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HIO vs. WIW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIO vs. WIW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset High Income Opportunity Fund Inc (HIO) and Western Asset Inflation-Linked Opportunities & Income Fund (WIW). The values are adjusted to include any dividend payments, if applicable.

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HIO vs. WIW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HIO
Western Asset High Income Opportunity Fund Inc
0.68%5.33%13.58%8.07%-17.09%12.80%6.07%24.23%-7.60%8.97%
WIW
Western Asset Inflation-Linked Opportunities & Income Fund
0.67%13.17%3.83%5.10%-25.30%17.66%11.46%18.27%-7.57%6.46%

Returns By Period

The year-to-date returns for both stocks are quite close, with HIO having a 0.68% return and WIW slightly lower at 0.67%. Over the past 10 years, HIO has outperformed WIW with an annualized return of 6.25%, while WIW has yielded a comparatively lower 3.93% annualized return.


HIO

1D
2.83%
1M
-2.24%
YTD
0.68%
6M
0.05%
1Y
1.96%
3Y*
9.66%
5Y*
3.20%
10Y*
6.25%

WIW

1D
1.20%
1M
-2.15%
YTD
0.67%
6M
-0.63%
1Y
4.94%
3Y*
6.53%
5Y*
1.95%
10Y*
3.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HIO vs. WIW - Expense Ratio Comparison


Return for Risk

HIO vs. WIW — Risk / Return Rank

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

HIO
HIO Risk / Return Rank: 77
Overall Rank
HIO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
HIO Sortino Ratio Rank: 77
Sortino Ratio Rank
HIO Omega Ratio Rank: 77
Omega Ratio Rank
HIO Calmar Ratio Rank: 88
Calmar Ratio Rank
HIO Martin Ratio Rank: 88
Martin Ratio Rank

WIW
WIW Risk / Return Rank: 2929
Overall Rank
WIW Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
WIW Sortino Ratio Rank: 2020
Sortino Ratio Rank
WIW Omega Ratio Rank: 1919
Omega Ratio Rank
WIW Calmar Ratio Rank: 5050
Calmar Ratio Rank
WIW Martin Ratio Rank: 3232
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.

HIO vs. WIW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset High Income Opportunity Fund Inc (HIO) and Western Asset Inflation-Linked Opportunities & Income Fund (WIW). 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.


HIOWIWDifference

Sharpe ratio

Return per unit of total volatility

0.14

0.61

-0.47

Sortino ratio

Return per unit of downside risk

0.28

0.87

-0.60

Omega ratio

Gain probability vs. loss probability

1.04

1.12

-0.08

Calmar ratio

Return relative to maximum drawdown

0.11

1.25

-1.14

Martin ratio

Return relative to average drawdown

0.35

3.49

-3.14

HIO vs. WIW - Sharpe Ratio Comparison

The current HIO Sharpe Ratio is 0.14, which is lower than the WIW Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of HIO and WIW, 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


HIOWIWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.61

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.19

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.39

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.32

+0.03

Correlation

The correlation between HIO and WIW is 0.22, 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

HIO vs. WIW - Dividend Comparison

HIO's dividend yield for the trailing twelve months is around 11.74%, more than WIW's 8.87% yield.


TTM20252024202320222021202020192018201720162015
HIO
Western Asset High Income Opportunity Fund Inc
11.74%11.48%10.84%9.90%9.11%7.02%7.86%6.91%7.31%7.04%8.44%9.08%
WIW
Western Asset Inflation-Linked Opportunities & Income Fund
8.87%8.68%8.78%10.38%11.81%6.93%3.20%3.74%4.26%3.70%3.61%3.91%

Drawdowns

HIO vs. WIW - Drawdown Comparison

The maximum HIO drawdown since its inception was -49.69%, which is greater than WIW's maximum drawdown of -29.49%. Use the drawdown chart below to compare losses from any high point for HIO and WIW.


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Drawdown Indicators


HIOWIWDifference

Max Drawdown

Largest peak-to-trough decline

-49.69%

-29.49%

-20.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

-4.55%

-6.70%

Max Drawdown (5Y)

Largest decline over 5 years

-26.18%

-29.49%

+3.31%

Max Drawdown (10Y)

Largest decline over 10 years

-40.57%

-29.49%

-11.08%

Current Drawdown

Current decline from peak

-4.05%

-7.13%

+3.08%

Average Drawdown

Average peak-to-trough decline

-6.48%

-7.99%

+1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

1.62%

+1.82%

Volatility

HIO vs. WIW - Volatility Comparison

Western Asset High Income Opportunity Fund Inc (HIO) has a higher volatility of 4.99% compared to Western Asset Inflation-Linked Opportunities & Income Fund (WIW) at 2.37%. This indicates that HIO's price experiences larger fluctuations and is considered to be riskier than WIW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIOWIWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

2.37%

+2.62%

Volatility (6M)

Calculated over the trailing 6-month period

7.74%

4.91%

+2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

13.77%

8.12%

+5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.75%

10.27%

+2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.97%

10.01%

+5.96%