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LMSMX vs. ARINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMSMX vs. ARINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset SMASh Series M Fund (LMSMX) and Archer Income Fund (ARINX). The values are adjusted to include any dividend payments, if applicable.

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LMSMX vs. ARINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMSMX
Western Asset SMASh Series M Fund
0.56%12.15%-1.72%5.13%-23.44%-2.32%12.86%7.71%1.46%5.52%
ARINX
Archer Income Fund
-0.26%4.42%4.90%3.99%-6.84%1.52%4.29%6.19%0.35%2.66%

Returns By Period

In the year-to-date period, LMSMX achieves a 0.56% return, which is significantly higher than ARINX's -0.26% return.


LMSMX

1D
0.38%
1M
-1.28%
YTD
0.56%
6M
2.13%
1Y
7.08%
3Y*
3.86%
5Y*
-1.85%
10Y*

ARINX

1D
0.17%
1M
-1.25%
YTD
-0.26%
6M
0.44%
1Y
3.40%
3Y*
4.36%
5Y*
1.36%
10Y*
2.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LMSMX vs. ARINX - Expense Ratio Comparison

LMSMX has a 0.00% expense ratio, which is lower than ARINX's 0.98% expense ratio.


Return for Risk

LMSMX vs. ARINX — Risk / Return Rank

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

LMSMX
LMSMX Risk / Return Rank: 5252
Overall Rank
LMSMX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LMSMX Sortino Ratio Rank: 5555
Sortino Ratio Rank
LMSMX Omega Ratio Rank: 4848
Omega Ratio Rank
LMSMX Calmar Ratio Rank: 5858
Calmar Ratio Rank
LMSMX Martin Ratio Rank: 4646
Martin Ratio Rank

ARINX
ARINX Risk / Return Rank: 8787
Overall Rank
ARINX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ARINX Sortino Ratio Rank: 9191
Sortino Ratio Rank
ARINX Omega Ratio Rank: 8888
Omega Ratio Rank
ARINX Calmar Ratio Rank: 8282
Calmar Ratio Rank
ARINX Martin Ratio Rank: 8585
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.

LMSMX vs. ARINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset SMASh Series M Fund (LMSMX) and Archer Income Fund (ARINX). 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.


LMSMXARINXDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.94

-0.84

Sortino ratio

Return per unit of downside risk

1.64

2.75

-1.10

Omega ratio

Gain probability vs. loss probability

1.22

1.39

-0.17

Calmar ratio

Return relative to maximum drawdown

1.61

2.20

-0.59

Martin ratio

Return relative to average drawdown

5.40

9.50

-4.09

LMSMX vs. ARINX - Sharpe Ratio Comparison

The current LMSMX Sharpe Ratio is 1.10, which is lower than the ARINX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of LMSMX and ARINX, 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


LMSMXARINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.94

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.00

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.00

+0.17

Correlation

The correlation between LMSMX and ARINX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LMSMX vs. ARINX - Dividend Comparison

LMSMX's dividend yield for the trailing twelve months is around 4.38%, more than ARINX's 3.20% yield.


TTM20252024202320222021202020192018201720162015
LMSMX
Western Asset SMASh Series M Fund
4.38%4.20%5.24%4.68%3.40%3.78%6.84%7.19%3.18%3.24%0.00%0.00%
ARINX
Archer Income Fund
3.20%2.72%3.77%3.15%2.72%2.56%2.66%2.69%2.84%2.94%2.84%2.79%

Drawdowns

LMSMX vs. ARINX - Drawdown Comparison

The maximum LMSMX drawdown since its inception was -30.76%, smaller than the maximum ARINX drawdown of -97.42%. Use the drawdown chart below to compare losses from any high point for LMSMX and ARINX.


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Drawdown Indicators


LMSMXARINXDifference

Max Drawdown

Largest peak-to-trough decline

-30.76%

-97.42%

+66.66%

Max Drawdown (1Y)

Largest decline over 1 year

-4.83%

-1.63%

-3.20%

Max Drawdown (5Y)

Largest decline over 5 years

-30.18%

-97.42%

+67.24%

Max Drawdown (10Y)

Largest decline over 10 years

-97.42%

Current Drawdown

Current decline from peak

-13.02%

-97.30%

+84.28%

Average Drawdown

Average peak-to-trough decline

-10.07%

-9.37%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

0.38%

+1.06%

Volatility

LMSMX vs. ARINX - Volatility Comparison

Western Asset SMASh Series M Fund (LMSMX) has a higher volatility of 1.52% compared to Archer Income Fund (ARINX) at 0.81%. This indicates that LMSMX's price experiences larger fluctuations and is considered to be riskier than ARINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMSMXARINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

0.81%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

1.18%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

6.95%

1.85%

+5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.39%

1,971.76%

-1,961.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.22%

1,394.31%

-1,386.09%