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 | +0.44% | -2.32% | -5.56% | -7.25% | -8.73% | -10.32% | +0.83% | -6.00% | -2.41% | -1.41% |
| Market-price total return | +0.44% | -1.87% | -4.28% | -4.77% | -5.50% | -5.56% | +6.03% | -1.37% | +2.21% | +3.99% |
| NAV return | +0.16% | -1.57% | -3.92% | -5.37% | -5.51% | -6.92% | +1.14% | -4.57% | -1.75% | -0.57% |
| NAV total return | +0.16% | -1.16% | -2.73% | -3.04% | -2.42% | -2.34% | +6.04% | -0.15% | +2.70% | +5.06% |
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 | 0.07% | 0.04% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.10% | 0.05% | as above |
| Volatility, 5 years | 0.11% | 0.06% | as above |
| Maximum drawdown, 3 years | -10.11% | -4.50% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.21 | 0.32 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.30 | 0.46 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.83 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.42 | — | 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 Investment Grade 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.