WIW vs. SWRSX
Compare and contrast key facts about Western Asset Inflation-Linked Opportunities & Income Fund (WIW) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX).
SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006.
Performance
WIW vs. SWRSX - Performance Comparison
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WIW vs. SWRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | -0.00% | 6.84% | 1.95% | 3.80% | -12.01% | 5.83% | 10.88% | 8.38% | -1.32% | 2.69% |
Returns By Period
Over the past 10 years, WIW has outperformed SWRSX with an annualized return of 3.93%, while SWRSX has yielded a comparatively lower 2.53% 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%
SWRSX
- 1D
- -0.39%
- 1M
- -1.53%
- YTD
- -0.00%
- 6M
- -0.15%
- 1Y
- 2.51%
- 3Y*
- 3.00%
- 5Y*
- 1.29%
- 10Y*
- 2.53%
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WIW vs. SWRSX - Expense Ratio Comparison
Return for Risk
WIW vs. SWRSX — Risk / Return Rank
WIW
SWRSX
WIW vs. SWRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Asset Inflation-Linked Opportunities & Income Fund (WIW) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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.
| WIW | SWRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.63 | -0.02 |
Sortino ratioReturn per unit of downside risk | 0.87 | 0.88 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.12 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.11 | +0.14 |
Martin ratioReturn relative to average drawdown | 3.49 | 3.26 | +0.23 |
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
| WIW | SWRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.63 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.21 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.47 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.56 | -0.25 |
Correlation
The correlation between WIW and SWRSX is 0.37, 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. SWRSX - Dividend Comparison
WIW's dividend yield for the trailing twelve months is around 8.87%, more than SWRSX's 3.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.38% | 4.20% | 3.68% | 3.11% | 7.95% | 4.45% | 1.33% | 2.20% | 2.87% | 1.75% | 1.81% | 1.06% |
Drawdowns
WIW vs. SWRSX - Drawdown Comparison
The maximum WIW drawdown since its inception was -29.49%, which is greater than SWRSX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for WIW and SWRSX.
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Drawdown Indicators
| WIW | SWRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.49% | -14.29% | -15.20% |
Max Drawdown (1Y)Largest decline over 1 year | -4.55% | -2.68% | -1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -29.49% | -14.29% | -15.20% |
Max Drawdown (10Y)Largest decline over 10 years | -29.49% | -14.29% | -15.20% |
Current DrawdownCurrent decline from peak | -7.13% | -1.71% | -5.42% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -3.75% | -4.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 0.91% | +0.71% |
Volatility
WIW vs. SWRSX - Volatility Comparison
Western Asset Inflation-Linked Opportunities & Income Fund (WIW) has a higher volatility of 2.37% compared to Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) at 1.33%. This indicates that WIW's price experiences larger fluctuations and is considered to be riskier than SWRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WIW | SWRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 1.33% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 4.91% | 2.20% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.12% | 4.01% | +4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.27% | 6.05% | +4.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.01% | 5.39% | +4.62% |