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STXAX vs. BATEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STXAX vs. BATEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Municipal High Income Fund (STXAX) and BlackRock Allocation Target Shares Series E Portfolio (BATEX). The values are adjusted to include any dividend payments, if applicable.

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STXAX vs. BATEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STXAX
Western Asset Municipal High Income Fund
-0.56%4.23%3.41%7.63%-11.29%3.36%3.77%8.18%1.08%6.82%
BATEX
BlackRock Allocation Target Shares Series E Portfolio
-0.89%3.22%4.74%6.45%-14.23%8.28%5.77%10.92%1.75%8.76%

Returns By Period

In the year-to-date period, STXAX achieves a -0.56% return, which is significantly higher than BATEX's -0.89% return. Over the past 10 years, STXAX has underperformed BATEX with an annualized return of 2.40%, while BATEX has yielded a comparatively higher 2.94% annualized return.


STXAX

1D
0.24%
1M
-2.84%
YTD
-0.56%
6M
0.88%
1Y
3.24%
3Y*
3.93%
5Y*
1.10%
10Y*
2.40%

BATEX

1D
0.20%
1M
-2.94%
YTD
-0.89%
6M
0.45%
1Y
1.72%
3Y*
3.51%
5Y*
0.72%
10Y*
2.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STXAX vs. BATEX - Expense Ratio Comparison

STXAX has a 0.83% expense ratio, which is higher than BATEX's 0.11% expense ratio.


Return for Risk

STXAX vs. BATEX — Risk / Return Rank

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

STXAX
STXAX Risk / Return Rank: 2626
Overall Rank
STXAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
STXAX Sortino Ratio Rank: 2222
Sortino Ratio Rank
STXAX Omega Ratio Rank: 3939
Omega Ratio Rank
STXAX Calmar Ratio Rank: 2424
Calmar Ratio Rank
STXAX Martin Ratio Rank: 1919
Martin Ratio Rank

BATEX
BATEX Risk / Return Rank: 1313
Overall Rank
BATEX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BATEX Sortino Ratio Rank: 1111
Sortino Ratio Rank
BATEX Omega Ratio Rank: 1818
Omega Ratio Rank
BATEX Calmar Ratio Rank: 1414
Calmar Ratio Rank
BATEX Martin Ratio Rank: 1212
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.

STXAX vs. BATEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Municipal High Income Fund (STXAX) and BlackRock Allocation Target Shares Series E Portfolio (BATEX). 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.


STXAXBATEXDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.33

+0.34

Sortino ratio

Return per unit of downside risk

0.93

0.49

+0.44

Omega ratio

Gain probability vs. loss probability

1.18

1.11

+0.08

Calmar ratio

Return relative to maximum drawdown

0.73

0.39

+0.34

Martin ratio

Return relative to average drawdown

2.07

0.98

+1.09

STXAX vs. BATEX - Sharpe Ratio Comparison

The current STXAX Sharpe Ratio is 0.68, which is higher than the BATEX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of STXAX and BATEX, 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


STXAXBATEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.33

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.13

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.50

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.58

+0.48

Correlation

The correlation between STXAX and BATEX is 0.76, 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

STXAX vs. BATEX - Dividend Comparison

STXAX's dividend yield for the trailing twelve months is around 3.88%, less than BATEX's 4.73% yield.


TTM20252024202320222021202020192018201720162015
STXAX
Western Asset Municipal High Income Fund
3.88%4.77%3.83%3.56%2.97%2.47%3.32%4.41%4.30%4.30%4.11%4.44%
BATEX
BlackRock Allocation Target Shares Series E Portfolio
4.73%5.01%3.74%2.98%5.41%3.29%3.50%3.80%4.75%2.88%0.98%0.13%

Drawdowns

STXAX vs. BATEX - Drawdown Comparison

The maximum STXAX drawdown since its inception was -22.48%, which is greater than BATEX's maximum drawdown of -19.90%. Use the drawdown chart below to compare losses from any high point for STXAX and BATEX.


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Drawdown Indicators


STXAXBATEXDifference

Max Drawdown

Largest peak-to-trough decline

-22.48%

-19.90%

-2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-6.11%

-7.14%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

-19.90%

+3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-16.46%

-19.90%

+3.44%

Current Drawdown

Current decline from peak

-2.84%

-2.94%

+0.10%

Average Drawdown

Average peak-to-trough decline

-2.22%

-4.08%

+1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

2.80%

-0.64%

Volatility

STXAX vs. BATEX - Volatility Comparison

Western Asset Municipal High Income Fund (STXAX) and BlackRock Allocation Target Shares Series E Portfolio (BATEX) have volatilities of 1.34% and 1.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STXAXBATEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

1.31%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

2.29%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

6.14%

7.69%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.70%

5.73%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.62%

5.87%

-1.25%