PortfoliosLab logoPortfoliosLab logo
LMLCX vs. VLCIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LMLCX vs. VLCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset SMASh Series C Fund (LMLCX) and Vanguard Long-Term Corporate Bond Index Fund Institutional Shares (VLCIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LMLCX achieves a 1.37% return, which is significantly higher than VLCIX's 0.79% return. Over the past 10 years, LMLCX has outperformed VLCIX with an annualized return of 4.61%, while VLCIX has yielded a comparatively lower 2.38% annualized return.


LMLCX

1D
-0.44%
1M
0.84%
YTD
1.37%
6M
1.43%
1Y
9.54%
3Y*
6.34%
5Y*
4.46%
10Y*
4.61%

VLCIX

1D
-0.44%
1M
0.84%
YTD
0.79%
6M
0.14%
1Y
6.42%
3Y*
4.55%
5Y*
-1.73%
10Y*
2.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMLCX vs. VLCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMLCX
Western Asset SMASh Series C Fund
1.37%12.22%-2.21%12.93%-3.51%3.08%2.93%15.10%-4.24%7.20%
VLCIX
Vanguard Long-Term Corporate Bond Index Fund Institutional Shares
0.79%7.27%-1.43%11.06%-25.75%-1.24%13.74%23.18%-6.86%12.42%

Correlation

The correlation between LMLCX and VLCIX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since May 24, 2012

0.48

Over the past year, LMLCX and VLCIX have become more correlated (0.96) than their long-term average of 0.48, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LMLCX vs. VLCIX — Risk / Return Rank

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

LMLCX
LMLCX Risk / Return Rank: 3838
Overall Rank
LMLCX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LMLCX Sortino Ratio Rank: 3434
Sortino Ratio Rank
LMLCX Omega Ratio Rank: 3232
Omega Ratio Rank
LMLCX Calmar Ratio Rank: 4747
Calmar Ratio Rank
LMLCX Martin Ratio Rank: 4343
Martin Ratio Rank

VLCIX
VLCIX Risk / Return Rank: 1414
Overall Rank
VLCIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VLCIX Sortino Ratio Rank: 1414
Sortino Ratio Rank
VLCIX Omega Ratio Rank: 1313
Omega Ratio Rank
VLCIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VLCIX Martin Ratio Rank: 1313
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.

LMLCX vs. VLCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset SMASh Series C Fund (LMLCX) and Vanguard Long-Term Corporate Bond Index Fund Institutional Shares (VLCIX). 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.


LMLCXVLCIXDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.29

1.18

+0.11

Calmar ratioReturn relative to maximum drawdown

2.57

1.47

+1.10

Martin ratioReturn relative to average drawdown

8.79

3.61

+5.18

LMLCX vs. VLCIX - Sharpe Ratio Comparison

The current LMLCX Sharpe Ratio is 1.57, which is higher than the VLCIX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of LMLCX and VLCIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


LMLCXVLCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.01

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

-0.15

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.23

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.44

+0.34

Drawdowns

LMLCX vs. VLCIX - Drawdown Comparison

The maximum LMLCX drawdown since its inception was -23.45%, smaller than the maximum VLCIX drawdown of -34.56%. Use the drawdown chart below to compare losses from any high point for LMLCX and VLCIX.


Loading charts...

Drawdown Indicators


LMLCXVLCIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.45%

-34.56%

+11.11%

Max Drawdown (1Y)

Largest decline over 1 year

-4.22%

-5.26%

+1.04%

Max Drawdown (3Y)

Largest decline over 3 years

-11.77%

-12.86%

+1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-11.77%

-34.56%

+22.79%

Max Drawdown (10Y)

Largest decline over 10 years

-23.45%

-34.56%

+11.11%

Current Drawdown

Current decline from peak

-0.44%

-14.12%

+13.68%

Average Drawdown

Average peak-to-trough decline

-1.94%

-8.04%

+6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

2.14%

-0.91%

Volatility

LMLCX vs. VLCIX - Volatility Comparison

The current volatility for Western Asset SMASh Series C Fund (LMLCX) is 2.03%, while Vanguard Long-Term Corporate Bond Index Fund Institutional Shares (VLCIX) has a volatility of 2.42%. This indicates that LMLCX experiences smaller price fluctuations and is considered to be less risky than VLCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LMLCXVLCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

2.42%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

5.43%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

6.91%

7.65%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.79%

11.88%

-4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.19%

10.61%

-3.42%

LMLCX vs. VLCIX - Expense Ratio Comparison

LMLCX has a 0.00% expense ratio, which is lower than VLCIX's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

LMLCX vs. VLCIX - Dividend Comparison

LMLCX's dividend yield for the trailing twelve months is around 6.21%, more than VLCIX's 5.55% yield.


PositionTTM20252024202320222021202020192018201720162015
LMLCX
Western Asset SMASh Series C Fund
6.21%6.11%6.58%5.78%4.46%5.42%3.54%4.16%5.59%4.04%3.75%5.64%
VLCIX
Vanguard Long-Term Corporate Bond Index Fund Institutional Shares
5.55%5.50%5.60%4.67%4.43%2.95%3.17%3.83%4.58%4.03%4.39%4.73%

Frequently Asked Questions


With a correlation of 0.96, LMLCX and VLCIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VLCIX has higher volatility (2.42%) compared to LMLCX (2.03%). In terms of maximum drawdown, LMLCX dropped -23.45% vs VLCIX's -34.56%.

LMLCX currently has the higher Sharpe Ratio (1.57 vs 1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for LMLCX and VLCIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer