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LSMSX vs. DFSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSMSX vs. DFSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset SMASh Series TF Fund (LSMSX) and DFA Short Term Municipal Bond Portfolio (DFSMX). The values are adjusted to include any dividend payments, if applicable.

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LSMSX vs. DFSMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSMSX
Western Asset SMASh Series TF Fund
-0.27%3.22%2.22%7.96%-10.03%4.11%4.48%8.16%0.46%4.92%
DFSMX
DFA Short Term Municipal Bond Portfolio
0.55%2.30%2.84%2.98%-0.36%-0.11%0.83%1.62%1.22%0.56%

Returns By Period

In the year-to-date period, LSMSX achieves a -0.27% return, which is significantly lower than DFSMX's 0.55% return.


LSMSX

1D
0.21%
1M
-2.62%
YTD
-0.27%
6M
1.22%
1Y
3.63%
3Y*
3.26%
5Y*
1.12%
10Y*

DFSMX

1D
0.04%
1M
-0.05%
YTD
0.55%
6M
1.10%
1Y
2.45%
3Y*
2.60%
5Y*
1.63%
10Y*
1.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSMSX vs. DFSMX - Expense Ratio Comparison

LSMSX has a 0.01% expense ratio, which is lower than DFSMX's 0.20% 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%.


Return for Risk

LSMSX vs. DFSMX — Risk / Return Rank

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

LSMSX
LSMSX Risk / Return Rank: 2626
Overall Rank
LSMSX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
LSMSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
LSMSX Omega Ratio Rank: 4444
Omega Ratio Rank
LSMSX Calmar Ratio Rank: 2323
Calmar Ratio Rank
LSMSX Martin Ratio Rank: 1919
Martin Ratio Rank

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

LSMSX vs. DFSMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset SMASh Series TF Fund (LSMSX) and DFA Short Term Municipal Bond Portfolio (DFSMX). 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.


LSMSXDFSMXDifference

Sharpe ratio

Return per unit of total volatility

0.67

3.68

-3.01

Sortino ratio

Return per unit of downside risk

0.89

6.50

-5.61

Omega ratio

Gain probability vs. loss probability

1.20

3.20

-2.00

Calmar ratio

Return relative to maximum drawdown

0.71

4.59

-3.89

Martin ratio

Return relative to average drawdown

1.98

21.83

-19.85

LSMSX vs. DFSMX - Sharpe Ratio Comparison

The current LSMSX Sharpe Ratio is 0.67, which is lower than the DFSMX Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of LSMSX and DFSMX, 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


LSMSXDFSMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

3.68

-3.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

2.11

-1.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

1.78

-1.20

Correlation

The correlation between LSMSX and DFSMX is 0.32, 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

LSMSX vs. DFSMX - Dividend Comparison

LSMSX's dividend yield for the trailing twelve months is around 3.97%, more than DFSMX's 2.43% yield.


TTM20252024202320222021202020192018201720162015
LSMSX
Western Asset SMASh Series TF Fund
3.97%3.83%4.30%3.37%2.38%2.73%2.33%2.55%2.34%0.90%0.00%0.00%
DFSMX
DFA Short Term Municipal Bond Portfolio
2.43%2.08%2.80%1.94%0.63%0.19%0.83%1.22%1.11%0.95%0.94%0.95%

Drawdowns

LSMSX vs. DFSMX - Drawdown Comparison

The maximum LSMSX drawdown since its inception was -15.00%, which is greater than DFSMX's maximum drawdown of -2.66%. Use the drawdown chart below to compare losses from any high point for LSMSX and DFSMX.


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Drawdown Indicators


LSMSXDFSMXDifference

Max Drawdown

Largest peak-to-trough decline

-15.00%

-2.66%

-12.34%

Max Drawdown (1Y)

Largest decline over 1 year

-6.21%

-0.39%

-5.82%

Max Drawdown (5Y)

Largest decline over 5 years

-15.00%

-1.67%

-13.33%

Max Drawdown (10Y)

Largest decline over 10 years

-1.69%

Current Drawdown

Current decline from peak

-2.62%

-0.06%

-2.56%

Average Drawdown

Average peak-to-trough decline

-2.88%

-0.24%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

0.10%

+2.11%

Volatility

LSMSX vs. DFSMX - Volatility Comparison

Western Asset SMASh Series TF Fund (LSMSX) has a higher volatility of 1.10% compared to DFA Short Term Municipal Bond Portfolio (DFSMX) at 0.11%. This indicates that LSMSX's price experiences larger fluctuations and is considered to be riskier than DFSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSMSXDFSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.11%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

1.60%

0.37%

+1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

5.78%

0.68%

+5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.44%

0.78%

+3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.52%

0.77%

+3.75%