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ClearBridge Large Cap Growth Fund (SBLGX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS52469H8262
CUSIP52469H826
IssuerFranklin Templeton
Inception DateAug 29, 1997
CategoryLarge Cap Growth Equities
Min. Investment$1,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

SBLGX has a high expense ratio of 0.99%, indicating higher-than-average management fees.


Expense ratio chart for SBLGX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

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: SBLGX vs. FAEGX, SBLGX vs. FXAIX, SBLGX vs. QQQJ, SBLGX vs. FBGRX, SBLGX vs. VOO, SBLGX vs. TECL, SBLGX vs. QQQ, SBLGX vs. FCNTX, SBLGX vs. NASDX, SBLGX vs. SQQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ClearBridge Large Cap Growth Fund, 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%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.52%
12.76%
SBLGX (ClearBridge Large Cap Growth Fund)
Benchmark (^GSPC)

Returns By Period

ClearBridge Large Cap Growth Fund had a return of 31.28% year-to-date (YTD) and 27.03% in the last 12 months. Over the past 10 years, ClearBridge Large Cap Growth Fund had an annualized return of 7.75%, while the S&P 500 had an annualized return of 11.39%, indicating that ClearBridge Large Cap Growth Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date31.28%25.48%
1 month3.59%2.14%
6 months15.52%12.76%
1 year27.03%33.14%
5 years (annualized)6.49%13.96%
10 years (annualized)7.75%11.39%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.20%7.42%1.13%-5.73%5.02%5.04%-0.18%3.35%1.84%-0.52%31.28%
20239.95%-0.98%6.96%1.05%4.36%5.60%2.33%-1.38%-6.21%-0.49%11.57%-5.74%28.46%
2022-9.24%-5.50%2.91%-13.29%-4.06%-7.46%11.28%-5.13%-10.58%6.10%4.70%-13.61%-38.44%
2021-2.34%-0.22%2.80%7.00%-0.51%4.41%1.67%3.55%-4.81%7.52%-0.08%-9.92%8.00%
20200.70%-6.83%-9.47%13.81%7.10%3.22%6.86%9.66%-3.99%-4.02%10.45%-3.37%23.16%
20199.20%3.47%2.36%5.85%-7.12%6.90%1.64%-2.34%0.21%1.97%4.22%-2.43%25.38%
20187.31%-3.39%-1.95%2.57%2.55%0.02%4.07%3.85%-0.38%-7.78%2.48%-11.78%-4.01%
20173.45%2.42%0.39%2.57%1.05%0.80%2.04%1.35%1.72%1.91%3.58%-3.03%19.67%
2016-5.76%-0.95%5.88%0.62%2.70%-1.69%4.91%-0.15%0.79%-1.69%1.92%-1.38%4.76%
2015-2.32%6.89%-1.25%1.27%1.69%-1.14%3.24%-5.19%-2.07%8.54%1.05%-3.95%6.00%
2014-2.71%5.39%-1.69%-1.65%2.94%2.99%-0.73%4.42%-0.99%1.74%3.26%-6.28%6.21%
20136.43%1.19%3.41%1.69%2.67%-1.05%5.97%-2.94%4.66%2.65%3.96%-4.57%26.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SBLGX is 32, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SBLGX is 3232
Combined Rank
The Sharpe Ratio Rank of SBLGX is 3232Sharpe Ratio Rank
The Sortino Ratio Rank of SBLGX is 2424Sortino Ratio Rank
The Omega Ratio Rank of SBLGX is 3636Omega Ratio Rank
The Calmar Ratio Rank of SBLGX is 3333Calmar Ratio Rank
The Martin Ratio Rank of SBLGX is 3636Martin 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 Large Cap Growth Fund (SBLGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SBLGX
Sharpe ratio
The chart of Sharpe ratio for SBLGX, currently valued at 1.72, compared to the broader market0.002.004.001.72
Sortino ratio
The chart of Sortino ratio for SBLGX, currently valued at 2.15, compared to the broader market0.005.0010.002.15
Omega ratio
The chart of Omega ratio for SBLGX, currently valued at 1.34, compared to the broader market1.002.003.004.001.34
Calmar ratio
The chart of Calmar ratio for SBLGX, currently valued at 0.89, compared to the broader market0.005.0010.0015.0020.000.89
Martin ratio
The chart of Martin ratio for SBLGX, currently valued at 8.91, compared to the broader market0.0020.0040.0060.0080.00100.008.91
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market0.005.0010.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.002.003.004.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.0020.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.0018.80

Sharpe Ratio

The current ClearBridge Large Cap Growth Fund Sharpe ratio is 1.72. 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 Large Cap Growth Fund 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.72
2.91
SBLGX (ClearBridge Large Cap Growth Fund)
Benchmark (^GSPC)

Dividends

Dividend History

ClearBridge Large Cap Growth Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.05%0.10%0.15%$0.00$0.02$0.04$0.06$0.08201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.03$0.01

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.15%0.01%0.00%0.08%0.02%

Monthly Dividends

The table displays the monthly dividend distributions for ClearBridge Large Cap Growth Fund. 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
2023$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
2022$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
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$0.00$0.00
2019$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
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$0.03$0.03
2015$0.01$0.01

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.95%
-0.27%
SBLGX (ClearBridge Large Cap Growth Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ClearBridge Large Cap Growth 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 Growth Fund was 53.70%, occurring on Nov 20, 2008. Recovery took 1179 trading sessions.

The current ClearBridge Large Cap Growth Fund drawdown is 9.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.7%Mar 24, 20002172Nov 20, 20081179Aug 1, 20133351
-47.67%Nov 22, 2021277Dec 28, 2022
-30.18%Feb 20, 202023Mar 23, 202070Jul 1, 202093
-26.37%Jul 21, 199858Oct 8, 199831Nov 20, 199889
-22.84%Aug 30, 201880Dec 24, 201881Apr 23, 2019161

Volatility

Volatility Chart

The current ClearBridge Large Cap Growth Fund volatility is 4.26%, 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%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.26%
3.75%
SBLGX (ClearBridge Large Cap Growth Fund)
Benchmark (^GSPC)