VGI vs. WDI
VGI (Virtus Global Multi-Sector Income Fund) and WDI (Western Asset Diversified Income Fund) are both Multisector Bonds funds. Over the past 5 years, VGI returned 2.09%/yr vs 2.57%/yr for WDI. Their 0.46 correlation means their historical movements had little consistent relationship.
Performance
VGI vs. WDI - Performance Comparison
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Returns By Period
In the year-to-date period, VGI achieves a -0.46% return, which is significantly lower than WDI's 0.85% return.
VGI
- 1D
- 0.14%
- 1M
- -2.03%
- 6M
- -1.90%
- YTD
- -0.46%
- 1Y
- 4.17%
- 3Y*
- 10.93%
- 5Y*
- 2.09%
- 10Y*
- 4.14%
- ALL TIME*
- 4.62%
WDI
- 1D
- -0.46%
- 1M
- -3.68%
- 6M
- -0.09%
- YTD
- 0.85%
- 1Y
- -0.88%
- 3Y*
- 10.92%
- 5Y*
- 2.57%
- 10Y*
- —
- ALL TIME*
- 2.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $238.22K | $295.96K | $264.93K | |
| $2.79M | $2.54M | $2.49M |
VGI vs. WDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VGI Virtus Global Multi-Sector Income Fund | -0.46% | 16.14% | 10.43% | 14.58% | -21.70% | -1.55% |
WDI Western Asset Diversified Income Fund | 0.85% | 10.64% | 13.88% | 25.11% | -23.30% | -5.61% |
Correlation
The correlation between VGI and WDI is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2021 | 0.46 |
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Return for Risk
VGI vs. WDI — Risk / Return Rank
VGI
WDI
VGI vs. WDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Multi-Sector Income Fund (VGI) 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.
| VGI | WDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.99 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | -0.10 | +0.61 |
| Martin ratioReturn relative to average drawdown | 1.64 | -0.25 | +1.89 |
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Drawdowns
VGI vs. WDI - Drawdown Comparison
The maximum VGI drawdown since its inception was -48.08%, which is greater than WDI's maximum drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for VGI and WDI.
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Drawdown Indicators
| VGI | WDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.08% | -32.45% | -15.63% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -8.47% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -12.34% | -14.14% | +1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -32.95% | -32.45% | -0.50% |
Max Drawdown (10Y)Largest decline over 10 years | -48.08% | — | — |
Current DrawdownCurrent decline from peak | -3.80% | -4.31% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -10.34% | -10.16% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 3.54% | -0.99% |
Volatility
VGI vs. WDI - Volatility Comparison
The current volatility for Virtus Global Multi-Sector Income Fund (VGI) is 1.78%, while Western Asset Diversified Income Fund (WDI) has a volatility of 2.96%. This indicates that VGI 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
| VGI | WDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 2.96% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 7.95% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.88% | 9.75% | -1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.54% | 12.99% | -2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 12.88% | +3.83% |
Dividends
VGI vs. WDI - Dividend Comparison
VGI's dividend yield for the trailing twelve months is around 13.24%, less than WDI's 13.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGI Virtus Global Multi-Sector Income Fund | 13.24% | 12.24% | 12.57% | 12.26% | 13.42% | 10.22% | 11.81% | 12.10% | 15.00% | 10.70% | 12.21% | 15.60% |
WDI Western Asset Diversified Income Fund | 13.67% | 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
VGI and WDI have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDI has higher volatility (2.96%) compared to VGI (1.78%). In terms of maximum drawdown, VGI dropped -48.08% vs WDI's -32.45%.
VGI currently has the higher Sharpe Ratio (0.53 vs -0.09), 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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