Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | 0.00% | -3.43% | -10.23% | -13.99% | -16.54% | -16.67% | -5.49% | -12.33% | -6.10% | -4.36% |
| Market-price total return | 0.00% | -2.18% | -6.85% | -7.57% | -7.27% | -4.31% | +7.38% | -1.26% | +3.87% | +5.67% |
| NAV return | -0.50% | -4.14% | -7.53% | -9.47% | -10.28% | -11.99% | -4.90% | -10.64% | -6.05% | -3.66% |
| NAV total return | -0.50% | -3.06% | -4.41% | -3.38% | -1.18% | -0.00% | +7.36% | +0.01% | +3.21% | +5.24% |
Performance through Oct 15, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.10% | 0.04% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.11% | 0.05% | as above |
| Volatility, 5 years | 0.14% | 0.07% | as above |
| Maximum drawdown, 3 years | -10.90% | -7.10% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.35 | 0.51 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.49 | 0.75 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.77 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.35 | — | as above |
| Observations (3y) | 752 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for Western Asset Global High Income Fund Inc.. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.