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WAIIX vs. BIIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAIIX vs. BIIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Inflation Indexed Plus Bond Fund (WAIIX) and iShares Short-Term TIPS Bond Index Fund (BIIPX). The values are adjusted to include any dividend payments, if applicable.

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WAIIX vs. BIIPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WAIIX
Western Asset Inflation Indexed Plus Bond Fund
0.00%6.41%1.05%3.30%-12.64%4.74%9.84%9.79%-2.25%3.64%
BIIPX
iShares Short-Term TIPS Bond Index Fund
0.73%6.05%4.75%3.25%-4.12%5.19%4.89%4.83%0.58%0.88%

Returns By Period


WAIIX

1D
0.64%
1M
-1.56%
YTD
0.00%
6M
-0.03%
1Y
2.49%
3Y*
2.41%
5Y*
0.73%
10Y*
2.13%

BIIPX

1D
0.20%
1M
-0.20%
YTD
0.73%
6M
1.05%
1Y
3.65%
3Y*
4.19%
5Y*
2.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WAIIX vs. BIIPX - Expense Ratio Comparison

WAIIX has a 0.54% expense ratio, which is higher than BIIPX's 0.08% expense ratio.


Return for Risk

WAIIX vs. BIIPX — Risk / Return Rank

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

WAIIX
WAIIX Risk / Return Rank: 3030
Overall Rank
WAIIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
WAIIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
WAIIX Omega Ratio Rank: 2020
Omega Ratio Rank
WAIIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
WAIIX Martin Ratio Rank: 3838
Martin Ratio Rank

BIIPX
BIIPX Risk / Return Rank: 9393
Overall Rank
BIIPX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BIIPX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BIIPX Omega Ratio Rank: 9292
Omega Ratio Rank
BIIPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
BIIPX Martin Ratio Rank: 9393
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.

WAIIX vs. BIIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Inflation Indexed Plus Bond Fund (WAIIX) and iShares Short-Term TIPS Bond Index Fund (BIIPX). 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.


WAIIXBIIPXDifference

Sharpe ratio

Return per unit of total volatility

0.67

1.81

-1.14

Sortino ratio

Return per unit of downside risk

0.93

3.21

-2.28

Omega ratio

Gain probability vs. loss probability

1.12

1.43

-0.31

Calmar ratio

Return relative to maximum drawdown

1.12

4.25

-3.13

Martin ratio

Return relative to average drawdown

3.97

11.88

-7.91

WAIIX vs. BIIPX - Sharpe Ratio Comparison

The current WAIIX Sharpe Ratio is 0.67, which is lower than the BIIPX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of WAIIX and BIIPX, 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


WAIIXBIIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.81

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.94

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

1.10

-0.46

Correlation

The correlation between WAIIX and BIIPX is 0.69, 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

WAIIX vs. BIIPX - Dividend Comparison

WAIIX's dividend yield for the trailing twelve months is around 3.33%, less than BIIPX's 3.57% yield.


TTM20252024202320222021202020192018201720162015
WAIIX
Western Asset Inflation Indexed Plus Bond Fund
3.33%4.12%3.44%2.80%6.69%12.25%1.38%2.18%2.82%2.03%1.30%0.37%
BIIPX
iShares Short-Term TIPS Bond Index Fund
3.57%4.64%4.30%2.65%4.56%4.39%1.58%2.27%2.74%1.89%0.00%0.00%

Drawdowns

WAIIX vs. BIIPX - Drawdown Comparison

The maximum WAIIX drawdown since its inception was -16.55%, which is greater than BIIPX's maximum drawdown of -6.46%. Use the drawdown chart below to compare losses from any high point for WAIIX and BIIPX.


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Drawdown Indicators


WAIIXBIIPXDifference

Max Drawdown

Largest peak-to-trough decline

-16.55%

-6.46%

-10.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.13%

-1.12%

-2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-15.99%

-6.46%

-9.53%

Max Drawdown (10Y)

Largest decline over 10 years

-15.99%

Current Drawdown

Current decline from peak

-3.48%

-0.51%

-2.97%

Average Drawdown

Average peak-to-trough decline

-3.83%

-1.09%

-2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.40%

+0.48%

Volatility

WAIIX vs. BIIPX - Volatility Comparison

Western Asset Inflation Indexed Plus Bond Fund (WAIIX) has a higher volatility of 1.49% compared to iShares Short-Term TIPS Bond Index Fund (BIIPX) at 0.57%. This indicates that WAIIX's price experiences larger fluctuations and is considered to be riskier than BIIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WAIIXBIIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

0.57%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

1.28%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

2.53%

+1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

3.07%

+3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.66%

2.63%

+3.03%