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OLCAX vs. LSMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OLCAX vs. LSMSX - Performance Comparison

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

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OLCAX vs. LSMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OLCAX
Invesco Limited Term California Municipal Fund
-0.64%4.22%2.70%3.60%-6.16%1.76%3.78%7.51%7.27%-1.37%
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%

Returns By Period

In the year-to-date period, OLCAX achieves a -0.64% return, which is significantly lower than LSMSX's -0.27% return.


OLCAX

1D
0.00%
1M
-1.59%
YTD
-0.64%
6M
0.27%
1Y
2.54%
3Y*
2.84%
5Y*
1.08%
10Y*
2.33%

LSMSX

1D
0.21%
1M
-2.62%
YTD
-0.27%
6M
1.22%
1Y
3.63%
3Y*
3.26%
5Y*
1.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OLCAX vs. LSMSX - Expense Ratio Comparison

OLCAX has a 0.83% expense ratio, which is higher than LSMSX's 0.01% expense ratio.


Return for Risk

OLCAX vs. LSMSX — Risk / Return Rank

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

OLCAX
OLCAX Risk / Return Rank: 5858
Overall Rank
OLCAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
OLCAX Sortino Ratio Rank: 6363
Sortino Ratio Rank
OLCAX Omega Ratio Rank: 9090
Omega Ratio Rank
OLCAX Calmar Ratio Rank: 3838
Calmar Ratio Rank
OLCAX Martin Ratio Rank: 3636
Martin Ratio Rank

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
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.

OLCAX vs. LSMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Limited Term California Municipal Fund (OLCAX) and Western Asset SMASh Series TF Fund (LSMSX). 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.


OLCAXLSMSXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.67

+0.47

Sortino ratio

Return per unit of downside risk

1.64

0.89

+0.76

Omega ratio

Gain probability vs. loss probability

1.41

1.20

+0.21

Calmar ratio

Return relative to maximum drawdown

1.03

0.71

+0.33

Martin ratio

Return relative to average drawdown

3.86

1.98

+1.88

OLCAX vs. LSMSX - Sharpe Ratio Comparison

The current OLCAX Sharpe Ratio is 1.14, which is higher than the LSMSX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of OLCAX and LSMSX, 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


OLCAXLSMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.67

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.25

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.58

+0.38

Correlation

The correlation between OLCAX and LSMSX is 0.49, 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

OLCAX vs. LSMSX - Dividend Comparison

OLCAX's dividend yield for the trailing twelve months is around 2.16%, less than LSMSX's 3.97% yield.


TTM20252024202320222021202020192018201720162015
OLCAX
Invesco Limited Term California Municipal Fund
2.16%3.76%3.32%2.54%1.71%2.35%2.46%2.61%2.48%3.51%3.57%3.75%
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%

Drawdowns

OLCAX vs. LSMSX - Drawdown Comparison

The maximum OLCAX drawdown since its inception was -14.66%, roughly equal to the maximum LSMSX drawdown of -15.00%. Use the drawdown chart below to compare losses from any high point for OLCAX and LSMSX.


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Drawdown Indicators


OLCAXLSMSXDifference

Max Drawdown

Largest peak-to-trough decline

-14.66%

-15.00%

+0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-6.21%

+3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-10.04%

-15.00%

+4.96%

Max Drawdown (10Y)

Largest decline over 10 years

-10.04%

Current Drawdown

Current decline from peak

-1.59%

-2.62%

+1.03%

Average Drawdown

Average peak-to-trough decline

-1.69%

-2.88%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

2.21%

-1.43%

Volatility

OLCAX vs. LSMSX - Volatility Comparison

The current volatility for Invesco Limited Term California Municipal Fund (OLCAX) is 0.79%, while Western Asset SMASh Series TF Fund (LSMSX) has a volatility of 1.10%. This indicates that OLCAX experiences smaller price fluctuations and is considered to be less risky than LSMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OLCAXLSMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

1.10%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

1.60%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.36%

5.78%

-2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.97%

4.44%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.30%

4.52%

-1.22%