PortfoliosLab logoPortfoliosLab logo
WACPX vs. SHAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WACPX vs. SHAPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Core Plus Bond Fund Class I (WACPX) and ClearBridge Appreciation Fund (SHAPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WACPX vs. SHAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WACPX
Western Asset Core Plus Bond Fund Class I
-1.18%7.99%-0.77%7.51%-18.79%-2.24%9.42%12.29%-1.47%7.10%
SHAPX
ClearBridge Appreciation Fund
-6.24%14.32%22.37%19.50%-12.56%23.52%14.53%29.84%-2.19%18.31%

Returns By Period

In the year-to-date period, WACPX achieves a -1.18% return, which is significantly higher than SHAPX's -6.24% return. Over the past 10 years, WACPX has underperformed SHAPX with an annualized return of 1.82%, while SHAPX has yielded a comparatively higher 11.99% annualized return.


WACPX

1D
0.55%
1M
-3.07%
YTD
-1.18%
6M
-0.12%
1Y
3.53%
3Y*
3.26%
5Y*
-1.02%
10Y*
1.82%

SHAPX

1D
-0.06%
1M
-7.91%
YTD
-6.24%
6M
-5.30%
1Y
10.69%
3Y*
14.58%
5Y*
10.06%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WACPX vs. SHAPX - Expense Ratio Comparison

WACPX has a 0.45% expense ratio, which is lower than SHAPX's 0.93% expense ratio.


Return for Risk

WACPX vs. SHAPX — Risk / Return Rank

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

WACPX
WACPX Risk / Return Rank: 4242
Overall Rank
WACPX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
WACPX Sortino Ratio Rank: 4141
Sortino Ratio Rank
WACPX Omega Ratio Rank: 2929
Omega Ratio Rank
WACPX Calmar Ratio Rank: 5454
Calmar Ratio Rank
WACPX Martin Ratio Rank: 4343
Martin Ratio Rank

SHAPX
SHAPX Risk / Return Rank: 3535
Overall Rank
SHAPX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SHAPX Sortino Ratio Rank: 3434
Sortino Ratio Rank
SHAPX Omega Ratio Rank: 3737
Omega Ratio Rank
SHAPX Calmar Ratio Rank: 3232
Calmar Ratio Rank
SHAPX Martin Ratio Rank: 4040
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.

WACPX vs. SHAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Core Plus Bond Fund Class I (WACPX) and ClearBridge Appreciation Fund (SHAPX). 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.


WACPXSHAPXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.72

+0.14

Sortino ratio

Return per unit of downside risk

1.25

1.13

+0.12

Omega ratio

Gain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratio

Return relative to maximum drawdown

1.28

0.89

+0.39

Martin ratio

Return relative to average drawdown

4.39

4.11

+0.28

WACPX vs. SHAPX - Sharpe Ratio Comparison

The current WACPX Sharpe Ratio is 0.86, which is comparable to the SHAPX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of WACPX and SHAPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WACPXSHAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.72

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.68

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.72

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.77

+0.13

Correlation

The correlation between WACPX and SHAPX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

WACPX vs. SHAPX - Dividend Comparison

WACPX's dividend yield for the trailing twelve months is around 4.39%, less than SHAPX's 15.01% yield.


TTM20252024202320222021202020192018201720162015
WACPX
Western Asset Core Plus Bond Fund Class I
4.39%4.70%4.80%4.88%3.46%2.99%4.12%4.98%4.01%3.30%4.77%3.19%
SHAPX
ClearBridge Appreciation Fund
15.01%14.08%9.00%4.17%8.85%6.54%4.13%7.09%6.71%5.10%3.29%4.76%

Drawdowns

WACPX vs. SHAPX - Drawdown Comparison

The maximum WACPX drawdown since its inception was -25.86%, smaller than the maximum SHAPX drawdown of -46.19%. Use the drawdown chart below to compare losses from any high point for WACPX and SHAPX.


Loading graphics...

Drawdown Indicators


WACPXSHAPXDifference

Max Drawdown

Largest peak-to-trough decline

-25.86%

-46.19%

+20.33%

Max Drawdown (1Y)

Largest decline over 1 year

-3.60%

-10.57%

+6.97%

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

-20.53%

-4.93%

Max Drawdown (10Y)

Largest decline over 10 years

-25.86%

-32.21%

+6.35%

Current Drawdown

Current decline from peak

-9.63%

-8.74%

-0.89%

Average Drawdown

Average peak-to-trough decline

-3.58%

-4.79%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

2.29%

-1.24%

Volatility

WACPX vs. SHAPX - Volatility Comparison

The current volatility for Western Asset Core Plus Bond Fund Class I (WACPX) is 1.73%, while ClearBridge Appreciation Fund (SHAPX) has a volatility of 3.74%. This indicates that WACPX experiences smaller price fluctuations and is considered to be less risky than SHAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WACPXSHAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

3.74%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

7.86%

-5.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

15.90%

-11.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.39%

14.85%

-7.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.15%

16.70%

-10.55%