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 | +1.15% | -2.23% | -9.06% | -14.54% | -18.37% | -18.58% | -5.79% | -12.17% | -5.89% | -4.24% |
| Market-price total return | +1.15% | -0.99% | -5.68% | -8.33% | -9.56% | -6.92% | +6.41% | -2.07% | +3.11% | +4.35% |
| NAV return | 0.00% | -4.39% | -7.68% | -11.51% | -13.05% | -14.40% | -5.10% | -10.52% | -5.83% | -3.49% |
| NAV total return | 0.00% | -3.30% | -4.57% | -5.58% | -4.33% | -2.93% | +6.62% | -0.68% | +2.69% | +4.63% |
Performance through Oct 14, 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 | 0.09% | 0.05% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.10% | 0.06% | as above |
| Volatility, 5 years | 0.12% | 0.07% | as above |
| Maximum drawdown, 3 years | -13.19% | -7.58% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.23 | 0.35 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.32 | 0.51 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.56 | — | AOR (60/40 allocation ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.52 | — | as above |
| Observations (3y) | 751 | — | 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 Corporate Opportunity 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.