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ISIN
US52469H6365
CUSIP
52469H636
Inception Date
Nov 6, 1992
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

SOPAX Performance Chart

ClearBridge Dividend Strategy Fund (SOPAX) is up 5.5% since the beginning of the year. SOPAX is currently trading at $31 per share. Investors who bought $1,000 worth of SOPAX shares 5 years ago would now be looking at an investment worth $1,617.


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S&P 500 Index

Returns By Period

ClearBridge Dividend Strategy Fund (SOPAX) has returned 5.49% so far this year and 14.87% over the past 12 months. Over the last ten years, SOPAX has returned 12.06% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


ClearBridge Dividend Strategy Fund

1D
-0.55%
1M
-0.55%
YTD
5.49%
6M
7.02%
1Y
14.87%
3Y*
14.73%
5Y*
10.09%
10Y*
12.06%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOPAX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 1993, SOPAX's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, an investment would double in approximately 5.1 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 1999 with a return of +28.6%, while the worst month was Oct 2008 at -16.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SOPAX closed higher 53% of trading days. The best single day was Nov 11, 1999 with a return of +26.8%, while the worst single day was Mar 16, 2020 at -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.95%3.09%-5.97%6.50%-0.19%-0.55%5.49%
20252.73%0.23%-1.78%-1.27%3.05%2.40%0.30%3.45%1.68%-1.88%2.58%0.35%12.27%
20241.08%2.73%3.55%-4.15%3.11%0.78%3.23%2.93%1.90%-0.16%5.04%-3.99%16.77%
20232.69%-2.88%1.51%3.19%-2.66%6.74%1.95%-1.67%-4.54%-0.78%6.93%3.56%14.13%
2022-2.49%-1.43%2.64%-5.70%2.20%-7.44%5.70%-3.12%-9.55%9.31%7.25%-4.15%-8.41%
2021-2.86%2.06%6.01%5.63%1.61%0.14%2.15%2.26%-3.56%7.49%-2.72%6.19%26.36%

Benchmark Metrics

ClearBridge Dividend Strategy Fund has an annualized alpha of 7.41%, beta of 0.66, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since January 05, 1993.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.17%) than losses (65.93%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 7.41% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.66 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
7.41%
Beta
0.66
0.70
Upside Capture
90.17%
Downside Capture
65.93%

Expense Ratio

SOPAX has a high expense ratio of 1.02%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SOPAX ranks 31 for risk / return — below 31% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


SOPAX Risk / Return Rank: 3131
Overall Rank
SOPAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SOPAX Sortino Ratio Rank: 3232
Sortino Ratio Rank
SOPAX Omega Ratio Rank: 3131
Omega Ratio Rank
SOPAX Calmar Ratio Rank: 2626
Calmar Ratio Rank
SOPAX Martin Ratio Rank: 3333
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 Dividend Strategy Fund (SOPAX) and compare them to S&P 500 Index.


SOPAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.64

2.39

-0.75

Sortino ratio

Return per unit of downside risk

2.36

3.25

-0.90

Omega ratio

Gain probability vs. loss probability

1.29

1.43

-0.14

Calmar ratio

Return relative to maximum drawdown

1.89

3.11

-1.23

Martin ratio

Return relative to average drawdown

7.52

14.38

-6.86

Dividends

Dividend History

ClearBridge Dividend Strategy Fund provided a 12.95% dividend yield over the last twelve months, with an annual payout of $3.98 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%14.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.98$3.99$2.83$2.56$1.52$3.06$0.48$1.87$1.38$1.59$0.64$0.29

Dividend yield

12.95%13.65%9.54%9.20%5.68%9.93%1.76%7.32%6.56%6.75%3.03%1.53%

Monthly Dividends

The table displays the monthly dividend distributions for ClearBridge Dividend Strategy 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$0.08$0.00$0.00$0.00$0.08
2025$0.00$0.00$0.09$0.00$0.00$0.77$0.00$0.00$0.07$0.00$0.00$3.06$3.99
2024$0.00$0.00$0.10$0.00$0.00$0.32$0.00$0.00$0.08$0.00$0.00$2.33$2.83
2023$0.00$0.00$0.10$0.00$0.00$0.66$0.00$0.00$0.11$0.00$0.00$1.70$2.56
2022$0.00$0.00$0.09$0.00$0.00$0.43$0.00$0.00$0.10$0.00$0.00$0.89$1.52
2021$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$2.86$3.06

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 Dividend Strategy 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 Dividend Strategy Fund was 46.78%, occurring on Mar 9, 2009. Recovery took 848 trading sessions.

The current ClearBridge Dividend Strategy Fund drawdown is 1.13%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-46.78%Mar 2009
1y 5mo3y 4mo
4y 9moOct 2007 - Jul 2012
COVID crash2020
-34.72%Mar 2020
1mo 9d7mo 22d
9mo 1dFeb 2020 - Nov 2020
Dot-com crash2000–2002
-24.80%Oct 2002
1y 4mo6mo 28d
1y 11moMay 2001 - May 2003
Bear market2022
-19.31%Oct 2022
9mo 10d9mo 11d
1y 6moJan 2022 - Jul 2023
Rate-hike selloffLate 2018
-15.95%Dec 2018
3mo 1d2mo 21d
5mo 22dSep 2018 - Mar 2019

Drawdown Indicators


SOPAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-46.78%

-56.78%

+10.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-9.10%

+1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-13.72%

-18.90%

+5.18%

Max Drawdown (5Y)

Largest decline over 5 years

-19.31%

-25.43%

+6.12%

Max Drawdown (10Y)

Largest decline over 10 years

-34.72%

-33.92%

-0.80%

Current Drawdown

Current decline from peak

-1.13%

0.00%

-1.13%

Average Drawdown

Average peak-to-trough decline

-4.88%

-10.72%

+5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.97%

+0.04%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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