Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | -1.63% | -5.89% | -15.38% | -16.97% | -16.73% | -22.24% | -3.70% | -10.25% | — | -9.92% |
| Market-price total return | -1.63% | -4.72% | -12.35% | -11.13% | -8.92% | -11.32% | +9.04% | +0.78% | — | +0.71% |
| NAV return | -0.22% | -3.19% | -5.65% | -7.29% | -8.43% | -11.05% | -3.24% | -7.66% | — | -7.33% |
| NAV total return | -0.22% | -2.13% | -2.57% | -1.23% | -0.42% | +0.67% | +8.89% | +2.86% | — | +2.85% |
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 | 0.10% | 0.04% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.11% | 0.04% | as above |
| Volatility, 5 years | 0.13% | 0.05% | as above |
| Maximum drawdown, 3 years | -14.15% | -6.00% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.44 | 1.00 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.59 | 1.42 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.68 | — | AOR (60/40 allocation ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.57 | — | 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 Diversified Income Fund (WDI). Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.