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ClearBridge International Growth Fund Class I (LMGNX) Sharpe Ratio: 1.04

Mutual Fund · Currency in USD · Last updated Jun 24, 2026

The ClearBridge International Growth Fund (LMGNX) is a mutual fund that invests in non-U.S. companies with solid growth potential in both developed and emerging markets. The fund seeks out companies with both secular and cyclical growth potential while also including a smaller allocation of companies in a transformative stage. The fund employs a research process focusing on valuation, high active share, and a long-term investment horizon.

LMGNX's Sharpe Ratio of 1.04 indicates that for each unit of volatility, it generates 1.04 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

LMGNX Sharpe Ratio Rank

LMGNX Sharpe Ratio Rank: 15.515
Concerning

LMGNX ranks above 15.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

LMGNX Sharpe Ratio Market Positioning

The chart shows LMGNX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.30 or lower
  • Yellow zone (middle 50%): 1.30 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.28+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares ClearBridge International Growth Fund Class I's Sharpe Ratio with other mutual funds in the Large Cap Growth Equities, Foreign Large Cap Equities category across multiple time periods, showing how LMGNX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SWRLXTouchstone International Equity Fund3.64
POGRXPrimeCap Odyssey Growth Fund3.60
VPMCXVanguard PRIMECAP Fund Investor Shares3.59
TIVFXAmerican Beacon Tocqueville International Value Fund3.49
ONERXOne Rock Fund3.24
DCINXDunham International Stock Fund3.22
VHCAXVanguard Capital Opportunity Fund Admiral Shares3.17
THOIXThornburg Global Opportunities Fund3.11
EISIXCarillon ClariVest International Stock Fund3.11
DFWVXDFA World ex U.S. Value Portfolio Fund3.00
LMGNXClearBridge International Growth Fund Class I1.04

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows LMGNX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when LMGNX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does LMGNX fit in your portfolio?

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