WATIX vs. QDVBX
Compare and contrast key facts about Western Asset Intermediate Bond Fund (WATIX) and Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans (QDVBX).
WATIX is managed by Franklin Templeton. It was launched on Jul 1, 1994. QDVBX is managed by T. Rowe Price. It was launched on Dec 13, 2019.
Performance
WATIX vs. QDVBX - Performance Comparison
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WATIX vs. QDVBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WATIX Western Asset Intermediate Bond Fund | -0.56% | 7.35% | 2.10% | 5.54% | -11.83% | -2.15% | 7.33% | 0.30% |
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, WATIX achieves a -0.56% return, which is significantly lower than QDVBX's -0.11% return.
WATIX
- 1D
- 0.41%
- 1M
- -1.91%
- YTD
- -0.56%
- 6M
- 0.52%
- 1Y
- 4.21%
- 3Y*
- 3.78%
- 5Y*
- 0.35%
- 10Y*
- 1.92%
QDVBX
- 1D
- 0.57%
- 1M
- -1.89%
- YTD
- -0.11%
- 6M
- 1.10%
- 1Y
- 4.45%
- 3Y*
- 4.12%
- 5Y*
- 0.30%
- 10Y*
- —
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WATIX vs. QDVBX - Expense Ratio Comparison
WATIX has a 0.56% expense ratio, which is higher than QDVBX's 0.04% expense ratio.
Return for Risk
WATIX vs. QDVBX — Risk / Return Rank
WATIX
QDVBX
WATIX vs. QDVBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Asset Intermediate Bond Fund (WATIX) 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.
| WATIX | QDVBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 1.04 | +0.44 |
Sortino ratioReturn per unit of downside risk | 2.28 | 1.52 | +0.76 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.19 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.99 | +0.12 |
Martin ratioReturn relative to average drawdown | 8.57 | 5.75 | +2.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WATIX | QDVBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.04 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.05 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.14 | +0.83 |
Correlation
The correlation between WATIX and QDVBX is 0.84, 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
WATIX vs. QDVBX - Dividend Comparison
WATIX's dividend yield for the trailing twelve months is around 3.64%, more than QDVBX's 3.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WATIX Western Asset Intermediate Bond Fund | 3.64% | 3.86% | 3.02% | 3.04% | 2.11% | 1.88% | 4.88% | 3.23% | 2.80% | 2.37% | 4.30% | 3.18% |
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
WATIX vs. QDVBX - Drawdown Comparison
The maximum WATIX drawdown since its inception was -16.72%, smaller than the maximum QDVBX drawdown of -19.86%. Use the drawdown chart below to compare losses from any high point for WATIX and QDVBX.
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Drawdown Indicators
| WATIX | QDVBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.72% | -19.86% | +3.14% |
Max Drawdown (1Y)Largest decline over 1 year | -2.41% | -2.60% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -16.35% | -19.86% | +3.51% |
Max Drawdown (10Y)Largest decline over 10 years | -16.72% | — | — |
Current DrawdownCurrent decline from peak | -1.91% | -2.20% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -1.78% | -6.80% | +5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 0.90% | -0.31% |
Volatility
WATIX vs. QDVBX - Volatility Comparison
The current volatility for Western Asset Intermediate Bond Fund (WATIX) is 1.15%, while Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans (QDVBX) has a volatility of 1.48%. This indicates that WATIX experiences smaller price fluctuations and is considered to be less risky 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
| WATIX | QDVBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 1.48% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 2.04% | 2.54% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.23% | 4.41% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.49% | 6.59% | -2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.79% | 6.29% | -2.50% |