WIA vs. LIFAX
WIA (Western Asset Inflation-Linked Income Fund) and LIFAX (Lord Abbett Inflation Focused Fund Class A) are both Inflation-Protected Bonds funds. Over the past 10 years, WIA returned 3.70%/yr vs 3.77%/yr for LIFAX. At a 0.21 correlation, their price movements are largely independent. WIA charges 4.00%/yr vs 0.79%/yr for LIFAX.
Performance
WIA vs. LIFAX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with WIA having a 0.98% return and LIFAX slightly higher at 1.00%. Both investments have delivered pretty close results over the past 10 years, with WIA having a 3.70% annualized return and LIFAX not far ahead at 3.77%.
WIA
- 1D
- -0.25%
- 1M
- 0.12%
- YTD
- 0.98%
- 6M
- 1.68%
- 1Y
- 5.50%
- 3Y*
- 6.89%
- 5Y*
- -0.27%
- 10Y*
- 3.70%
LIFAX
- 1D
- 0.09%
- 1M
- -0.15%
- YTD
- 1.00%
- 6M
- 1.38%
- 1Y
- 4.20%
- 3Y*
- 4.91%
- 5Y*
- 3.12%
- 10Y*
- 3.77%
WIA vs. LIFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WIA Western Asset Inflation-Linked Income Fund | 0.98% | 11.43% | 6.08% | 5.04% | -25.85% | 7.70% | 19.35% | 18.98% | -6.83% | 6.41% |
LIFAX Lord Abbett Inflation Focused Fund Class A | 1.00% | 7.03% | 4.53% | 3.76% | -5.57% | 10.29% | 5.94% | 4.87% | -1.27% | 1.34% |
Correlation
The correlation between WIA and LIFAX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2011 | 0.21 |
The correlation between WIA and LIFAX shifts across timeframes, from 0.21 (all time) to 0.41 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
WIA vs. LIFAX — Risk / Return Rank
WIA
LIFAX
WIA vs. LIFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Asset Inflation-Linked Income Fund (WIA) and Lord Abbett Inflation Focused Fund Class A (LIFAX). 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.
| WIA | LIFAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.40 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | 3.72 | -2.32 |
| Martin ratioReturn relative to average drawdown | 3.81 | 14.44 | -10.62 |
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Drawdowns
WIA vs. LIFAX - Drawdown Comparison
The maximum WIA drawdown since its inception was -30.36%, which is greater than LIFAX's maximum drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for WIA and LIFAX.
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Drawdown Indicators
| WIA | LIFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.36% | -18.15% | -12.21% |
Max Drawdown (1Y)Largest decline over 1 year | -3.95% | -1.18% | -2.77% |
Max Drawdown (3Y)Largest decline over 3 years | -8.13% | -2.03% | -6.10% |
Max Drawdown (5Y)Largest decline over 5 years | -30.36% | -8.56% | -21.80% |
Max Drawdown (10Y)Largest decline over 10 years | -30.36% | -18.05% | -12.31% |
Current DrawdownCurrent decline from peak | -7.93% | -0.93% | -7.00% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -3.50% | -5.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 0.30% | +1.14% |
Volatility
WIA vs. LIFAX - Volatility Comparison
Western Asset Inflation-Linked Income Fund (WIA) has a higher volatility of 1.08% compared to Lord Abbett Inflation Focused Fund Class A (LIFAX) at 0.95%. This indicates that WIA's price experiences larger fluctuations and is considered to be riskier than LIFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WIA | LIFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 0.95% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 3.79% | 1.77% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.92% | 2.37% | +3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.73% | 3.98% | +5.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.59% | 4.53% | +6.06% |
WIA vs. LIFAX - Expense Ratio Comparison
WIA has a 4.00% expense ratio, which is higher than LIFAX's 0.79% expense ratio.
Dividends
WIA vs. LIFAX - Dividend Comparison
WIA's dividend yield for the trailing twelve months is around 7.71%, more than LIFAX's 4.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LIFAX Lord Abbett Inflation Focused Fund Class A | 4.76% | 4.74% | 4.00% | 3.69% | 2.60% | 2.35% | 3.59% | 3.95% | 3.95% | 3.76% | 4.32% | 4.21% |
WIA Western Asset Inflation-Linked Income Fund | 7.71% | 7.50% | 7.50% | 11.08% | 15.23% | 10.65% | 5.71% | 3.41% | 3.91% | 3.43% | 3.34% | 3.63% |
Frequently Asked Questions
WIA and LIFAX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WIA has higher volatility (1.08%) compared to LIFAX (0.95%). In terms of maximum drawdown, WIA dropped -30.36% vs LIFAX's -18.15%.
LIFAX currently has the higher Sharpe Ratio (1.85 vs 0.93), 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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