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HYI vs. FQTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYI vs. FQTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset High Yield Opportunity Fund Inc (HYI) and Franklin Templeton SMACS: Series I (FQTIX). The values are adjusted to include any dividend payments, if applicable.

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HYI vs. FQTIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HYI
Western Asset High Yield Opportunity Fund Inc
-1.52%4.09%7.58%6.72%-13.48%10.04%6.78%13.67%
FQTIX
Franklin Templeton SMACS: Series I
1.02%7.51%8.03%13.44%-14.39%8.51%3.68%4.11%

Returns By Period

In the year-to-date period, HYI achieves a -1.52% return, which is significantly lower than FQTIX's 1.02% return.


HYI

1D
0.28%
1M
-2.66%
YTD
-1.52%
6M
-3.55%
1Y
0.11%
3Y*
6.21%
5Y*
1.99%
10Y*
6.01%

FQTIX

1D
0.50%
1M
-1.34%
YTD
1.02%
6M
3.05%
1Y
9.98%
3Y*
8.04%
5Y*
3.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYI vs. FQTIX - Expense Ratio Comparison

HYI has a 0.02% expense ratio, which is higher than FQTIX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

HYI vs. FQTIX — Risk / Return Rank

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

HYI
HYI Risk / Return Rank: 44
Overall Rank
HYI Sharpe Ratio Rank: 44
Sharpe Ratio Rank
HYI Sortino Ratio Rank: 33
Sortino Ratio Rank
HYI Omega Ratio Rank: 33
Omega Ratio Rank
HYI Calmar Ratio Rank: 44
Calmar Ratio Rank
HYI Martin Ratio Rank: 44
Martin Ratio Rank

FQTIX
FQTIX Risk / Return Rank: 9797
Overall Rank
FQTIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FQTIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FQTIX Omega Ratio Rank: 9797
Omega Ratio Rank
FQTIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FQTIX Martin Ratio Rank: 9797
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.

HYI vs. FQTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset High Yield Opportunity Fund Inc (HYI) and Franklin Templeton SMACS: Series I (FQTIX). 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.


HYIFQTIXDifference

Sharpe ratio

Return per unit of total volatility

0.01

2.68

-2.66

Sortino ratio

Return per unit of downside risk

0.07

3.64

-3.57

Omega ratio

Gain probability vs. loss probability

1.01

1.64

-0.63

Calmar ratio

Return relative to maximum drawdown

-0.01

4.19

-4.20

Martin ratio

Return relative to average drawdown

-0.02

18.41

-18.42

HYI vs. FQTIX - Sharpe Ratio Comparison

The current HYI Sharpe Ratio is 0.01, which is lower than the FQTIX Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of HYI and FQTIX, 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


HYIFQTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

2.68

-2.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.63

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.56

-0.20

Correlation

The correlation between HYI and FQTIX is 0.33, 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

HYI vs. FQTIX - Dividend Comparison

HYI's dividend yield for the trailing twelve months is around 10.64%, more than FQTIX's 7.00% yield.


TTM20252024202320222021202020192018201720162015
HYI
Western Asset High Yield Opportunity Fund Inc
10.64%10.22%9.64%9.40%9.09%7.19%7.35%6.87%8.10%7.81%8.73%9.36%
FQTIX
Franklin Templeton SMACS: Series I
7.00%5.70%7.86%7.64%8.10%7.15%6.89%5.63%0.00%0.00%0.00%0.00%

Drawdowns

HYI vs. FQTIX - Drawdown Comparison

The maximum HYI drawdown since its inception was -36.06%, which is greater than FQTIX's maximum drawdown of -24.62%. Use the drawdown chart below to compare losses from any high point for HYI and FQTIX.


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Drawdown Indicators


HYIFQTIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.06%

-24.62%

-11.44%

Max Drawdown (1Y)

Largest decline over 1 year

-8.19%

-2.41%

-5.78%

Max Drawdown (5Y)

Largest decline over 5 years

-26.35%

-18.81%

-7.54%

Max Drawdown (10Y)

Largest decline over 10 years

-36.06%

Current Drawdown

Current decline from peak

-6.00%

-1.47%

-4.53%

Average Drawdown

Average peak-to-trough decline

-5.81%

-4.42%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

0.55%

+3.05%

Volatility

HYI vs. FQTIX - Volatility Comparison

Western Asset High Yield Opportunity Fund Inc (HYI) has a higher volatility of 3.77% compared to Franklin Templeton SMACS: Series I (FQTIX) at 1.68%. This indicates that HYI's price experiences larger fluctuations and is considered to be riskier than FQTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYIFQTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

1.68%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

5.25%

2.43%

+2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

8.37%

3.87%

+4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.26%

5.93%

+5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.96%

7.80%

+5.16%