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LMGEX vs. ARMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMGEX vs. ARMGX - Performance Comparison

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

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LMGEX vs. ARMGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMGEX
Franklin International Equity Fund
0.68%32.05%3.42%18.48%-13.55%12.87%2.74%17.61%-16.67%23.58%
ARMGX
Western Asset Ultra-Short Income Fund
0.39%4.20%4.67%5.25%-1.91%0.06%0.80%3.38%0.91%3.09%

Returns By Period

In the year-to-date period, LMGEX achieves a 0.68% return, which is significantly higher than ARMGX's 0.39% return. Over the past 10 years, LMGEX has outperformed ARMGX with an annualized return of 7.53%, while ARMGX has yielded a comparatively lower 2.25% annualized return.


LMGEX

1D
3.05%
1M
-6.57%
YTD
0.68%
6M
3.98%
1Y
21.32%
3Y*
14.87%
5Y*
8.25%
10Y*
7.53%

ARMGX

1D
0.11%
1M
-0.22%
YTD
0.39%
6M
1.41%
1Y
3.53%
3Y*
4.43%
5Y*
2.54%
10Y*
2.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LMGEX vs. ARMGX - Expense Ratio Comparison

LMGEX has a 2.05% expense ratio, which is higher than ARMGX's 1.32% expense ratio.


Return for Risk

LMGEX vs. ARMGX — Risk / Return Rank

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

LMGEX
LMGEX Risk / Return Rank: 6262
Overall Rank
LMGEX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
LMGEX Sortino Ratio Rank: 6262
Sortino Ratio Rank
LMGEX Omega Ratio Rank: 5757
Omega Ratio Rank
LMGEX Calmar Ratio Rank: 6565
Calmar Ratio Rank
LMGEX Martin Ratio Rank: 6262
Martin Ratio Rank

ARMGX
ARMGX Risk / Return Rank: 9999
Overall Rank
ARMGX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ARMGX Sortino Ratio Rank: 9999
Sortino Ratio Rank
ARMGX Omega Ratio Rank: 9999
Omega Ratio Rank
ARMGX Calmar Ratio Rank: 9999
Calmar Ratio Rank
ARMGX Martin Ratio Rank: 9999
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.

LMGEX vs. ARMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Equity Fund (LMGEX) and Western Asset Ultra-Short Income Fund (ARMGX). 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.


LMGEXARMGXDifference

Sharpe ratio

Return per unit of total volatility

1.26

3.01

-1.74

Sortino ratio

Return per unit of downside risk

1.75

6.38

-4.63

Omega ratio

Gain probability vs. loss probability

1.25

2.39

-1.14

Calmar ratio

Return relative to maximum drawdown

1.76

7.09

-5.33

Martin ratio

Return relative to average drawdown

6.81

32.59

-25.78

LMGEX vs. ARMGX - Sharpe Ratio Comparison

The current LMGEX Sharpe Ratio is 1.26, which is lower than the ARMGX Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of LMGEX and ARMGX, 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


LMGEXARMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

3.01

-1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

2.06

-1.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

1.40

-0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.11

-0.85

Correlation

The correlation between LMGEX and ARMGX is 0.06, 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

LMGEX vs. ARMGX - Dividend Comparison

LMGEX's dividend yield for the trailing twelve months is around 8.22%, more than ARMGX's 2.81% yield.


TTM20252024202320222021202020192018201720162015
LMGEX
Franklin International Equity Fund
8.22%8.28%5.68%1.51%2.88%5.10%0.58%0.49%1.62%1.60%1.30%0.91%
ARMGX
Western Asset Ultra-Short Income Fund
2.81%3.00%2.43%2.23%1.37%0.17%1.45%2.32%1.92%1.37%0.96%0.48%

Drawdowns

LMGEX vs. ARMGX - Drawdown Comparison

The maximum LMGEX drawdown since its inception was -63.37%, which is greater than ARMGX's maximum drawdown of -21.79%. Use the drawdown chart below to compare losses from any high point for LMGEX and ARMGX.


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Drawdown Indicators


LMGEXARMGXDifference

Max Drawdown

Largest peak-to-trough decline

-63.37%

-21.79%

-41.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.64%

-0.55%

-11.09%

Max Drawdown (5Y)

Largest decline over 5 years

-28.98%

-3.23%

-25.75%

Max Drawdown (10Y)

Largest decline over 10 years

-39.79%

-9.09%

-30.70%

Current Drawdown

Current decline from peak

-8.40%

-0.22%

-8.18%

Average Drawdown

Average peak-to-trough decline

-18.29%

-1.54%

-16.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

0.12%

+2.89%

Volatility

LMGEX vs. ARMGX - Volatility Comparison

Franklin International Equity Fund (LMGEX) has a higher volatility of 7.71% compared to Western Asset Ultra-Short Income Fund (ARMGX) at 0.27%. This indicates that LMGEX's price experiences larger fluctuations and is considered to be riskier than ARMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMGEXARMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

0.27%

+7.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

0.84%

+10.41%

Volatility (1Y)

Calculated over the trailing 1-year period

17.11%

1.22%

+15.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.62%

1.24%

+14.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.10%

1.61%

+14.49%