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SBI vs. CRAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBI vs. CRAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Intermediate Muni Fund Inc. (SBI) and CCM Community Impact Bond Fund (CRAIX). The values are adjusted to include any dividend payments, if applicable.

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SBI vs. CRAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBI
Western Asset Intermediate Muni Fund Inc.
1.62%5.95%6.83%5.37%-18.45%7.91%4.62%12.78%-6.59%2.42%
CRAIX
CCM Community Impact Bond Fund
-0.01%6.40%1.97%3.98%-10.19%-1.72%3.99%5.44%0.10%2.81%

Returns By Period

In the year-to-date period, SBI achieves a 1.62% return, which is significantly higher than CRAIX's -0.01% return. Over the past 10 years, SBI has outperformed CRAIX with an annualized return of 1.33%, while CRAIX has yielded a comparatively lower 1.04% annualized return.


SBI

1D
1.59%
1M
-2.99%
YTD
1.62%
6M
0.28%
1Y
5.13%
3Y*
4.86%
5Y*
0.82%
10Y*
1.33%

CRAIX

1D
0.42%
1M
-1.54%
YTD
-0.01%
6M
1.17%
1Y
4.02%
3Y*
3.34%
5Y*
0.19%
10Y*
1.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBI vs. CRAIX - Expense Ratio Comparison


Return for Risk

SBI vs. CRAIX — Risk / Return Rank

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

SBI
SBI Risk / Return Rank: 2525
Overall Rank
SBI Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SBI Sortino Ratio Rank: 2525
Sortino Ratio Rank
SBI Omega Ratio Rank: 2121
Omega Ratio Rank
SBI Calmar Ratio Rank: 3131
Calmar Ratio Rank
SBI Martin Ratio Rank: 2222
Martin Ratio Rank

CRAIX
CRAIX Risk / Return Rank: 7373
Overall Rank
CRAIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CRAIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
CRAIX Omega Ratio Rank: 6060
Omega Ratio Rank
CRAIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
CRAIX Martin Ratio Rank: 6969
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.

SBI vs. CRAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Intermediate Muni Fund Inc. (SBI) and CCM Community Impact Bond Fund (CRAIX). 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.


SBICRAIXDifference

Sharpe ratio

Return per unit of total volatility

0.68

1.25

-0.57

Sortino ratio

Return per unit of downside risk

1.00

1.86

-0.86

Omega ratio

Gain probability vs. loss probability

1.13

1.23

-0.10

Calmar ratio

Return relative to maximum drawdown

0.90

2.28

-1.37

Martin ratio

Return relative to average drawdown

2.42

6.53

-4.11

SBI vs. CRAIX - Sharpe Ratio Comparison

The current SBI Sharpe Ratio is 0.68, which is lower than the CRAIX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of SBI and CRAIX, 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


SBICRAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.25

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.04

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.29

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.56

-0.36

Correlation

The correlation between SBI and CRAIX is 0.18, 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

SBI vs. CRAIX - Dividend Comparison

SBI's dividend yield for the trailing twelve months is around 6.56%, more than CRAIX's 2.79% yield.


TTM20252024202320222021202020192018201720162015
SBI
Western Asset Intermediate Muni Fund Inc.
6.56%6.56%6.23%3.76%3.72%2.93%3.07%3.59%4.32%4.58%5.01%4.70%
CRAIX
CCM Community Impact Bond Fund
2.79%3.01%2.92%2.48%1.61%1.18%1.77%2.32%2.30%2.78%2.28%2.12%

Drawdowns

SBI vs. CRAIX - Drawdown Comparison

The maximum SBI drawdown since its inception was -33.70%, which is greater than CRAIX's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for SBI and CRAIX.


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Drawdown Indicators


SBICRAIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.70%

-14.53%

-19.17%

Max Drawdown (1Y)

Largest decline over 1 year

-5.98%

-1.98%

-4.00%

Max Drawdown (5Y)

Largest decline over 5 years

-25.21%

-14.28%

-10.93%

Max Drawdown (10Y)

Largest decline over 10 years

-25.21%

-14.53%

-10.68%

Current Drawdown

Current decline from peak

-3.31%

-1.54%

-1.77%

Average Drawdown

Average peak-to-trough decline

-7.71%

-2.47%

-5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

0.69%

+1.54%

Volatility

SBI vs. CRAIX - Volatility Comparison

Western Asset Intermediate Muni Fund Inc. (SBI) has a higher volatility of 2.78% compared to CCM Community Impact Bond Fund (CRAIX) at 1.22%. This indicates that SBI's price experiences larger fluctuations and is considered to be riskier than CRAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBICRAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

1.22%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

4.58%

1.98%

+2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

7.55%

3.27%

+4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.92%

4.56%

+4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.75%

3.63%

+6.12%