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VMLTX vs. LSMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMLTX vs. LSMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Limited-Term Tax-Exempt Fund Investor Shares (VMLTX) and Western Asset SMASh Series TF Fund (LSMSX). The values are adjusted to include any dividend payments, if applicable.

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VMLTX vs. LSMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMLTX
Vanguard Limited-Term Tax-Exempt Fund Investor Shares
-0.14%5.39%3.14%4.19%-2.98%0.83%3.30%4.11%1.56%1.42%
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, VMLTX achieves a -0.14% return, which is significantly higher than LSMSX's -0.27% return.


VMLTX

1D
0.00%
1M
-1.53%
YTD
-0.14%
6M
0.55%
1Y
3.78%
3Y*
3.68%
5Y*
1.96%
10Y*
2.03%

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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VMLTX vs. LSMSX - Expense Ratio Comparison

VMLTX has a 0.17% expense ratio, which is higher than LSMSX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VMLTX vs. LSMSX — Risk / Return Rank

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

VMLTX
VMLTX Risk / Return Rank: 9292
Overall Rank
VMLTX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VMLTX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VMLTX Omega Ratio Rank: 9797
Omega Ratio Rank
VMLTX Calmar Ratio Rank: 8787
Calmar Ratio Rank
VMLTX Martin Ratio Rank: 8989
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.

VMLTX vs. LSMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Limited-Term Tax-Exempt Fund Investor Shares (VMLTX) 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.


VMLTXLSMSXDifference

Sharpe ratio

Return per unit of total volatility

1.94

0.67

+1.27

Sortino ratio

Return per unit of downside risk

2.89

0.89

+2.00

Omega ratio

Gain probability vs. loss probability

1.64

1.20

+0.45

Calmar ratio

Return relative to maximum drawdown

2.27

0.71

+1.56

Martin ratio

Return relative to average drawdown

9.90

1.98

+7.92

VMLTX vs. LSMSX - Sharpe Ratio Comparison

The current VMLTX Sharpe Ratio is 1.94, which is higher than the LSMSX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of VMLTX 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


VMLTXLSMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

0.67

+1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

0.25

+0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.92

0.58

+1.34

Correlation

The correlation between VMLTX and LSMSX is 0.67, 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

VMLTX vs. LSMSX - Dividend Comparison

VMLTX's dividend yield for the trailing twelve months is around 3.06%, less than LSMSX's 3.97% yield.


TTM20252024202320222021202020192018201720162015
VMLTX
Vanguard Limited-Term Tax-Exempt Fund Investor Shares
3.06%3.75%3.27%2.30%1.56%1.64%1.62%2.01%1.81%1.55%1.52%1.50%
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

VMLTX vs. LSMSX - Drawdown Comparison

The maximum VMLTX drawdown since its inception was -6.41%, smaller than the maximum LSMSX drawdown of -15.00%. Use the drawdown chart below to compare losses from any high point for VMLTX and LSMSX.


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Drawdown Indicators


VMLTXLSMSXDifference

Max Drawdown

Largest peak-to-trough decline

-6.41%

-15.00%

+8.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-6.21%

+4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-5.69%

-15.00%

+9.31%

Max Drawdown (10Y)

Largest decline over 10 years

-6.41%

Current Drawdown

Current decline from peak

-1.53%

-2.62%

+1.09%

Average Drawdown

Average peak-to-trough decline

-0.48%

-2.88%

+2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

2.21%

-1.75%

Volatility

VMLTX vs. LSMSX - Volatility Comparison

The current volatility for Vanguard Limited-Term Tax-Exempt Fund Investor Shares (VMLTX) is 0.50%, while Western Asset SMASh Series TF Fund (LSMSX) has a volatility of 1.10%. This indicates that VMLTX 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


VMLTXLSMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

1.10%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

1.02%

1.60%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

2.33%

5.78%

-3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.84%

4.44%

-2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.92%

4.52%

-2.60%