSX.


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Drawdown Indicators


EHIXILSXDifference

Max Drawdown

Largest peak-to-trough decline

-58.50%

-14.53%

-43.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-0.21%

-8.93%

Max Drawdown (5Y)

Largest decline over 5 years

-33.81%

-6.27%

-27.54%

Max Drawdown (10Y)

Largest decline over 10 years

-36.30%

Current Drawdown

Current decline from peak

-6.64%

0.00%

-6.64%

Average Drawdown

Average peak-to-trough decline

-8.09%

-5.00%

-3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

0.03%

+2.57%

Volatility

EHI vs. XILSX - Volatility Comparison

Western Asset Global High Income Fund Inc (EHI) has a higher volatility of 4.58% compared to Pioneer ILS Interval Fund (XILSX) at 1.02%. This indicates that EHI's price experiences larger fluctuations and is considered to be riskier than XILSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EHIXILSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

1.02%

+3.56%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

2.28%

+4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

3.11%

+7.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

3.77%

+10.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.42%

3.96%

+10.46%