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ISIN
US52470J4076
CUSIP
52470J407
Inception Date
May 29, 1958
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

SAIFX Performance Chart

ClearBridge Large Cap Value Fund (SAIFX) is up 9.8% since the beginning of the year. SAIFX is currently trading at $43 per share. Investors who bought $1,000 worth of SAIFX shares 5 years ago would now be looking at an investment worth $1,565.


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S&P 500 Index

Returns By Period

ClearBridge Large Cap Value Fund (SAIFX) has returned 9.78% so far this year and 21.78% over the past 12 months. Over the last ten years, SAIFX has returned 10.84% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


ClearBridge Large Cap Value Fund

1D
0.38%
1M
1.09%
YTD
9.78%
6M
9.67%
1Y
21.78%
3Y*
13.18%
5Y*
9.37%
10Y*
10.84%

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)

SAIFX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1990, SAIFX's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was Dec 1993 with a return of +22.6%, while the worst month was Aug 1998 at -15.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SAIFX closed higher 53% of trading days. The best single day was Dec 14, 1993 with a return of +17.9%, while the worst single day was Mar 16, 2020 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.99%3.54%-5.16%6.88%-1.04%1.65%9.78%
20254.11%-0.54%-2.86%-3.90%3.00%2.75%0.42%3.93%1.28%0.31%1.82%0.10%10.57%
2024-0.49%3.04%4.43%-4.57%2.20%-0.53%3.44%1.34%0.73%-0.57%7.24%-7.19%8.54%
20233.35%-2.81%-0.14%1.62%-3.02%6.99%3.76%-1.99%-3.18%-0.99%7.34%3.98%15.07%
2022-2.10%-1.73%2.33%-6.74%2.40%-8.63%6.27%-1.50%-8.93%12.22%5.86%-3.80%-6.41%
2021-2.54%5.36%6.53%5.43%2.60%-0.58%0.98%2.22%-3.72%5.52%-3.55%5.79%25.88%

Benchmark Metrics

ClearBridge Large Cap Value Fund has an annualized alpha of 5.52%, beta of 0.89, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since January 02, 1990.

  • This fund captured 112.52% of S&P 500 Index gains but only 90.78% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 5.52% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.89 and R2 of 0.79, 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
5.52%
Beta
0.89
0.79
Upside Capture
112.52%
Downside Capture
90.78%

Expense Ratio

SAIFX has an expense ratio of 0.56%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SAIFX ranks 63 for risk / return — better than 63% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SAIFX Risk / Return Rank: 6363
Overall Rank
SAIFX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SAIFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
SAIFX Omega Ratio Rank: 5757
Omega Ratio Rank
SAIFX Calmar Ratio Rank: 6969
Calmar Ratio Rank
SAIFX Martin Ratio Rank: 6767
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 Large Cap Value Fund (SAIFX) 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.


SAIFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

3.06

2.78

+0.28

Martin ratioReturn relative to average drawdown

12.19

12.44

-0.25

Dividends

Dividend History

ClearBridge Large Cap Value Fund provided a 10.90% dividend yield over the last twelve months, with an annual payout of $4.63 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.63$4.64$4.61$1.29$0.55$2.01$2.67$2.22$2.32$0.93$0.68$1.03

Dividend yield

10.90%11.93%11.70%3.18%1.50%5.09%8.07%6.56%8.25%2.81%2.29%3.83%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.14$0.00$0.00$0.00$0.14
2025$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.13$0.00$0.00$4.22$4.64
2024$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.16$0.00$0.00$4.15$4.61
2023$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.16$0.00$0.00$0.88$1.29
2022$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.14$0.00$0.00$0.19$0.55
2021$0.00$0.00$0.10$0.00$0.00$0.07$0.00$0.00$0.11$0.00$0.00$1.73$2.01

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 Large Cap Value Fund. 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 Large Cap Value Fund was 53.58%, occurring on Mar 9, 2009. Recovery took 884 trading sessions.

The current ClearBridge Large Cap Value Fund drawdown is 0.51%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-53.58%Mar 2009
1y 7mo3y 6mo
5y 1moJul 2007 - Sep 2012
Dot-com crash2000–2002
-42.67%Oct 2002
1y 8mo2y 1mo
3y 9moFeb 2001 - Nov 2004
COVID crash2020
-35.51%Mar 2020
1mo 9d7mo 25d
9mo 4dFeb 2020 - Nov 2020
1998 bear market1998
-22.40%Oct 1998
2mo 19d1mo 12d
4mo 1dJul 1998 - Nov 1998
Bear market2022
-19.79%Sep 2022
8mo 20d9mo 27d
1y 6moJan 2022 - Jul 2023

Drawdown Indicators


SAIFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-53.58%

-56.78%

+3.20%

Max Drawdown (1Y)

Largest decline over 1 year

-7.11%

-9.10%

+1.99%

Max Drawdown (3Y)

Largest decline over 3 years

-17.65%

-18.90%

+1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-19.79%

-25.43%

+5.64%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

-33.92%

-1.59%

Current Drawdown

Current decline from peak

-0.51%

-1.80%

+1.29%

Average Drawdown

Average peak-to-trough decline

-6.73%

-10.71%

+3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

2.03%

-0.25%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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