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ISIN
US5246866157
Inception Date
Apr 16, 1982
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

LMVTX Performance Chart

ClearBridge Value Trust (LMVTX) is up 11.1% since the beginning of the year. LMVTX is currently trading at $101 per share. Investors who bought $1,000 worth of LMVTX shares 5 years ago would now be looking at an investment worth $1,637.


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S&P 500 Index

Returns By Period

ClearBridge Value Trust (LMVTX) has returned 11.13% so far this year and 21.61% over the past 12 months. Over the last ten years, LMVTX has returned 11.59% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


ClearBridge Value Trust

1D
0.65%
1M
1.12%
YTD
11.13%
6M
10.08%
1Y
21.61%
3Y*
15.05%
5Y*
10.36%
10Y*
11.59%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMVTX Monthly Returns History

Based on dividend-adjusted daily data since May 11, 1982, LMVTX's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +16.5%, while the worst month was Oct 1987 at -24.0%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, LMVTX closed higher 53% of trading days. The best single day was Aug 31, 1982 with a return of +11.6%, while the worst single day was Oct 19, 1987 at -12.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.95%1.97%-5.63%8.44%1.25%0.23%11.13%
20254.06%-0.90%-3.99%-4.99%4.01%4.85%-1.34%4.58%0.71%0.22%1.75%1.02%9.80%
2024-1.23%3.99%7.23%-4.10%4.21%-1.37%2.42%0.77%2.76%0.21%6.59%-7.12%14.22%
20237.39%-2.12%-2.98%2.12%-2.34%6.75%5.76%-3.12%-3.68%-3.18%8.56%5.50%18.80%
2022-1.86%0.63%1.89%-7.48%2.76%-10.76%5.92%0.19%-8.86%10.41%6.92%-4.59%-7.00%
20210.20%10.46%5.49%3.55%3.34%-1.07%-2.64%2.16%-3.04%5.55%-4.35%5.48%26.93%

Benchmark Metrics

ClearBridge Value Trust has an annualized alpha of 2.38%, beta of 0.97, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since May 11, 1982.

  • This fund captured 115.33% of S&P 500 Index gains and 107.05% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 2.38% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.97 and R2 of 0.78, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.38%
Beta
0.97
0.78
Upside Capture
115.33%
Downside Capture
107.05%

Expense Ratio

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


Return for Risk

Risk / Return Rank

LMVTX ranks 48 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


LMVTX Risk / Return Rank: 4848
Overall Rank
LMVTX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LMVTX Sortino Ratio Rank: 4040
Sortino Ratio Rank
LMVTX Omega Ratio Rank: 4040
Omega Ratio Rank
LMVTX Calmar Ratio Rank: 5959
Calmar Ratio Rank
LMVTX Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for ClearBridge Value Trust (LMVTX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LMVTXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

2.82

2.78

+0.03

Martin ratioReturn relative to average drawdown

10.63

12.44

-1.81

Dividends

Dividend History

ClearBridge Value Trust provided a 9.30% dividend yield over the last twelve months, with an annual payout of $9.41 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$5.00$10.00$15.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$9.41$9.41$9.44$10.58$6.54$17.44$4.89$0.00$0.91$0.00$0.07

Dividend yield

9.30%10.33%10.32%12.03%7.85%18.06%5.41%0.00%1.34%0.00%0.10%

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
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$9.41$9.41
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$9.44$9.44
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$10.58$10.58
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.54$6.54
2021$0.00$0.00$0.00$0.00$0.00$0.32$0.00$0.00$0.00$0.00$0.00$17.11$17.44

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.


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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 72.54%, occurring on Mar 9, 2009. Recovery took 1438 trading sessions.

The current ClearBridge Value Trust drawdown is 0.73%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-72.54%Mar 2009
1y 9mo5y 8mo
7y 5moJun 2007 - Nov 2014
Dot-com crash2000–2002
-46.82%Oct 2002
2y 2mo2y 1mo
4y 4moJul 2000 - Dec 2004
COVID crash2020
-40.47%Mar 2020
2mo 2d7mo 28d
10moJan 2020 - Nov 2020
Black Monday1987
-34.18%Dec 1987
3mo 9d1y 5mo
1y 8moAug 1987 - May 1989
1998 bear market1998
-29.04%Oct 1998
2mo 19d1mo 16d
4mo 5dJul 1998 - Nov 1998

Drawdown Indicators


LMVTXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-72.54%

-56.78%

-15.76%

Max Drawdown (1Y)

Largest decline over 1 year

-7.87%

-9.10%

+1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-19.28%

-18.90%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-20.79%

-25.43%

+4.64%

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

-33.92%

-6.55%

Current Drawdown

Current decline from peak

-0.73%

-1.80%

+1.07%

Average Drawdown

Average peak-to-trough decline

-11.95%

-10.71%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

2.03%

+0.05%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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