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CUSIP
52469H594
Inception Date
Feb 7, 1996
Region
North America (United States)
Category
Dividend
Leveraged
1x (No leverage)
Min. Investment
$1,000,000
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

SOPYX Performance Chart

ClearBridge Dividend Strategy Fund Class I (SOPYX) is up 6.3% since the beginning of the year. SOPYX is currently trading at $32 per share. Investors who bought $1,000 worth of SOPYX shares 5 years ago would now be looking at an investment worth $1,688.


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S&P 500 Index

Returns By Period

ClearBridge Dividend Strategy Fund Class I (SOPYX) has returned 6.28% so far this year and 16.18% over the past 12 months. Over the last ten years, SOPYX has returned 12.44% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


ClearBridge Dividend Strategy Fund Class I

1D
0.40%
1M
-0.43%
YTD
6.28%
6M
6.24%
1Y
16.18%
3Y*
14.19%
5Y*
11.04%
10Y*
12.44%

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)

SOPYX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1997, SOPYX's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 1999 with a return of +28.4%, while the worst month was Oct 2008 at -16.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SOPYX closed higher 53% of trading days. The best single day was Nov 11, 1999 with a return of +26.6%, while the worst single day was Mar 16, 2020 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.97%3.11%-5.94%6.52%-0.15%0.06%6.28%
20252.75%0.25%-1.74%-1.25%3.05%2.42%0.32%3.46%1.73%-1.86%2.59%0.37%12.56%
20241.11%2.73%3.58%-4.09%3.12%0.78%3.27%2.94%1.92%-0.15%5.06%-3.94%17.09%
20232.71%-2.85%1.56%3.19%-2.64%6.75%2.02%-1.67%-4.51%-0.75%6.97%3.56%14.45%
2022-2.48%-1.41%2.65%-5.67%2.26%-7.46%5.73%-3.09%-9.55%9.36%7.26%-4.12%-8.16%
2021-2.85%2.08%6.05%5.63%1.66%0.17%2.18%2.26%-3.51%7.49%-2.67%6.20%26.71%

Benchmark Metrics

ClearBridge Dividend Strategy Fund Class I has an annualized alpha of 6.83%, beta of 0.66, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since January 02, 1997.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.11%) than losses (68.52%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 6.83% 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
6.83%
Beta
0.66
0.72
Upside Capture
89.11%
Downside Capture
68.52%

Expense Ratio

SOPYX has an expense ratio of 0.73%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SOPYX ranks 38 for risk / return — below 38% 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.


SOPYX Risk / Return Rank: 3838
Overall Rank
SOPYX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SOPYX Sortino Ratio Rank: 4040
Sortino Ratio Rank
SOPYX Omega Ratio Rank: 3737
Omega Ratio Rank
SOPYX Calmar Ratio Rank: 3232
Calmar Ratio Rank
SOPYX Martin Ratio Rank: 3939
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 Class I (SOPYX) 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.


SOPYXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

2.01

2.78

-0.77

Martin ratioReturn relative to average drawdown

8.04

12.44

-4.40

Dividends

Dividend History

ClearBridge Dividend Strategy Fund Class I provided a 12.50% dividend yield over the last twelve months, with an annual payout of $4.06 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$4.06$4.07$2.91$2.64$1.60$3.15$0.55$1.95$1.45$1.63$0.70$0.35

Dividend yield

12.50%13.28%9.41%9.11%5.77%9.87%1.98%7.39%6.74%6.77%3.23%1.82%

Monthly Dividends

The table displays the monthly dividend distributions for ClearBridge Dividend Strategy Fund Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.10$0.00$0.00$0.00$0.10
2025$0.00$0.00$0.11$0.00$0.00$0.79$0.00$0.00$0.09$0.00$0.00$3.08$4.07
2024$0.00$0.00$0.12$0.00$0.00$0.34$0.00$0.00$0.10$0.00$0.00$2.35$2.91
2023$0.00$0.00$0.12$0.00$0.00$0.68$0.00$0.00$0.13$0.00$0.00$1.72$2.64
2022$0.00$0.00$0.11$0.00$0.00$0.45$0.00$0.00$0.12$0.00$0.00$0.91$1.60
2021$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$2.89$3.15

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 Class I. 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 Class I was 46.64%, occurring on Mar 9, 2009. Recovery took 764 trading sessions.

The current ClearBridge Dividend Strategy Fund Class I drawdown is 0.86%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-46.64%Mar 2009
1y 5mo3y 11d
4y 5moOct 2007 - Mar 2012
COVID crash2020
-34.70%Mar 2020
1mo 9d7mo 22d
9mo 1dFeb 2020 - Nov 2020
Dot-com crash2000–2002
-26.60%Oct 2002
1y 8mo7mo 7d
2y 3moFeb 2001 - May 2003
Bear market2022
-19.10%Oct 2022
9mo 10d9mo 9d
1y 6moJan 2022 - Jul 2023
Rate-hike selloffLate 2018
-15.88%Dec 2018
3mo 1d2mo 19d
5mo 20dSep 2018 - Mar 2019

Drawdown Indicators


SOPYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-46.64%

-56.78%

+10.14%

Max Drawdown (1Y)

Largest decline over 1 year

-8.03%

-9.10%

+1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-13.44%

-18.90%

+5.46%

Max Drawdown (5Y)

Largest decline over 5 years

-19.10%

-25.43%

+6.33%

Max Drawdown (10Y)

Largest decline over 10 years

-34.70%

-33.92%

-0.78%

Current Drawdown

Current decline from peak

-0.86%

-1.80%

+0.94%

Average Drawdown

Average peak-to-trough decline

-5.54%

-10.71%

+5.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.03%

-0.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SOPYX

Add ClearBridge Dividend Strategy Fund Class I to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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