Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGVAX (WESTERN ASSET MORTGAGE BACKED SECURITIES FUND CLASS A) | 0.11% | 5.82% | 4.35% | 0.07% | 1.46% | 2.36% | 3.35% | … | … |
Data as of 06/08/2026, Common starting date is 11/25/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGVAX (WESTERN ASSET MORTGAGE BACKED SECURITIES FUND CLASS A) | 11/25/1992 | 06/08/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.60 | 5.82 | 4.35 | 0.07 | 1.46 | 2.36 | 3.35 | … | … | 0.11 | 7.70 | 3.11 | 3.90 | -13.81 | 0.78 | 2.26 | 6.01 | 2.03 | 4.70 | 1.06 | 2.00 | 6.47 | 1.72 | 7.78 | 6.24 | 9.18 | 8.78 | 0.40 | 4.14 | 4.03 | 2.40 | 3.64 | 1.85 | 9.92 | 5.64 | 11.66 | -4.96 | 8.16 | 11.24 | 1.76 | 13.25 | -2.69 | 10.88 | 1.99 |
| Sharpe Ratio | NA | 0.52 | 0.18 | -0.37 | -0.04 | NA | NA | … | … | -0.49 | 0.93 | -0.08 | 0.03 | -1.92 | 0.33 | 0.53 | 1.69 | 0.22 | 1.30 | 0.35 | 0.65 | 2.38 | 0.55 | 1.96 | 2.49 | 3.03 | 2.50 | -0.09 | 0.28 | 0.19 | 0.05 | 0.75 | 0.28 | 2.23 | 0.68 | 1.72 | -1.57 | 0.95 | 1.32 | -0.28 | 1.87 | -0.96 | 1.82 | 5.80 |
| Standard Deviation(%) | NA | 4.34 | 6.21 | 6.63 | 5.15 | NA | NA | … | … | 4.57 | 5.20 | 6.05 | 9.00 | 7.95 | 2.31 | 3.79 | 2.68 | 2.99 | 3.12 | 2.39 | 3.04 | 2.71 | 3.06 | 3.98 | 2.50 | 3.00 | 3.47 | 6.28 | 3.56 | 3.22 | 2.81 | 3.52 | 4.02 | 3.94 | 4.79 | 4.33 | 5.29 | 4.91 | 5.68 | 6.65 | 4.97 | 6.01 | 4.77 | 3.54 |
| Draw Down(%) | NA | 2.94 | 7.97 | 19.90 | 19.90 | NA | NA | … | … | 2.94 | 3.22 | 3.95 | 10.47 | 17.34 | 1.44 | 7.39 | 1.17 | 1.85 | 1.50 | 3.13 | 1.72 | 1.22 | 2.99 | 1.74 | 1.55 | 1.98 | 1.82 | 3.81 | 3.01 | 2.55 | 2.25 | 3.88 | 4.95 | 2.07 | 4.43 | 3.55 | 7.15 | 3.85 | 3.58 | 5.89 | 2.19 | 6.73 | 2.83 | 0.52 |
| Yield(%) | 0.00 | 4.67 | 4.59 | 3.50 | 3.60 | 3.76 | 4.15 | … | … | 1.67 | 4.96 | 4.61 | 4.31 | 3.27 | 2.61 | 3.35 | 4.46 | 5.24 | 3.81 | 3.50 | 3.56 | 4.13 | 3.74 | 4.32 | 4.05 | 3.57 | 3.27 | 3.62 | 4.84 | 4.61 | 3.68 | 3.78 | 3.74 | 3.96 | 4.73 | 6.16 | 4.97 | 5.63 | 6.47 | 6.13 | 6.18 | 5.74 | 7.36 | 1.04 |
Data as of 06/08/2026, Common starting date is 11/25/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGVAX (WESTERN ASSET MORTGAGE BACKED SECURITIES FUND CLASS A) |
-5.90%
Oct 2020 – Oct 2023 |
-1.73%
Oct 2018 – Oct 2023 |
0.37%
Oct 2013 – Oct 2023 |
2.45%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGVAX (WESTERN ASSET MORTGAGE BACKED SECURITIES FUND CLASS A) |
9.34%
May 2000 – May 2003 |
7.32%
Aug 1996 – Aug 2001 |
6.31%
Dec 1992 – Dec 2002 |
5.80%
Aug 1996 – Aug 2011 |
Annualized Rolling Returns Comparison Chart