NAMFX vs. WDI
NAMFX (Virtus Newfleet Multi-Sector Intermediate Bond Fund) and WDI (Western Asset Diversified Income Fund) are both Multisector Bonds funds. Over the past 5 years, NAMFX returned 2.14%/yr vs 2.79%/yr for WDI. Their 0.39 correlation means their historical movements had little consistent relationship. NAMFX charges 1.00%/yr vs 1.73%/yr for WDI.
Performance
NAMFX vs. WDI - Performance Comparison
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Returns By Period
In the year-to-date period, NAMFX achieves a 0.81% return, which is significantly lower than WDI's 1.31% return.
NAMFX
- 1D
- 0.00%
- 1M
- -0.98%
- 6M
- 0.16%
- YTD
- 0.81%
- 1Y
- 3.98%
- 3Y*
- 5.66%
- 5Y*
- 2.14%
- 10Y*
- 3.34%
- ALL TIME*
- 6.28%
WDI
- 1D
- 0.23%
- 1M
- -3.24%
- 6M
- 0.65%
- YTD
- 1.31%
- 1Y
- -0.43%
- 3Y*
- 11.36%
- 5Y*
- 2.79%
- 10Y*
- —
- ALL TIME*
- 2.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $2.64M | $2.38M | $2.43M |
NAMFX vs. WDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NAMFX Virtus Newfleet Multi-Sector Intermediate Bond Fund | 0.81% | 7.83% | 4.55% | 8.35% | -9.55% | 0.61% |
WDI Western Asset Diversified Income Fund | 1.31% | 10.64% | 13.88% | 25.11% | -23.30% | -5.61% |
Correlation
The correlation between NAMFX and WDI is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2021 | 0.39 |
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Return for Risk
NAMFX vs. WDI — Risk / Return Rank
NAMFX
WDI
NAMFX vs. WDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Newfleet Multi-Sector Intermediate Bond Fund (NAMFX) and Western Asset Diversified Income Fund (WDI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NAMFX | WDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.59 | ||
| Sortino ratioReturn per unit of downside risk | +2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.00 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | -0.03 | +1.91 |
| Martin ratioReturn relative to average drawdown | 7.87 | -0.08 | +7.95 |
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Drawdowns
NAMFX vs. WDI - Drawdown Comparison
The maximum NAMFX drawdown since its inception was -26.56%, smaller than the maximum WDI drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for NAMFX and WDI.
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Drawdown Indicators
| NAMFX | WDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.56% | -32.45% | +5.89% |
Max Drawdown (1Y)Largest decline over 1 year | -2.57% | -8.47% | +5.90% |
Max Drawdown (3Y)Largest decline over 3 years | -3.34% | -14.14% | +10.80% |
Max Drawdown (5Y)Largest decline over 5 years | -13.48% | -32.45% | +18.97% |
Max Drawdown (10Y)Largest decline over 10 years | -17.16% | — | — |
Current DrawdownCurrent decline from peak | -1.08% | -3.87% | +2.79% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -10.16% | +7.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 3.53% | -2.92% |
Volatility
NAMFX vs. WDI - Volatility Comparison
The current volatility for Virtus Newfleet Multi-Sector Intermediate Bond Fund (NAMFX) is 0.58%, while Western Asset Diversified Income Fund (WDI) has a volatility of 2.97%. This indicates that NAMFX experiences smaller price fluctuations and is considered to be less risky than WDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NAMFX | WDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 2.97% | -2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 2.56% | 7.97% | -5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.09% | 9.72% | -6.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.80% | 13.00% | -9.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.99% | 12.88% | -8.89% |
NAMFX vs. WDI - Expense Ratio Comparison
NAMFX has a 1.00% expense ratio, which is lower than WDI's 1.73% expense ratio.
Dividends
NAMFX vs. WDI - Dividend Comparison
NAMFX's dividend yield for the trailing twelve months is around 4.83%, less than WDI's 13.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NAMFX Virtus Newfleet Multi-Sector Intermediate Bond Fund | 4.83% | 5.51% | 5.11% | 4.57% | 4.49% | 2.93% | 3.53% | 4.10% | 4.54% | 4.30% | 4.23% | 4.71% |
WDI Western Asset Diversified Income Fund | 13.60% | 13.98% | 12.32% | 11.45% | 11.40% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NAMFX and WDI have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDI has higher volatility (2.97%) compared to NAMFX (0.58%). In terms of maximum drawdown, NAMFX dropped -26.56% vs WDI's -32.45%.
NAMFX currently has the higher Sharpe Ratio (1.56 vs -0.03), 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.
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