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SBI vs. CRAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, SBI achieves a 5.27% return, which is significantly higher than CRAIX's 0.36% return. Over the past 10 years, SBI has outperformed CRAIX with an annualized return of 1.31%, while CRAIX has yielded a comparatively lower 1.00% annualized return.


SBI

1D
0.51%
1M
1.55%
YTD
5.27%
6M
4.62%
1Y
12.59%
3Y*
6.67%
5Y*
0.54%
10Y*
1.31%

CRAIX

1D
0.21%
1M
0.47%
YTD
0.36%
6M
0.51%
1Y
4.10%
3Y*
3.73%
5Y*
0.17%
10Y*
1.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBI vs. CRAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBI
Western Asset Intermediate Muni Fund Inc.
5.27%5.95%6.83%5.37%-18.45%7.91%4.62%12.78%-6.59%2.42%
CRAIX
CCM Community Impact Bond Fund
0.36%6.40%1.97%3.98%-10.19%-1.72%3.99%5.44%0.10%2.81%

Correlation

The correlation between SBI and CRAIX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Aug 30, 1999

0.18

The correlation between SBI and CRAIX shifts across timeframes, from 0.18 (all time) to 0.42 (3 years), reflecting how their relationship changes across market environments.

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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: 5151
Overall Rank
SBI Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SBI Sortino Ratio Rank: 6060
Sortino Ratio Rank
SBI Omega Ratio Rank: 4848
Omega Ratio Rank
SBI Calmar Ratio Rank: 5252
Calmar Ratio Rank
SBI Martin Ratio Rank: 4747
Martin Ratio Rank

CRAIX
CRAIX Risk / Return Rank: 2929
Overall Rank
CRAIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CRAIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
CRAIX Omega Ratio Rank: 2929
Omega Ratio Rank
CRAIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
CRAIX Martin Ratio Rank: 2727
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.

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.


SBICRAIXDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.35

1.27

+0.08

Calmar ratioReturn relative to maximum drawdown

2.65

1.97

+0.68

Martin ratioReturn relative to average drawdown

9.30

5.80

+3.50

SBI vs. CRAIX - Sharpe Ratio Comparison

The current SBI Sharpe Ratio is 1.86, which is comparable to the CRAIX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of SBI and CRAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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

-4.77%

-2.15%

-2.62%

Max Drawdown (3Y)

Largest decline over 3 years

-8.90%

-4.84%

-4.06%

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

0.00%

-1.17%

+1.17%

Average Drawdown

Average peak-to-trough decline

-7.68%

-2.46%

-5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

0.73%

+0.63%

Volatility

SBI vs. CRAIX - Volatility Comparison

Western Asset Intermediate Muni Fund Inc. (SBI) has a higher volatility of 1.60% compared to CCM Community Impact Bond Fund (CRAIX) at 1.03%. 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

1.60%

1.03%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

5.25%

2.24%

+3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

6.82%

2.94%

+3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.93%

4.60%

+4.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.75%

3.65%

+6.10%

Dividends

SBI vs. CRAIX - Dividend Comparison

SBI's dividend yield for the trailing twelve months is around 6.40%, more than CRAIX's 3.09% yield.


PositionTTM20252024202320222021202020192018201720162015
CRAIX
CCM Community Impact Bond Fund
3.09%3.01%2.92%2.48%1.61%1.18%1.77%2.32%2.30%2.78%2.28%2.12%
SBI
Western Asset Intermediate Muni Fund Inc.
6.40%6.56%6.23%3.76%3.72%2.93%3.07%3.59%4.32%4.58%5.01%4.70%

Frequently Asked Questions


SBI and CRAIX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBI has higher volatility (1.60%) compared to CRAIX (1.03%). In terms of maximum drawdown, SBI dropped -33.70% vs CRAIX's -14.53%.

SBI currently has the higher Sharpe Ratio (1.86 vs 1.44), 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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