IGI vs JLS

Comparison between Western Asset Investment Grade Defined Opportunity Trust Inc (IGI, ETF) and Nuveen Mortgage and Income Fund (JLS, ETF).

5-Year PerformanceJLS has outperformed IGI, delivering a return of +5.3% compared to -1.2%

IGI vs JLS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	IGI(ETF)	JLS(ETF)
Net Assets	$104M	$104M
Max Drawdown	37.46%	51.18%
Sharpe Ratio	-0.15	0.50
5Y Beta	0.13	0.17
5Y Dividends CAGR	2.61%	18.31%

Net Assets

IGI

$104M

JLS

$104M

Max Drawdown

Winner

IGI

37.46%

JLS

51.18%

Sharpe Ratio

IGI

-0.15

Winner

JLS

0.50

5Y Beta

Winner

IGI

0.13

JLS

0.17

5Y Dividends CAGR

IGI

2.61%

Winner

JLS

18.31%

IGI vs JLS - Historical Returns

Returns include dividend reinvestment.

Period	IGI	JLS
1 month	-0.24%	-2.51%
3 months	-0.78%	+0.05%
6 months	-0.46%	+0.62%
1 year	+2.38%	+7.89%
5 years(CAGR)	-1.18%	+5.28%
10 years(CAGR)	+1.74%	+5.74%
Max(CAGR)	+4.09%	+6.26%

Winner

IGI

-0.24%

JLS

-2.51%

IGI

-0.78%

Winner

JLS

+0.05%

IGI

-0.46%

Winner

JLS

+0.62%

IGI

+2.38%

Winner

JLS

+7.89%

5Y(CAGR)

IGI

-1.18%

Winner

JLS

+5.28%

10Y(CAGR)

IGI

+1.74%

Winner

JLS

+5.74%

Max(CAGR)

IGI

+4.09%

Winner

JLS

+6.26%

IGI vs JLS - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	IGI	JLS
2026	-1.01%	+2.28%
2025	+6.25%	+10.68%
2024	-2.08%	+17.77%
2023	+8.33%	+15.34%
2022	-21.47%	-17.75%
2021	+1.86%	+12.20%
2020	+2.02%	-5.36%
2019	+30.79%	+4.30%
2018	-10.67%	-0.52%
2017	+17.39%	+17.60%
2016	+7.25%	+13.96%
2015	+2.91%	+4.93%
2014	+11.47%	+6.40%
2013	-7.47%	-7.06%
2012	+11.77%	+42.96%
2011	+16.98%	-11.61%
2010	+7.42%	+10.36%
2009	+1.53%	-0.04%

IGI vs JLS Drawdown Comparison

The maximum drawdown for IGI was -31.83%, occurring on Sep 30, 2022. This drawdown has not yet recovered.

The maximum drawdown for JLS was -35.17%, occurring on Mar 26, 2020. Recovery took 390 trading sessions.

The current IGI drawdown is -14.50%. The current JLS drawdown is -3.73%.

Rank	IGI	JLS
#1	-31.83% Sep 21, 2021 - Sep 30, 2022	-35.17% Jan 24, 2020 - Aug 11, 2021
#2	-29.54% Jan 10, 2020 - Jun 16, 2020	-23.51% Oct 28, 2021 - Mar 11, 2024
#3	-20.24% Dec 29, 2017 - Jun 7, 2019	-20.88% Apr 1, 2013 - Jul 6, 2016
#4	-18.01% Jan 10, 2013 - Dec 30, 2014	-17.47% Mar 4, 2011 - Feb 17, 2012
#5	-13.15% Sep 27, 2016 - Aug 1, 2017	-9.28% Mar 10, 2025 - Jun 24, 2025
#6	-12.89% Aug 14, 2020 - Sep 13, 2021	-7.28% Oct 3, 2012 - Dec 6, 2012
#7	-11.87% Oct 20, 2010 - Jun 1, 2011	-6.69% Dec 21, 2009 - Sep 8, 2010
#8	-10.70% Oct 9, 2012 - Dec 21, 2012	-5.33% Feb 13, 2026 - Apr 8, 2026
#9	-9.94% Aug 19, 2011 - Dec 16, 2011	-5.25% Nov 27, 2018 - Feb 13, 2019
#10	-8.13% Jan 23, 2012 - May 31, 2012	-4.91% Dec 12, 2024 - Feb 4, 2025
#11	-7.92% Dec 1, 2015 - Mar 31, 2016	-4.01% Nov 12, 2010 - Dec 23, 2010
#12	-6.19% Jun 17, 2020 - Jul 24, 2020	-3.98% Sep 30, 2019 - Jan 24, 2020
#13	-6.09% Aug 3, 2009 - Dec 2, 2009	-3.95% Dec 29, 2017 - Aug 14, 2018
#14	-5.90% May 1, 2015 - Oct 2, 2015	-3.88% Dec 7, 2012 - Jan 4, 2013
#15	-5.72% Aug 1, 2017 - Dec 20, 2017	-3.82% Sep 2, 2016 - Nov 25, 2016

Correlation

Correlation between IGI and JLS is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88

-101

Dividend Comparison (2009 - 2026)

IGI vs JLS dividend yield comparison.

Year	IGI	JLS
2026	2.22%	4.31%
2025	5.16%	10.13%
2024	5.19%	9.91%
2023	4.59%	9.29%
2022	4.90%	6.56%
2021	3.65%	4.61%
2020	3.78%	4.94%
2019	4.42%	6.20%
2018	5.50%	9.31%
2017	4.64%	13.44%
2016	5.83%	7.11%
2015	5.95%	6.68%
2014	5.71%	6.68%
2013	7.47%	12.20%
2012	5.72%	7.60%
2011	6.36%	10.17%
2010	6.44%	7.70%
2009	2.64%	0.00%