Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XDMOX (Western Asset Mortgage Defined Opportunities Fund Inc) | 2.52% | 8.74% | 10.98% | 5.69% | 3.33% | 3.94% | NA | … | … |
Data as of 06/08/2026, Common starting date is 03/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XDMOX (Western Asset Mortgage Defined Opportunities Fund Inc) | 03/05/2010 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.18 | 8.74 | 10.98 | 5.69 | 3.33 | 3.94 | NA | … | … | 2.52 | 10.58 | 13.07 | 9.97 | -13.18 | 12.44 | -14.68 | 7.85 | 5.41 | 8.48 | -9.09 | -7.40 | 17.40 | 10.02 | 31.16 | -13.51 | 14.60 |
| Sharpe Ratio | NA | 3.25 | 2.86 | 0.96 | 0.23 | NA | NA | … | … | 1.82 | 3.31 | 3.14 | 1.90 | -3.66 | 3.43 | -0.71 | 1.84 | 1.58 | 1.80 | -0.77 | -1.58 | 5.90 | 1.48 | 4.77 | -1.96 | 3.10 |
| Standard Deviation(%) | NA | 1.84 | 2.72 | 3.31 | 7.46 | NA | NA | … | … | 1.91 | 2.33 | 3.01 | 3.35 | 4.01 | 3.62 | 21.05 | 3.46 | 2.56 | 4.37 | 12.04 | 4.70 | 2.95 | 6.73 | 6.58 | 6.92 | 5.73 |
| Draw Down(%) | NA | 1.45 | 2.80 | 14.36 | 40.54 | NA | NA | … | … | 1.45 | 2.80 | 1.06 | 2.31 | 14.10 | 1.70 | 40.54 | 1.49 | 1.65 | 1.44 | 15.27 | 9.68 | 1.46 | 10.94 | 2.49 | 18.45 | 5.32 |
| Yield(%) | 0.00 | 12.63 | 12.30 | 9.30 | 6.79 | 6.48 | 5.57 | … | … | 5.13 | 12.87 | 12.65 | 10.53 | 8.08 | 9.05 | 7.98 | 6.63 | 14.57 | 5.67 | 0.00 | 0.65 | 12.94 | 10.09 | 5.53 | 0.00 | 0.00 |
Data as of 06/08/2026, Common starting date is 03/05/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XDMOX (Western Asset Mortgage Defined Opportunities Fund Inc) |
-7.30%
Mar 2017 – Mar 2020 |
-7.64%
Mar 2015 – Mar 2020 |
0.04%
May 2013 – May 2023 |
3.59%
Jan 2011 – Jan 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XDMOX (Western Asset Mortgage Defined Opportunities Fund Inc) |
19.21%
Dec 2011 – Dec 2014 |
10.84%
May 2010 – May 2015 |
5.37%
Dec 2011 – Dec 2021 |
4.17%
Jul 2010 – Jul 2025 |
Annualized Rolling Returns Comparison Chart