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WATFX vs. QDVBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WATFX vs. QDVBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Core Bond Fund (WATFX) and Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans (QDVBX). The values are adjusted to include any dividend payments, if applicable.

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WATFX vs. QDVBX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WATFX
Western Asset Core Bond Fund
-0.86%8.01%0.44%5.52%-17.32%-2.13%9.12%0.15%
QDVBX
Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans
-0.11%7.64%1.62%6.37%-14.31%-0.37%6.70%-0.10%

Returns By Period

In the year-to-date period, WATFX achieves a -0.86% return, which is significantly lower than QDVBX's -0.11% 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%

QDVBX

1D
0.57%
1M
-1.89%
YTD
-0.11%
6M
1.10%
1Y
4.45%
3Y*
4.12%
5Y*
0.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WATFX vs. QDVBX - Expense Ratio Comparison

WATFX has a 0.46% expense ratio, which is higher than QDVBX's 0.04% expense ratio.


Return for Risk

WATFX vs. QDVBX — 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

QDVBX
QDVBX Risk / Return Rank: 5959
Overall Rank
QDVBX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QDVBX Sortino Ratio Rank: 5757
Sortino Ratio Rank
QDVBX Omega Ratio Rank: 4141
Omega Ratio Rank
QDVBX Calmar Ratio Rank: 8282
Calmar Ratio Rank
QDVBX Martin Ratio Rank: 6060
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. QDVBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Core Bond Fund (WATFX) and Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans (QDVBX). 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.


WATFXQDVBXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.04

-0.03

Sortino ratio

Return per unit of downside risk

1.45

1.52

-0.07

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.69

1.99

-0.30

Martin ratio

Return relative to average drawdown

5.08

5.75

-0.67

WATFX vs. QDVBX - Sharpe Ratio Comparison

The current WATFX Sharpe Ratio is 1.01, which is comparable to the QDVBX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of WATFX and QDVBX, 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


WATFXQDVBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.04

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.05

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.14

+0.42

Correlation

The correlation between WATFX and QDVBX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WATFX vs. QDVBX - Dividend Comparison

WATFX's dividend yield for the trailing twelve months is around 3.86%, more than QDVBX's 3.51% 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%
QDVBX
Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans
3.51%3.51%3.52%3.66%2.56%1.70%3.28%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WATFX vs. QDVBX - Drawdown Comparison

The maximum WATFX drawdown since its inception was -23.69%, which is greater than QDVBX's maximum drawdown of -19.86%. Use the drawdown chart below to compare losses from any high point for WATFX and QDVBX.


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Drawdown Indicators


WATFXQDVBXDifference

Max Drawdown

Largest peak-to-trough decline

-23.69%

-19.86%

-3.83%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

-2.60%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-19.86%

-3.40%

Max Drawdown (10Y)

Largest decline over 10 years

-23.69%

Current Drawdown

Current decline from peak

-8.17%

-2.20%

-5.97%

Average Drawdown

Average peak-to-trough decline

-2.96%

-6.80%

+3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.90%

+0.11%

Volatility

WATFX vs. QDVBX - Volatility Comparison

Western Asset Core Bond Fund (WATFX) has a higher volatility of 1.58% compared to Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans (QDVBX) at 1.48%. This indicates that WATFX's price experiences larger fluctuations and is considered to be riskier than QDVBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WATFXQDVBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

1.48%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

2.54%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.64%

4.41%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.80%

6.59%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

6.29%

-0.77%