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ClearBridge Value Trust (LMVTX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US5246866157

Issuer

Legg Mason

Inception Date

Apr 16, 1982

Min. Investment

$1,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

LMVTX has a high expense ratio of 1.74%, indicating higher-than-average management fees.


Expense ratio chart for LMVTX: current value at 1.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.74%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
LMVTX vs. IDIVX LMVTX vs. PEYAX LMVTX vs. TWEIX
Popular comparisons:
LMVTX vs. IDIVX LMVTX vs. PEYAX LMVTX vs. TWEIX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ClearBridge Value Trust, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
406.16%
3,514.17%
LMVTX (ClearBridge Value Trust)
Benchmark (^GSPC)

Returns By Period

ClearBridge Value Trust had a return of 3.65% year-to-date (YTD) and 4.28% in the last 12 months. Over the past 10 years, ClearBridge Value Trust had an annualized return of 3.35%, while the S&P 500 had an annualized return of 11.06%, indicating that ClearBridge Value Trust did not perform as well as the benchmark.


LMVTX

YTD

3.65%

1M

-13.57%

6M

-4.80%

1Y

4.28%

5Y*

1.35%

10Y*

3.35%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of LMVTX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.23%3.99%7.23%-4.10%4.21%-1.37%2.42%0.77%2.76%0.21%6.59%3.65%
20237.39%-2.12%-2.98%2.12%-2.34%6.75%5.76%-3.12%-3.68%-3.18%8.56%-5.76%6.12%
2022-1.86%0.63%1.89%-7.48%2.76%-10.76%5.92%0.19%-8.86%10.41%6.92%-11.11%-13.36%
20210.20%10.46%5.49%3.55%3.34%-1.36%-2.64%2.16%-3.04%5.55%-4.35%-10.96%6.85%
2020-3.43%-9.81%-20.30%16.28%3.68%1.11%4.60%4.82%-5.25%0.84%16.50%1.61%4.95%
201910.70%2.74%1.48%4.17%-8.83%7.66%1.24%-3.48%3.01%-0.32%4.03%2.49%26.26%
20184.68%-6.27%-1.40%0.04%0.65%0.81%3.74%1.09%-0.27%-9.01%2.10%-10.45%-14.56%
20171.02%3.44%-0.12%-0.11%-1.27%3.41%2.10%-1.06%2.16%-0.35%1.91%1.98%13.76%
2016-7.83%-2.46%9.91%1.64%2.78%-3.18%5.29%0.77%0.21%-2.36%6.73%0.89%11.72%
2015-4.39%5.86%-0.98%2.97%-0.32%-2.41%1.32%-7.84%-5.48%8.45%0.90%-1.35%-4.34%
2014-3.53%5.49%1.87%-0.51%1.31%2.54%-1.02%4.67%-2.01%2.00%2.58%-0.86%12.83%
20136.70%-0.22%4.62%1.05%4.56%-2.29%7.75%-2.61%3.54%2.83%4.45%2.20%37.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LMVTX is 27, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of LMVTX is 2727
Overall Rank
The Sharpe Ratio Rank of LMVTX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of LMVTX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of LMVTX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of LMVTX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of LMVTX is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ClearBridge Value Trust (LMVTX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for LMVTX, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.000.342.10
The chart of Sortino ratio for LMVTX, currently valued at 0.52, compared to the broader market-2.000.002.004.006.008.0010.000.522.80
The chart of Omega ratio for LMVTX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.003.501.091.39
The chart of Calmar ratio for LMVTX, currently valued at 0.22, compared to the broader market0.002.004.006.008.0010.0012.0014.000.223.09
The chart of Martin ratio for LMVTX, currently valued at 1.74, compared to the broader market0.0020.0040.0060.001.7413.49
LMVTX
^GSPC

The current ClearBridge Value Trust Sharpe ratio is 0.34. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ClearBridge Value Trust with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.34
2.10
LMVTX (ClearBridge Value Trust)
Benchmark (^GSPC)

Dividends

Dividend History

ClearBridge Value Trust provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.10%0.20%0.30%0.40%0.50%0.60%$0.00$0.10$0.20$0.30$0.40$0.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.54$0.33$0.00$0.17$0.00$0.00$0.00$0.07$0.00$0.00$0.15

Dividend yield

0.00%0.62%0.39%0.00%0.19%0.00%0.00%0.00%0.10%0.00%0.00%0.25%

Monthly Dividends

The table displays the monthly dividend distributions for ClearBridge Value Trust. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.07
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2013$0.15$0.15

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.31%
-2.62%
LMVTX (ClearBridge Value Trust)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ClearBridge Value Trust. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ClearBridge Value Trust was 82.88%, occurring on Dec 4, 1987. Recovery took 2770 trading sessions.

The current ClearBridge Value Trust drawdown is 21.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-82.88%Mar 31, 1986440Dec 4, 19872770Jul 17, 19983210
-76.59%Jun 5, 2007442Mar 9, 20092157Oct 2, 20172599
-57.47%Apr 28, 1999870Oct 9, 20021158May 21, 20072028
-52.41%Dec 26, 19841Dec 26, 19844Jan 1, 19855
-51.73%Sep 3, 198518Sep 26, 198545Nov 28, 198563

Volatility

Volatility Chart

The current ClearBridge Value Trust volatility is 10.94%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.94%
3.79%
LMVTX (ClearBridge Value Trust)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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