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WATFX vs. EMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WATFX vs. EMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Core Bond Fund (WATFX) and ClearBridge Energy Midstream Opportunity Fund (EMO). The values are adjusted to include any dividend payments, if applicable.

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WATFX vs. EMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WATFX
Western Asset Core Bond Fund
-0.86%8.01%0.44%5.52%-17.32%-2.13%9.12%10.44%-0.62%5.21%
EMO
ClearBridge Energy Midstream Opportunity Fund
20.88%7.38%44.45%31.76%40.13%74.70%-64.47%19.60%-25.73%0.07%

Returns By Period

In the year-to-date period, WATFX achieves a -0.86% return, which is significantly lower than EMO's 20.88% return. Over the past 10 years, WATFX has underperformed EMO with an annualized return of 1.58%, while EMO has yielded a comparatively higher 9.52% annualized return.


WATFX

1D
0.47%
1M
-2.58%
YTD
-0.86%
6M
0.34%
1Y
4.10%
3Y*
3.12%
5Y*
-0.83%
10Y*
1.58%

EMO

1D
-0.92%
1M
2.78%
YTD
20.88%
6M
23.15%
1Y
19.30%
3Y*
34.99%
5Y*
33.19%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WATFX vs. EMO - Expense Ratio Comparison

WATFX has a 0.46% expense ratio, which is lower than EMO's 13.90% expense ratio.


Return for Risk

WATFX vs. EMO — Risk / Return Rank

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

WATFX
WATFX Risk / Return Rank: 5454
Overall Rank
WATFX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
WATFX Sortino Ratio Rank: 5353
Sortino Ratio Rank
WATFX Omega Ratio Rank: 3939
Omega Ratio Rank
WATFX Calmar Ratio Rank: 7373
Calmar Ratio Rank
WATFX Martin Ratio Rank: 5252
Martin Ratio Rank

EMO
EMO Risk / Return Rank: 4242
Overall Rank
EMO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EMO Sortino Ratio Rank: 4343
Sortino Ratio Rank
EMO Omega Ratio Rank: 4848
Omega Ratio Rank
EMO Calmar Ratio Rank: 4242
Calmar Ratio Rank
EMO Martin Ratio Rank: 3030
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.

WATFX vs. EMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Core Bond Fund (WATFX) and ClearBridge Energy Midstream Opportunity Fund (EMO). 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.


WATFXEMODifference

Sharpe ratio

Return per unit of total volatility

1.01

0.91

+0.10

Sortino ratio

Return per unit of downside risk

1.45

1.28

+0.17

Omega ratio

Gain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.69

1.07

+0.63

Martin ratio

Return relative to average drawdown

5.08

3.23

+1.85

WATFX vs. EMO - Sharpe Ratio Comparison

The current WATFX Sharpe Ratio is 1.01, which is comparable to the EMO Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of WATFX and EMO, 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


WATFXEMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.91

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

1.25

-1.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.23

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.12

+0.45

Correlation

The correlation between WATFX and EMO 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

WATFX vs. EMO - Dividend Comparison

WATFX's dividend yield for the trailing twelve months is around 3.86%, less than EMO's 8.11% yield.


TTM20252024202320222021202020192018201720162015
WATFX
Western Asset Core Bond Fund
3.86%4.15%4.48%3.35%2.39%2.05%3.90%3.62%2.92%2.34%2.51%2.74%
EMO
ClearBridge Energy Midstream Opportunity Fund
8.11%9.41%7.16%6.79%6.71%6.71%15.82%10.94%16.39%10.85%9.76%11.88%

Drawdowns

WATFX vs. EMO - Drawdown Comparison

The maximum WATFX drawdown since its inception was -23.69%, smaller than the maximum EMO drawdown of -95.06%. Use the drawdown chart below to compare losses from any high point for WATFX and EMO.


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Drawdown Indicators


WATFXEMODifference

Max Drawdown

Largest peak-to-trough decline

-23.69%

-95.06%

+71.37%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

-18.81%

+15.77%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-28.59%

+5.33%

Max Drawdown (10Y)

Largest decline over 10 years

-23.69%

-93.02%

+69.33%

Current Drawdown

Current decline from peak

-8.17%

-2.55%

-5.62%

Average Drawdown

Average peak-to-trough decline

-2.96%

-32.27%

+29.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

6.22%

-5.21%

Volatility

WATFX vs. EMO - Volatility Comparison

The current volatility for Western Asset Core Bond Fund (WATFX) is 1.58%, while ClearBridge Energy Midstream Opportunity Fund (EMO) has a volatility of 4.63%. This indicates that WATFX experiences smaller price fluctuations and is considered to be less risky than EMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WATFXEMODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

4.63%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

11.12%

-8.51%

Volatility (1Y)

Calculated over the trailing 1-year period

4.64%

21.39%

-16.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.80%

26.78%

-19.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

41.41%

-35.89%