WIW vs. VTSPX
Compare and contrast key facts about Western Asset Inflation-Linked Opportunities & Income Fund (WIW) and Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX).
VTSPX is managed by Vanguard. It was launched on Oct 17, 2012.
Performance
WIW vs. VTSPX - Performance Comparison
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WIW vs. VTSPX - 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% |
VTSPX Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares | 0.97% | 6.06% | 4.75% | 4.61% | -2.82% | 5.32% | 4.99% | 4.82% | 0.59% | 0.83% |
Returns By Period
In the year-to-date period, WIW achieves a 0.67% return, which is significantly lower than VTSPX's 0.97% return. Over the past 10 years, WIW has outperformed VTSPX with an annualized return of 3.93%, while VTSPX has yielded a comparatively lower 3.08% 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%
VTSPX
- 1D
- 0.00%
- 1M
- 0.12%
- YTD
- 0.97%
- 6M
- 1.24%
- 1Y
- 3.88%
- 3Y*
- 4.69%
- 5Y*
- 3.49%
- 10Y*
- 3.08%
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WIW vs. VTSPX - Expense Ratio Comparison
Return for Risk
WIW vs. VTSPX — Risk / Return Rank
WIW
VTSPX
WIW vs. VTSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Asset Inflation-Linked Opportunities & Income Fund (WIW) and Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX). 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 | VTSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 2.22 | -1.61 |
Sortino ratioReturn per unit of downside risk | 0.87 | 3.38 | -2.50 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.49 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 4.46 | -3.22 |
Martin ratioReturn relative to average drawdown | 3.49 | 13.99 | -10.50 |
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 | VTSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 2.22 | -1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 1.32 | -1.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 1.39 | -0.99 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 1.05 | -0.74 |
Correlation
The correlation between WIW and VTSPX is 0.38, 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. VTSPX - Dividend Comparison
WIW's dividend yield for the trailing twelve months is around 8.87%, more than VTSPX's 3.58% 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% |
VTSPX Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares | 3.58% | 3.81% | 2.70% | 2.86% | 6.84% | 4.69% | 1.21% | 1.96% | 2.47% | 1.52% | 0.80% | 0.00% |
Drawdowns
WIW vs. VTSPX - Drawdown Comparison
The maximum WIW drawdown since its inception was -29.49%, which is greater than VTSPX's maximum drawdown of -5.35%. Use the drawdown chart below to compare losses from any high point for WIW and VTSPX.
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Drawdown Indicators
| WIW | VTSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.49% | -5.35% | -24.14% |
Max Drawdown (1Y)Largest decline over 1 year | -4.55% | -0.92% | -3.63% |
Max Drawdown (5Y)Largest decline over 5 years | -29.49% | -5.35% | -24.14% |
Max Drawdown (10Y)Largest decline over 10 years | -29.49% | -5.35% | -24.14% |
Current DrawdownCurrent decline from peak | -7.13% | -0.28% | -6.85% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -1.02% | -6.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 0.29% | +1.33% |
Volatility
WIW vs. VTSPX - Volatility Comparison
Western Asset Inflation-Linked Opportunities & Income Fund (WIW) has a higher volatility of 2.37% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX) at 0.59%. This indicates that WIW's price experiences larger fluctuations and is considered to be riskier than VTSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WIW | VTSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 0.59% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 4.91% | 0.96% | +3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.12% | 1.78% | +6.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.27% | 2.67% | +7.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.01% | 2.23% | +7.78% |