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WIW vs. EARRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WIW vs. EARRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Inflation-Linked Opportunities & Income Fund (WIW) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX). The values are adjusted to include any dividend payments, if applicable.

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WIW vs. EARRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WIW
Western Asset Inflation-Linked Opportunities & Income Fund
0.67%13.17%3.83%5.10%-25.30%17.66%11.46%18.27%-7.57%6.46%
EARRX
Eaton Vance Short Duration Inflation-Protected Income Fund Class A
0.28%5.46%5.39%5.95%-3.22%7.50%5.05%5.29%-0.49%1.81%

Returns By Period

In the year-to-date period, WIW achieves a 0.67% return, which is significantly higher than EARRX's 0.28% return. Over the past 10 years, WIW has outperformed EARRX with an annualized return of 3.93%, while EARRX has yielded a comparatively lower 3.60% annualized return.


WIW

1D
1.20%
1M
-2.15%
YTD
0.67%
6M
-0.63%
1Y
4.94%
3Y*
6.53%
5Y*
1.95%
10Y*
3.93%

EARRX

1D
0.18%
1M
-0.21%
YTD
0.28%
6M
0.32%
1Y
2.98%
3Y*
4.81%
5Y*
3.78%
10Y*
3.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WIW vs. EARRX - Expense Ratio Comparison


Return for Risk

WIW vs. EARRX — Risk / Return Rank

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

WIW
WIW Risk / Return Rank: 2929
Overall Rank
WIW Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
WIW Sortino Ratio Rank: 2020
Sortino Ratio Rank
WIW Omega Ratio Rank: 1919
Omega Ratio Rank
WIW Calmar Ratio Rank: 5050
Calmar Ratio Rank
WIW Martin Ratio Rank: 3232
Martin Ratio Rank

EARRX
EARRX Risk / Return Rank: 8888
Overall Rank
EARRX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EARRX Sortino Ratio Rank: 8686
Sortino Ratio Rank
EARRX Omega Ratio Rank: 8686
Omega Ratio Rank
EARRX Calmar Ratio Rank: 9292
Calmar Ratio Rank
EARRX Martin Ratio Rank: 9494
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.

WIW vs. EARRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Inflation-Linked Opportunities & Income Fund (WIW) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX). 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.


WIWEARRXDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.60

-0.99

Sortino ratio

Return per unit of downside risk

0.87

2.29

-1.41

Omega ratio

Gain probability vs. loss probability

1.12

1.36

-0.24

Calmar ratio

Return relative to maximum drawdown

1.25

2.76

-1.52

Martin ratio

Return relative to average drawdown

3.49

12.19

-8.70

WIW vs. EARRX - Sharpe Ratio Comparison

The current WIW Sharpe Ratio is 0.61, which is lower than the EARRX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of WIW and EARRX, 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


WIWEARRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.60

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

1.37

-1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

1.33

-0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

1.04

-0.73

Correlation

The correlation between WIW and EARRX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WIW vs. EARRX - Dividend Comparison

WIW's dividend yield for the trailing twelve months is around 8.87%, more than EARRX's 3.87% yield.


TTM20252024202320222021202020192018201720162015
WIW
Western Asset Inflation-Linked Opportunities & Income Fund
8.87%8.68%8.78%10.38%11.81%6.93%3.20%3.74%4.26%3.70%3.61%3.91%
EARRX
Eaton Vance Short Duration Inflation-Protected Income Fund Class A
3.87%4.36%3.83%4.24%4.82%3.32%2.02%2.46%2.67%1.90%2.00%1.73%

Drawdowns

WIW vs. EARRX - Drawdown Comparison

The maximum WIW drawdown since its inception was -29.49%, which is greater than EARRX's maximum drawdown of -10.27%. Use the drawdown chart below to compare losses from any high point for WIW and EARRX.


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Drawdown Indicators


WIWEARRXDifference

Max Drawdown

Largest peak-to-trough decline

-29.49%

-10.27%

-19.22%

Max Drawdown (1Y)

Largest decline over 1 year

-4.55%

-1.18%

-3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-29.49%

-6.39%

-23.10%

Max Drawdown (10Y)

Largest decline over 10 years

-29.49%

-10.27%

-19.22%

Current Drawdown

Current decline from peak

-7.13%

-0.51%

-6.62%

Average Drawdown

Average peak-to-trough decline

-7.99%

-1.09%

-6.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

0.27%

+1.35%

Volatility

WIW vs. EARRX - Volatility Comparison

Western Asset Inflation-Linked Opportunities & Income Fund (WIW) has a higher volatility of 2.37% compared to Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) at 0.58%. This indicates that WIW's price experiences larger fluctuations and is considered to be riskier than EARRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WIWEARRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

0.58%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

4.91%

1.05%

+3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

8.12%

1.87%

+6.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.27%

2.78%

+7.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.01%

2.71%

+7.30%