LBWIX vs. SHAPX
Compare and contrast key facts about BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) and ClearBridge Appreciation Fund (SHAPX).
LBWIX is managed by Franklin Templeton. It was launched on Sep 7, 2010. SHAPX is managed by Franklin Templeton. It was launched on Mar 10, 1970.
Performance
LBWIX vs. SHAPX - Performance Comparison
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LBWIX vs. SHAPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund | 1.48% | 17.38% | 18.59% | 7.42% | -1.56% | 29.74% | -1.41% | 25.66% | -9.05% | 17.79% |
SHAPX ClearBridge Appreciation Fund | -6.24% | 14.32% | 22.37% | 19.50% | -12.56% | 23.52% | 14.53% | 29.84% | -2.19% | 18.31% |
Returns By Period
In the year-to-date period, LBWIX achieves a 1.48% return, which is significantly higher than SHAPX's -6.24% return. Over the past 10 years, LBWIX has underperformed SHAPX with an annualized return of 11.30%, while SHAPX has yielded a comparatively higher 11.99% annualized return.
LBWIX
- 1D
- 0.05%
- 1M
- -5.06%
- YTD
- 1.48%
- 6M
- 5.48%
- 1Y
- 15.10%
- 3Y*
- 15.44%
- 5Y*
- 10.97%
- 10Y*
- 11.30%
SHAPX
- 1D
- -0.06%
- 1M
- -7.91%
- YTD
- -6.24%
- 6M
- -5.30%
- 1Y
- 10.69%
- 3Y*
- 14.58%
- 5Y*
- 10.06%
- 10Y*
- 11.99%
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LBWIX vs. SHAPX - Expense Ratio Comparison
LBWIX has a 0.84% expense ratio, which is lower than SHAPX's 0.93% expense ratio.
Return for Risk
LBWIX vs. SHAPX — Risk / Return Rank
LBWIX
SHAPX
LBWIX vs. SHAPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) and ClearBridge Appreciation Fund (SHAPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| LBWIX | SHAPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.72 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.13 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 0.89 | +0.48 |
Martin ratioReturn relative to average drawdown | 5.57 | 4.11 | +1.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LBWIX | SHAPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.72 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.68 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.72 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.77 | -0.11 |
Correlation
The correlation between LBWIX and SHAPX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LBWIX vs. SHAPX - Dividend Comparison
LBWIX's dividend yield for the trailing twelve months is around 12.27%, less than SHAPX's 15.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund | 12.27% | 12.45% | 11.18% | 1.90% | 13.87% | 16.48% | 2.89% | 11.13% | 11.30% | 6.47% | 6.95% | 6.82% |
SHAPX ClearBridge Appreciation Fund | 15.01% | 14.08% | 9.00% | 4.17% | 8.85% | 6.54% | 4.13% | 7.09% | 6.71% | 5.10% | 3.29% | 4.76% |
Drawdowns
LBWIX vs. SHAPX - Drawdown Comparison
The maximum LBWIX drawdown since its inception was -38.22%, smaller than the maximum SHAPX drawdown of -46.19%. Use the drawdown chart below to compare losses from any high point for LBWIX and SHAPX.
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Drawdown Indicators
| LBWIX | SHAPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.22% | -46.19% | +7.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -10.57% | -0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -17.87% | -20.53% | +2.66% |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | -32.21% | -6.01% |
Current DrawdownCurrent decline from peak | -6.32% | -8.74% | +2.42% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -4.79% | +0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.29% | +0.39% |
Volatility
LBWIX vs. SHAPX - Volatility Comparison
The current volatility for BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) is 3.11%, while ClearBridge Appreciation Fund (SHAPX) has a volatility of 3.74%. This indicates that LBWIX experiences smaller price fluctuations and is considered to be less risky than SHAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LBWIX | SHAPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 3.74% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 7.93% | 7.86% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 15.90% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 14.85% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 16.70% | +1.15% |