See what your fund actually adds
Western Asset Inflation Indexed Plus Bond Fund Class A WAFAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | WAFAX | Replication |
|---|---|---|
| Annualized growth | -1.1% | -0.5% |
| Annualized volatility | 5.9% | 5.8% |
| Sharpe ratio | -0.16 | -0.07 |
| Maximum drawdown | 16.2% | 15.5% |
| Replication fit (R²) | 0.98 · Tracking error 0.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model WAFAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SCHP | FI · TIPS | 92.8% |
| SPTL | FI · Long Gov | 4.0% |
| VCLT | FI · Long Corp | 3.1% |