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WDI vs. IOBZX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDI vs. IOBZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Diversified Income Fund (WDI) and ICON FlexibleBondFund (IOBZX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WDI achieves a 2.49% return, which is significantly higher than IOBZX's 1.48% return.


WDI

1D
-0.07%
1M
0.67%
YTD
2.49%
6M
3.21%
1Y
3.74%
3Y*
12.83%
5Y*
10Y*

IOBZX

1D
0.12%
1M
0.72%
YTD
1.48%
6M
1.67%
1Y
5.01%
3Y*
6.41%
5Y*
3.74%
10Y*
4.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDI vs. IOBZX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WDI
Western Asset Diversified Income Fund
2.49%10.64%13.88%25.11%-23.30%-5.61%
IOBZX
ICON FlexibleBondFund
1.48%5.67%8.33%8.28%-5.63%1.11%

Correlation

The correlation between WDI and IOBZX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2021

0.41

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Return for Risk

WDI vs. IOBZX — Risk / Return Rank

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

WDI
WDI Risk / Return Rank: 66
Overall Rank
WDI Sharpe Ratio Rank: 66
Sharpe Ratio Rank
WDI Sortino Ratio Rank: 55
Sortino Ratio Rank
WDI Omega Ratio Rank: 55
Omega Ratio Rank
WDI Calmar Ratio Rank: 66
Calmar Ratio Rank
WDI Martin Ratio Rank: 66
Martin Ratio Rank

IOBZX
IOBZX Risk / Return Rank: 7474
Overall Rank
IOBZX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IOBZX Sortino Ratio Rank: 8383
Sortino Ratio Rank
IOBZX Omega Ratio Rank: 9090
Omega Ratio Rank
IOBZX Calmar Ratio Rank: 4848
Calmar Ratio Rank
IOBZX Martin Ratio Rank: 6161
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.

WDI vs. IOBZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Diversified Income Fund (WDI) and ICON FlexibleBondFund (IOBZX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WDIIOBZXDifference
Sharpe ratioReturn per unit of total volatility

-2.17

Sortino ratioReturn per unit of downside risk

-3.00

Omega ratioGain probability vs. loss probability

1.07

1.61

-0.54

Calmar ratioReturn relative to maximum drawdown

0.43

2.49

-2.07

Martin ratioReturn relative to average drawdown

1.05

11.26

-10.20

WDI vs. IOBZX - Sharpe Ratio Comparison

The current WDI Sharpe Ratio is 0.38, which is lower than the IOBZX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of WDI and IOBZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WDI vs. IOBZX - Drawdown Comparison

The maximum WDI drawdown since its inception was -32.45%, which is greater than IOBZX's maximum drawdown of -15.53%. Use the drawdown chart below to compare losses from any high point for WDI and IOBZX.


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Drawdown Indicators


WDIIOBZXDifference

Max Drawdown

Largest peak-to-trough decline

-32.45%

-15.53%

-16.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

-2.08%

-6.39%

Max Drawdown (3Y)

Largest decline over 3 years

-14.14%

-2.97%

-11.17%

Max Drawdown (5Y)

Largest decline over 5 years

-8.48%

Max Drawdown (10Y)

Largest decline over 10 years

-15.53%

Current Drawdown

Current decline from peak

-2.62%

0.00%

-2.62%

Average Drawdown

Average peak-to-trough decline

-10.35%

-1.28%

-9.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

0.46%

+2.97%

Volatility

WDI vs. IOBZX - Volatility Comparison

Western Asset Diversified Income Fund (WDI) has a higher volatility of 3.55% compared to ICON FlexibleBondFund (IOBZX) at 0.55%. This indicates that WDI's price experiences larger fluctuations and is considered to be riskier than IOBZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDIIOBZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

0.55%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

7.70%

1.64%

+6.06%

Volatility (1Y)

Calculated over the trailing 1-year period

9.43%

2.03%

+7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.95%

2.82%

+10.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.95%

3.70%

+9.25%

WDI vs. IOBZX - Expense Ratio Comparison

WDI has a 1.73% expense ratio, which is higher than IOBZX's 0.76% expense ratio.


Dividends

WDI vs. IOBZX - Dividend Comparison

WDI's dividend yield for the trailing twelve months is around 13.15%, more than IOBZX's 6.10% yield.


PositionTTM20252024202320222021202020192018201720162015
IOBZX
ICON FlexibleBondFund
6.10%6.74%6.71%5.65%5.22%4.90%4.03%4.67%4.18%4.07%3.58%4.00%
WDI
Western Asset Diversified Income Fund
13.15%13.98%12.32%11.45%11.40%3.19%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WDI and IOBZX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WDI has higher volatility (3.55%) compared to IOBZX (0.55%). In terms of maximum drawdown, WDI dropped -32.45% vs IOBZX's -15.53%.

IOBZX currently has the higher Sharpe Ratio (2.55 vs 0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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