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LSMSX vs. EIHMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSMSX vs. EIHMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset SMASh Series TF Fund (LSMSX) and Eaton Vance National Municipal Income Fund Class I (EIHMX). The values are adjusted to include any dividend payments, if applicable.

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LSMSX vs. EIHMX - 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%
EIHMX
Eaton Vance National Municipal Income Fund Class I
-0.45%3.93%2.56%7.23%-9.70%1.73%6.06%8.74%2.04%4.70%

Returns By Period

In the year-to-date period, LSMSX achieves a -0.27% return, which is significantly higher than EIHMX's -0.45% return.


LSMSX

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

EIHMX

1D
0.22%
1M
-2.70%
YTD
-0.45%
6M
1.23%
1Y
3.78%
3Y*
3.34%
5Y*
0.96%
10Y*
2.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSMSX vs. EIHMX - Expense Ratio Comparison

LSMSX has a 0.01% expense ratio, which is lower than EIHMX's 0.41% expense ratio.


Return for Risk

LSMSX vs. EIHMX — 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

EIHMX
EIHMX Risk / Return Rank: 3737
Overall Rank
EIHMX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
EIHMX Sortino Ratio Rank: 3131
Sortino Ratio Rank
EIHMX Omega Ratio Rank: 5858
Omega Ratio Rank
EIHMX Calmar Ratio Rank: 3232
Calmar Ratio Rank
EIHMX Martin Ratio Rank: 2424
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. EIHMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset SMASh Series TF Fund (LSMSX) and Eaton Vance National Municipal Income Fund Class I (EIHMX). 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.


LSMSXEIHMXDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.83

-0.16

Sortino ratio

Return per unit of downside risk

0.89

1.15

-0.26

Omega ratio

Gain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

0.71

0.93

-0.22

Martin ratio

Return relative to average drawdown

1.98

2.66

-0.67

LSMSX vs. EIHMX - Sharpe Ratio Comparison

The current LSMSX Sharpe Ratio is 0.67, which is comparable to the EIHMX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of LSMSX and EIHMX, 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


LSMSXEIHMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.83

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.21

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.72

-0.14

Correlation

The correlation between LSMSX and EIHMX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LSMSX vs. EIHMX - Dividend Comparison

LSMSX's dividend yield for the trailing twelve months is around 3.97%, less than EIHMX's 4.03% 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%
EIHMX
Eaton Vance National Municipal Income Fund Class I
4.03%4.99%4.38%3.21%3.30%2.40%2.90%3.88%3.87%3.90%4.10%4.12%

Drawdowns

LSMSX vs. EIHMX - Drawdown Comparison

The maximum LSMSX drawdown since its inception was -15.00%, smaller than the maximum EIHMX drawdown of -39.87%. Use the drawdown chart below to compare losses from any high point for LSMSX and EIHMX.


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Drawdown Indicators


LSMSXEIHMXDifference

Max Drawdown

Largest peak-to-trough decline

-15.00%

-39.87%

+24.87%

Max Drawdown (1Y)

Largest decline over 1 year

-6.21%

-5.46%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-15.00%

-15.32%

+0.32%

Max Drawdown (10Y)

Largest decline over 10 years

-15.32%

Current Drawdown

Current decline from peak

-2.62%

-2.70%

+0.08%

Average Drawdown

Average peak-to-trough decline

-2.88%

-3.52%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

1.91%

+0.30%

Volatility

LSMSX vs. EIHMX - Volatility Comparison

The current volatility for Western Asset SMASh Series TF Fund (LSMSX) is 1.10%, while Eaton Vance National Municipal Income Fund Class I (EIHMX) has a volatility of 1.25%. This indicates that LSMSX experiences smaller price fluctuations and is considered to be less risky than EIHMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSMSXEIHMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.25%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

1.60%

1.98%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

5.78%

5.73%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.44%

4.64%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.52%

4.40%

+0.12%