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ISIN
US52469H8262
CUSIP
52469H826
Inception Date
Aug 29, 1997
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

SBLGX Performance Chart

ClearBridge Large Cap Growth Fund (SBLGX) is up 2.9% since the beginning of the year. SBLGX is currently trading at $61 per share. Investors who bought $1,000 worth of SBLGX shares 5 years ago would now be looking at an investment worth $1,553.


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S&P 500 Index

Returns By Period

ClearBridge Large Cap Growth Fund (SBLGX) has returned 2.89% so far this year and 10.66% over the past 12 months. Over the last decade, SBLGX has posted an annualized return of 14.39%, slightly higher than the S&P 500 Index benchmark’s 13.88%.


ClearBridge Large Cap Growth Fund

1D
1.57%
1M
-0.89%
YTD
2.89%
6M
2.60%
1Y
10.66%
3Y*
16.42%
5Y*
9.20%
10Y*
14.39%

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)

SBLGX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1998, SBLGX's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2020 with a return of +13.8%, while the worst month was Aug 1998 at -18.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SBLGX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.73%-3.75%-5.41%10.47%5.41%-2.23%2.89%
20253.21%-2.98%-7.69%0.31%8.04%5.49%1.09%-0.34%2.73%2.90%-3.62%-0.02%8.44%
20244.20%7.42%1.13%-5.73%5.02%5.04%-0.18%3.35%1.84%-0.52%5.85%-2.02%27.60%
20239.95%-0.98%6.96%1.05%4.36%7.93%2.33%-1.38%-6.21%-0.49%11.57%4.10%45.00%
2022-9.24%-5.50%2.91%-13.29%-4.06%-7.46%11.28%-5.13%-10.58%6.10%4.70%-5.92%-32.96%
2021-2.34%-0.22%2.80%7.00%-0.51%4.41%1.67%3.55%-4.81%7.52%-0.08%1.53%21.71%

Benchmark Metrics

ClearBridge Large Cap Growth Fund has an annualized alpha of 2.43%, beta of 1.04, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since January 02, 1998.

  • This fund captured 116.23% of S&P 500 Index gains and 103.77% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 2.43% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.04 and R2 of 0.90, 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
2.43%
Beta
1.04
0.90
Upside Capture
116.23%
Downside Capture
103.77%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SBLGX ranks 8 for risk / return — in the bottom 8% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


SBLGX Risk / Return Rank: 88
Overall Rank
SBLGX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SBLGX Sortino Ratio Rank: 88
Sortino Ratio Rank
SBLGX Omega Ratio Rank: 88
Omega Ratio Rank
SBLGX Calmar Ratio Rank: 77
Calmar Ratio Rank
SBLGX Martin Ratio Rank: 77
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 Growth Fund (SBLGX) 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.


SBLGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-1.80

Omega ratioGain probability vs. loss probability

1.12

1.37

-0.24

Calmar ratioReturn relative to maximum drawdown

0.60

2.78

-2.18

Martin ratioReturn relative to average drawdown

1.81

12.44

-10.63

Dividends

Dividend History

ClearBridge Large Cap Growth Fund provided a 11.45% dividend yield over the last twelve months, with an annual payout of $6.97 per share.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$6.97$7.60$3.36$6.36$3.73$8.10$3.71$2.50$1.56$1.79$0.71$0.95

Dividend yield

11.45%12.68%5.39%12.39%9.34%12.48%6.17%5.12%4.00%4.41%2.08%2.94%

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
2026$0.00$0.00$0.00$0.00$0.00$0.80$0.80
2025$0.00$0.00$0.00$0.00$0.00$1.43$0.00$0.00$0.00$0.00$0.00$6.17$7.60
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.36$3.36
2023$0.00$0.00$0.00$0.00$0.00$1.12$0.00$0.00$0.00$0.00$0.00$5.25$6.36
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.73$3.73
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.10$8.10

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 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 53.64%, occurring on Nov 20, 2008. Recovery took 941 trading sessions.

The current ClearBridge Large Cap Growth Fund drawdown is 3.42%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-53.64%Nov 2008
8y 8mo3y 9mo
12y 4moMar 2000 - Aug 2012
Bear market2022
-38.28%Oct 2022
10mo 26d1y 3mo
2y 2moNov 2021 - Jan 2024
COVID crash2020
-30.18%Mar 2020
1mo 2d3mo 10d
4mo 12dFeb 2020 - Jul 2020
1998 bear market1998
-26.37%Oct 1998
2mo 19d1mo 13d
4mo 2dJul 1998 - Nov 1998
2025 selloff2025
-20.98%Apr 2025
2mo 14d2mo 20d
5mo 4dJan 2025 - Jun 2025

Drawdown Indicators


SBLGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-53.64%

-56.78%

+3.14%

Max Drawdown (1Y)

Largest decline over 1 year

-16.95%

-9.10%

-7.85%

Max Drawdown (3Y)

Largest decline over 3 years

-20.98%

-18.90%

-2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-38.28%

-25.43%

-12.85%

Max Drawdown (10Y)

Largest decline over 10 years

-38.28%

-33.92%

-4.36%

Current Drawdown

Current decline from peak

-3.42%

-1.80%

-1.62%

Average Drawdown

Average peak-to-trough decline

-12.90%

-10.71%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

2.03%

+3.57%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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