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LSV Global Value Fund (LVAGX) Sharpe Ratio: 3.27

Mutual Fund · Currency in USD · Last updated Jun 19, 2026

The fund invests primarily in equity securities of companies located throughout the world. Under normal market conditions, it will invest in at least three countries, including the United States, and at least 40% of its assets will be invested in non-U.S. companies, in both developed and emerging market countries. Although the fund may invest in securities of companies of any size, the fund generally invests in companies with market capitalizations of $100 million or more at the time of purchase.

LVAGX's Sharpe Ratio of 3.27 indicates that for each unit of volatility, it generates 3.27 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 19, 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.

LVAGX Sharpe Ratio Rank

LVAGX Sharpe Ratio Rank: 97.097
Exceptional

LVAGX ranks above 97.0% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. 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

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

LVAGX Sharpe Ratio Market Positioning

The chart shows LVAGX'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%): 1.28 or lower
  • Yellow zone (middle 50%): 1.28 to 2.25
  • Green zone (top 25%): 2.25 or higher
  • Top 1%: 4.20+
  • Median: 1.86 — half of all investments score higher

How it compares to other similar mutual funds

The table compares LSV Global Value Fund's Sharpe Ratio with other mutual funds in the Global Equities category across multiple time periods, showing how LVAGX'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 19, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LVAGXLSV Global Value Fund3.27
PGVFXPolaris Global Value Fund3.20
VGPMXVanguard Global Capital Cycles Fund3.16
EPSYXMainStay Epoch Global Equity Yield Fund3.03
GMGEXGMO Global Equity Allocation Fund2.98
JGYIXJohn Hancock Global Shareholder Yield Fund2.97
FMIEXWasatch Global Value Fund Investor Class Shares2.90
GWOAXGMO Global Developed Equity Allocation Fund2.80
MDGCXBlackRock Advantage Global Fund, Inc.2.80
PRIGXT. Rowe Price Global Value Equity Fund2.79

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows LVAGX'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 LVAGX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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