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ClearBridge Dividend Strategy Fund Class I (SOPYX) Sharpe Ratio: 1.62

Mutual Fund · Currency in USD · Last updated Jul 11, 2026

ClearBridge Dividend Strategy Fund Class I is an actively managed equity mutual fund seeking dividend income, dividend growth, and long-term capital appreciation by investing primarily in dividend-paying companies.

SOPYX's Sharpe Ratio of 1.62 indicates that for each unit of volatility, it generates 1.62 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 11, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

SOPYX Sharpe Ratio Rank

SOPYX Sharpe Ratio Rank: 51.752
Average

SOPYX ranks above 51.7% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

SOPYX Sharpe Ratio Market Positioning

The chart shows SOPYX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.07 or lower
  • Yellow zone (middle 50%): 1.07 to 1.95
  • Green zone (top 25%): 1.95 or higher
  • Top 1%: 3.92+
  • Median: 1.59 — half of all investments score higher

How it compares to other similar mutual funds

The table compares ClearBridge Dividend Strategy Fund Class I's Sharpe Ratio with other mutual funds in the Dividend category across multiple time periods, showing how SOPYX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 11, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VIHAXVanguard International High Dividend Yield Index Fund Admiral Shares2.34
CDDYXColumbia Dividend Income Fund Institutional 3 Class2.24
EPDPXEuroPac International Dividend Income Fund Class A2.21
OIEJXJPMorgan Equity Income Fund R62.19
FDGDXFidelity Advisor 529 Dividend Growth Portfolio Class D2.18
SVAAXFederated Hermes Strategic Value Dividend Fund Class A2.16
VHYAXVanguard High Dividend Yield Index Fund Admiral Shares2.12
FDGFXFidelity Dividend Growth Fund2.11
PMAIXPioneer Multi-Asset Income Fund A2.10
MDDVXBlackRock Equity Dividend Fund Investor A Shares2.07
SOPYXClearBridge Dividend Strategy Fund Class I1.62

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SOPYX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SOPYX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does SOPYX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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