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ISIN
US52469H7686
CUSIP
52469H768
Inception Date
Sep 1, 1998
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

SBMAX Performance Chart

ClearBridge Mid Cap Fund (SBMAX) is up 3.6% since the beginning of the year. SBMAX is currently trading at $34 per share. Investors who bought $1,000 worth of SBMAX shares 5 years ago would now be looking at an investment worth $1,148.


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S&P 500 Index

Returns By Period

ClearBridge Mid Cap Fund (SBMAX) has returned 3.64% so far this year and 8.10% over the past 12 months. Over the last ten years, SBMAX has returned 8.14% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


ClearBridge Mid Cap Fund

1D
0.93%
1M
2.81%
YTD
3.64%
6M
1.94%
1Y
8.10%
3Y*
8.48%
5Y*
2.79%
10Y*
8.14%

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)

SBMAX Monthly Returns History

Based on dividend-adjusted daily data since Aug 31, 1998, SBMAX's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.

Historically, 62% of months were positive and 38% were negative. The best month was Oct 2011 with a return of +17.5%, while the worst month was Mar 2020 at -19.8%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SBMAX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -13.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.40%2.74%-7.53%7.16%-2.42%1.88%3.64%
20254.81%-4.59%-6.65%-2.25%7.93%4.14%2.56%2.05%0.99%-4.09%1.31%-1.08%4.21%
2024-2.37%5.34%2.97%-5.48%2.03%-2.34%4.26%1.01%2.08%-1.40%10.39%-5.93%9.79%
20238.64%-1.53%-4.89%-1.02%-2.02%8.92%3.16%-2.17%-4.70%-5.84%8.63%7.35%13.51%
2022-9.68%-1.11%0.80%-7.90%-1.21%-9.13%9.24%-4.86%-10.00%7.11%5.08%-4.54%-25.19%
20210.22%6.32%4.18%4.54%-0.58%0.51%2.53%3.31%-3.86%6.23%-2.34%4.78%28.37%

Benchmark Metrics

ClearBridge Mid Cap Fund has an annualized alpha of 2.18%, beta of 1.00, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since August 31, 1998.

  • This fund captured 109.37% of S&P 500 Index gains and 100.17% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 2.18% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.00 and R2 of 0.85, 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
2.18%
Beta
1.00
0.85
Upside Capture
109.37%
Downside Capture
100.17%

Expense Ratio

SBMAX has a high expense ratio of 1.13%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SBMAX 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.


SBMAX Risk / Return Rank: 88
Overall Rank
SBMAX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SBMAX Sortino Ratio Rank: 88
Sortino Ratio Rank
SBMAX Omega Ratio Rank: 77
Omega Ratio Rank
SBMAX Calmar Ratio Rank: 99
Calmar Ratio Rank
SBMAX Martin Ratio Rank: 99
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 Mid Cap Fund (SBMAX) 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.


SBMAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-1.84

Omega ratioGain probability vs. loss probability

1.11

1.37

-0.26

Calmar ratioReturn relative to maximum drawdown

0.82

2.78

-1.97

Martin ratioReturn relative to average drawdown

2.44

12.44

-10.00

Dividends

Dividend History

ClearBridge Mid Cap Fund provided a 8.61% dividend yield over the last twelve months, with an annual payout of $2.89 per share.


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$2.89$2.89$2.95$0.61$1.49$5.38$2.70$2.67$1.26$2.18$0.54$1.48

Dividend yield

8.61%8.92%8.73%1.83%4.96%12.79%7.27%7.78%4.52%6.52%1.70%5.00%

Monthly Dividends

The table displays the monthly dividend distributions for ClearBridge Mid Cap 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$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.89$2.89
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.95$2.95
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.61$0.61
2022$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$1.47$1.49
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.38$5.38

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 Mid Cap 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 Mid Cap Fund was 52.41%, occurring on Nov 20, 2008. Recovery took 541 trading sessions.

The current ClearBridge Mid Cap Fund drawdown is 1.95%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-52.41%Nov 2008
1y 1mo2y 1mo
3y 3moOct 2007 - Jan 2011
COVID crash2020
-39.88%Mar 2020
1mo 1d6mo 23d
7mo 24dFeb 2020 - Oct 2020
Dot-com crash2000–2002
-38.63%Oct 2002
2y 1mo2y 9mo
4y 10moSep 2000 - Jul 2005
Bear market2022
-31.55%Oct 2022
11mo 1d2y 11mo
3y 10moNov 2021 - Sep 2025
2011 bear market2011
-28.13%Oct 2011
4mo 4d5mo 12d
9mo 16dJun 2011 - Mar 2012

Drawdown Indicators


SBMAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-52.41%

-56.78%

+4.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.32%

-9.10%

-1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-23.62%

-18.90%

-4.72%

Max Drawdown (5Y)

Largest decline over 5 years

-31.55%

-25.43%

-6.12%

Max Drawdown (10Y)

Largest decline over 10 years

-39.88%

-33.92%

-5.96%

Current Drawdown

Current decline from peak

-1.95%

-1.80%

-0.15%

Average Drawdown

Average peak-to-trough decline

-9.66%

-10.71%

+1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

2.03%

+1.43%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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