WHGHX vs. XILSX

Last updated Apr 1, 2026

Compare and contrast key facts about Westwood High Income Fund (WHGHX) and Pioneer ILS Interval Fund (XILSX).

WHGHX is managed by Westwood. It was launched on Dec 28, 2011. XILSX is managed by Amundi. It was launched on Dec 16, 2014.

Performance

WHGHX vs. XILSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Westwood High Income Fund (WHGHX) and Pioneer ILS Interval Fund (XILSX). The values are adjusted to include any dividend payments, if applicable.

WHGHX vs. XILSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WHGHX Westwood High Income Fund	-1.47%	9.60%	9.73%	11.53%	-11.10%	7.24%	14.89%	9.45%	0.36%	3.48%
XILSX Pioneer ILS Interval Fund	5.18%	18.70%	18.93%	18.65%	1.23%	-1.10%	7.37%	2.60%	-2.11%	-8.83%

Returns By Period

In the year-to-date period, WHGHX achieves a -1.47% return, which is significantly lower than XILSX's 5.18% return.

WHGHX

• 1D: 0.13%
• 1M: -3.37%
• YTD: -1.47%
• 6M: 0.20%
• 1Y: 7.16%
• 3Y*: 8.66%
• 5Y*: 4.26%
• 10Y*: 5.83%

XILSX

• 1D: 0.00%
• 1M: 1.50%
• YTD: 5.18%
• 6M: 11.15%
• 1Y: 25.12%
• 3Y*: 19.56%
• 5Y*: 11.91%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WHGHX vs. XILSX - Expense Ratio Comparison

WHGHX has a 0.80% expense ratio, which is lower than XILSX's 1.88% expense ratio.

XILSX

Pioneer ILS Interval Fund

WHGHX

Westwood High Income Fund

Return for Risk

WHGHX vs. XILSX — Risk / Return Rank

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

WHGHX

WHGHX Risk / Return Rank: 60
WHGHX Sharpe Ratio Rank: 67
WHGHX Sortino Ratio Rank: 55
WHGHX Omega Ratio Rank: 71
WHGHX Calmar Ratio Rank: 54
WHGHX Martin Ratio Rank: 55

XILSX

XILSX Risk / Return Rank: 100
XILSX Sharpe Ratio Rank: 100
XILSX Sortino Ratio Rank: 100
XILSX Omega Ratio Rank: 100
XILSX Calmar Ratio Rank: 100
XILSX Martin Ratio Rank: 100

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.

WHGHX vs. XILSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westwood High Income Fund (WHGHX) and Pioneer ILS Interval Fund (XILSX). 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.

	WHGHX	XILSX	Difference
Sharpe ratio Return per unit of total volatility	1.19	8.38	-7.19
Sortino ratio Return per unit of downside risk	1.49	71.70	-70.22
Omega ratio Gain probability vs. loss probability	1.27	31.20	-29.94
Calmar ratio Return relative to maximum drawdown	1.31	120.30	-118.99
Martin ratio Return relative to average drawdown	5.35	749.82	-744.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WHGHX vs. XILSX - Sharpe Ratio Comparison

The current WHGHX Sharpe Ratio is 1.19, which is lower than the XILSX Sharpe Ratio of 8.38. The chart below compares the historical Sharpe Ratios of WHGHX and XILSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WHGHX	XILSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	8.38	-7.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	3.19	-2.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.99	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	1.58	-0.64

Correlation

The correlation between WHGHX and XILSX 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

WHGHX vs. XILSX - Dividend Comparison

WHGHX's dividend yield for the trailing twelve months is around 6.29%, less than XILSX's 9.04% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WHGHX Westwood High Income Fund	6.29%	6.27%	5.81%	5.23%	4.79%	3.45%	3.54%	4.39%	4.79%	4.58%	4.07%	4.60%
XILSX Pioneer ILS Interval Fund	9.04%	9.51%	13.06%	12.82%	2.68%	2.04%	5.20%	6.63%	6.40%	0.00%	0.00%	0.00%

Drawdowns

WHGHX vs. XILSX - Drawdown Comparison

The maximum WHGHX drawdown since its inception was -18.11%, which is greater than XILSX's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for WHGHX and XILSX.

Drawdown Indicators

	WHGHX	XILSX	Difference
Max Drawdown Largest peak-to-trough decline	-18.11%	-14.53%	-3.58%
Max Drawdown (1Y) Largest decline over 1 year	-5.56%	-0.21%	-5.35%
Max Drawdown (5Y) Largest decline over 5 years	-15.88%	-6.27%	-9.61%
Max Drawdown (10Y) Largest decline over 10 years	-18.11%	—	—
Current Drawdown Current decline from peak	-3.53%	0.00%	-3.53%
Average Drawdown Average peak-to-trough decline	-1.93%	-5.00%	+3.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.36%	0.03%	+1.33%

Volatility

WHGHX vs. XILSX - Volatility Comparison

Westwood High Income Fund (WHGHX) has a higher volatility of 1.96% compared to Pioneer ILS Interval Fund (XILSX) at 0.73%. This indicates that WHGHX's price experiences larger fluctuations and is considered to be riskier than XILSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WHGHX	XILSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.96%	0.73%	+1.23%
Volatility (6M) Calculated over the trailing 6-month period	3.12%	2.18%	+0.94%
Volatility (1Y) Calculated over the trailing 1-year period	6.13%	3.04%	+3.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.27%	3.75%	+2.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.90%	3.95%	+1.95%