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WACPX vs. SHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WACPX vs. SHY - 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 iShares 1-3 Year Treasury Bond ETF (SHY). The values are adjusted to include any dividend payments, if applicable.

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WACPX vs. SHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WACPX
Western Asset Core Plus Bond Fund Class I
-0.86%7.99%-0.77%7.51%-18.79%-2.24%9.42%12.29%-1.47%7.10%
SHY
iShares 1-3 Year Treasury Bond ETF
0.26%4.95%3.92%4.16%-3.88%-0.71%3.03%3.38%1.46%0.26%

Returns By Period

In the year-to-date period, WACPX achieves a -0.86% return, which is significantly lower than SHY's 0.26% return. Over the past 10 years, WACPX has outperformed SHY with an annualized return of 1.85%, while SHY has yielded a comparatively lower 1.65% annualized return.


WACPX

1D
0.33%
1M
-2.23%
YTD
-0.86%
6M
-0.01%
1Y
3.64%
3Y*
3.37%
5Y*
-1.04%
10Y*
1.85%

SHY

1D
-0.00%
1M
-0.29%
YTD
0.26%
6M
1.22%
1Y
3.57%
3Y*
3.88%
5Y*
1.70%
10Y*
1.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WACPX vs. SHY - Expense Ratio Comparison

WACPX has a 0.45% expense ratio, which is higher than SHY's 0.15% expense ratio.


Return for Risk

WACPX vs. SHY — Risk / Return Rank

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

WACPX
WACPX Risk / Return Rank: 3434
Overall Rank
WACPX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
WACPX Sortino Ratio Rank: 3232
Sortino Ratio Rank
WACPX Omega Ratio Rank: 2323
Omega Ratio Rank
WACPX Calmar Ratio Rank: 4444
Calmar Ratio Rank
WACPX Martin Ratio Rank: 3636
Martin Ratio Rank

SHY
SHY Risk / Return Rank: 9696
Overall Rank
SHY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SHY Sortino Ratio Rank: 9898
Sortino Ratio Rank
SHY Omega Ratio Rank: 9696
Omega Ratio Rank
SHY Calmar Ratio Rank: 9595
Calmar Ratio Rank
SHY Martin Ratio Rank: 9595
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. SHY - 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 iShares 1-3 Year Treasury Bond ETF (SHY). 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.


WACPXSHYDifference

Sharpe ratio

Return per unit of total volatility

0.83

2.48

-1.65

Sortino ratio

Return per unit of downside risk

1.20

4.07

-2.88

Omega ratio

Gain probability vs. loss probability

1.14

1.52

-0.37

Calmar ratio

Return relative to maximum drawdown

1.22

4.06

-2.85

Martin ratio

Return relative to average drawdown

4.12

15.56

-11.44

WACPX vs. SHY - Sharpe Ratio Comparison

The current WACPX Sharpe Ratio is 0.83, which is lower than the SHY Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of WACPX and SHY, 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


WACPXSHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

2.48

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.87

-1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

1.06

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

1.29

-0.38

Correlation

The correlation between WACPX and SHY is 0.61, 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

WACPX vs. SHY - Dividend Comparison

WACPX's dividend yield for the trailing twelve months is around 4.38%, more than SHY's 3.72% yield.


TTM20252024202320222021202020192018201720162015
WACPX
Western Asset Core Plus Bond Fund Class I
4.38%4.70%4.80%4.88%3.46%2.99%4.12%4.98%4.01%3.30%4.77%3.19%
SHY
iShares 1-3 Year Treasury Bond ETF
3.72%3.81%3.92%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%

Drawdowns

WACPX vs. SHY - Drawdown Comparison

The maximum WACPX drawdown since its inception was -25.86%, which is greater than SHY's maximum drawdown of -5.71%. Use the drawdown chart below to compare losses from any high point for WACPX and SHY.


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Drawdown Indicators


WACPXSHYDifference

Max Drawdown

Largest peak-to-trough decline

-25.86%

-5.71%

-20.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.60%

-0.89%

-2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

-5.71%

-19.75%

Max Drawdown (10Y)

Largest decline over 10 years

-25.86%

-5.71%

-20.15%

Current Drawdown

Current decline from peak

-9.33%

-0.47%

-8.86%

Average Drawdown

Average peak-to-trough decline

-3.58%

-0.52%

-3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

0.23%

+0.83%

Volatility

WACPX vs. SHY - Volatility Comparison

Western Asset Core Plus Bond Fund Class I (WACPX) has a higher volatility of 1.75% compared to iShares 1-3 Year Treasury Bond ETF (SHY) at 0.58%. This indicates that WACPX's price experiences larger fluctuations and is considered to be riskier than SHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WACPXSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

0.58%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

0.89%

+1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

1.45%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.39%

1.97%

+5.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.15%

1.56%

+4.59%