- ISIN
- US52469X6076
- CUSIP
- 52469X607
- Issuer
- Franklin Templeton
- Inception Date
- Feb 17, 1986
- Category
- Foreign Large Cap Equities
- 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
SBIEX Performance Chart
ClearBridge International Value Fund (SBIEX) is up 13.2% since the beginning of the year. SBIEX is currently trading at $15 per share. Investors who bought $1,000 worth of SBIEX shares 5 years ago would now be looking at an investment worth $1,557.
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Returns By Period
ClearBridge International Value Fund (SBIEX) has returned 13.20% so far this year and 29.74% over the past 12 months. Over the last ten years, SBIEX has returned 8.05% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
ClearBridge International Value Fund
- 1D
- 0.32%
- 1M
- 5.75%
- YTD
- 13.20%
- 6M
- 16.95%
- 1Y
- 29.74%
- 3Y*
- 19.28%
- 5Y*
- 9.26%
- 10Y*
- 8.05%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
SBIEX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 1990, SBIEX's average daily return is +0.02%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +20.9%, while the worst month was Oct 2008 at -21.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SBIEX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +10.6%, while the worst single day was Mar 12, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.67% | 3.16% | -9.19% | 8.07% | 4.48% | 0.32% | 13.20% | ||||||
| 2025 | 4.39% | 4.30% | 0.98% | 2.48% | 5.97% | 3.37% | -1.11% | 3.52% | 3.17% | 1.50% | 1.11% | 3.47% | 38.41% |
| 2024 | -2.25% | 3.00% | 4.47% | -1.86% | 3.98% | -3.10% | 4.99% | 1.70% | 1.41% | -5.91% | -0.55% | -2.98% | 2.24% |
| 2023 | 9.85% | -2.31% | -0.39% | 2.28% | -5.72% | 6.06% | 3.59% | -3.55% | -2.62% | -4.38% | 6.56% | 4.08% | 12.79% |
| 2022 | -0.18% | -3.67% | -1.21% | -5.08% | 4.86% | -12.19% | 3.12% | -3.97% | -9.02% | 6.57% | 14.13% | -0.65% | -9.62% |
| 2021 | -2.12% | 7.42% | 4.89% | 2.56% | 5.26% | -3.90% | -0.71% | 0.18% | -1.77% | 3.97% | -7.12% | 7.04% | 15.57% |
Benchmark Metrics
ClearBridge International Value Fund has an annualized alpha of -0.59%, beta of 0.68, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since January 03, 1990.
- This fund participated in 104.91% of S&P 500 Index downside but only 86.54% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.68 may look defensive, but with R2 of 0.46 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.46 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -0.59%
- Beta
- 0.68
- R²
- 0.46
- Upside Capture
- 86.54%
- Downside Capture
- 104.91%
Expense Ratio
SBIEX has a high expense ratio of 1.25%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SBIEX ranks 41 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for ClearBridge International Value Fund (SBIEX) and compare them to S&P 500 Index.
| SBIEX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.88 | 2.39 | -0.51 |
Sortino ratioReturn per unit of downside risk | 2.62 | 3.25 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.43 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.41 | 3.11 | -0.70 |
Martin ratioReturn relative to average drawdown | 9.09 | 14.38 | -5.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
ClearBridge International Value Fund provided a 3.54% dividend yield over the last twelve months, with an annual payout of $0.55 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.55 | $0.55 | $0.20 | $0.41 | $0.67 | $0.25 | $0.10 | $0.30 | $0.13 | $0.14 | $0.15 | $0.16 |
Dividend yield | 3.54% | 4.01% | 1.92% | 4.01% | 7.09% | 2.23% | 0.99% | 3.06% | 1.47% | 1.20% | 1.51% | 1.67% |
Monthly Dividends
The table displays the monthly dividend distributions for ClearBridge International Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 | $0.55 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $0.41 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.67 | $0.67 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
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 International 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 International Value Fund was 67.93%, occurring on Mar 12, 2003. Recovery took 3732 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2003 bear market2003 | -67.93%Mar 2003 | 3y 6d | 14y 10mo | 17y 10moMar 2000 - Jan 2018 |
COVID crash2020 | -53.81%Mar 2020 | 2y 1mo | 3y 12mo | 6y 1moJan 2018 - Mar 2024 |
1991 bear market1991 | -30.82%Jan 1991 | 5mo 17d | 9mo 22d | 1y 3moAug 1990 - Nov 1991 |
1998 bear market1998 | -29.43%Oct 1998 | 2mo 16d | 11mo 9d | 1y 1moJul 1998 - Sep 1999 |
1995 bear market1995 | -20.53%Mar 1995 | 1y 1mo | 1y 8mo | 2y 9moFeb 1994 - Nov 1996 |
Drawdown Indicators
| SBIEX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.93% | -56.78% | -11.15% |
Max Drawdown (1Y)Largest decline over 1 year | -13.01% | -9.10% | -3.91% |
Max Drawdown (3Y)Largest decline over 3 years | -15.99% | -18.90% | +2.91% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -25.43% | -3.70% |
Max Drawdown (10Y)Largest decline over 10 years | -53.81% | -33.92% | -19.89% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -22.48% | -10.72% | -11.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 1.97% | +1.47% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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