LBWIX vs. SMVLX
LBWIX (BrandywineGLOBAL - Diversified US Large Cap Value Fund) and SMVLX (Smead Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, LBWIX returned 12.35%/yr vs 12.62%/yr for SMVLX. Their correlation of 0.89 means they have usually moved in the same direction. LBWIX charges 0.84%/yr vs 1.26%/yr for SMVLX.
Performance
LBWIX vs. SMVLX - Performance Comparison
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Returns By Period
In the year-to-date period, LBWIX achieves a 17.22% return, which is significantly lower than SMVLX's 21.61% return. Both investments have delivered pretty close results over the past 10 years, with LBWIX having a 12.35% annualized return and SMVLX not far ahead at 12.62%.
LBWIX
- 1D
- 0.70%
- 1M
- 2.85%
- 6M
- 11.26%
- YTD
- 17.22%
- 1Y
- 28.79%
- 3Y*
- 19.38%
- 5Y*
- 12.87%
- 10Y*
- 12.35%
- ALL TIME*
- 12.02%
SMVLX
- 1D
- 0.24%
- 1M
- 3.62%
- 6M
- 15.19%
- YTD
- 21.61%
- 1Y
- 31.03%
- 3Y*
- 13.18%
- 5Y*
- 10.87%
- 10Y*
- 12.62%
- ALL TIME*
- 13.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
SMVLX Smead Value Fund | $0.00 | $0.00 | $0.00 |
LBWIX vs. SMVLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund | 17.22% | 17.38% | 18.59% | 7.42% | -1.56% | 29.74% | -1.41% | 25.66% | -9.05% | 17.79% |
SMVLX Smead Value Fund | 21.61% | 5.05% | 4.78% | 16.87% | -2.79% | 42.46% | 1.71% | 26.29% | -4.79% | 19.73% |
Correlation
The correlation between LBWIX and SMVLX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011 | 0.89 |
The correlation between LBWIX and SMVLX shifts across timeframes, from 0.74 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LBWIX vs. SMVLX — Risk / Return Rank
LBWIX
SMVLX
LBWIX vs. SMVLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) and Smead Value Fund (SMVLX). 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.
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.
| LBWIX | SMVLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.42 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.48 | 5.49 | -1.01 |
| Martin ratioReturn relative to average drawdown | 16.24 | 16.36 | -0.12 |
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Drawdowns
LBWIX vs. SMVLX - Drawdown Comparison
The maximum LBWIX drawdown since its inception was -38.22%, roughly equal to the maximum SMVLX drawdown of -39.56%. Use the drawdown chart below to compare losses from any high point for LBWIX and SMVLX.
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Drawdown Indicators
| LBWIX | SMVLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.22% | -39.56% | +1.34% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -5.90% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -14.05% | -24.62% | +10.57% |
Max Drawdown (5Y)Largest decline over 5 years | -17.87% | -24.62% | +6.75% |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | -39.56% | +1.34% |
Current DrawdownCurrent decline from peak | -0.53% | 0.00% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -4.56% | +0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.97% | -0.10% |
Volatility
LBWIX vs. SMVLX - Volatility Comparison
BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) and Smead Value Fund (SMVLX) have volatilities of 2.86% and 2.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LBWIX | SMVLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 2.98% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.04% | 8.36% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.81% | 13.50% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.67% | 18.27% | -3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.79% | 19.43% | -1.64% |
LBWIX vs. SMVLX - Expense Ratio Comparison
LBWIX has a 0.84% expense ratio, which is lower than SMVLX's 1.26% expense ratio.
Dividends
LBWIX vs. SMVLX - Dividend Comparison
LBWIX's dividend yield for the trailing twelve months is around 10.62%, more than SMVLX's 1.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund | 10.62% | 12.45% | 11.18% | 1.90% | 13.87% | 16.48% | 2.89% | 11.13% | 11.30% | 6.47% | 6.95% | 6.82% |
SMVLX Smead Value Fund | 1.37% | 1.67% | 1.08% | 1.34% | 1.78% | 3.91% | 1.40% | 3.83% | 7.47% | 0.22% | 3.14% | 3.10% |
Frequently Asked Questions
LBWIX and SMVLX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMVLX has higher volatility (2.98%) compared to LBWIX (2.86%). In terms of maximum drawdown, LBWIX dropped -38.22% vs SMVLX's -39.56%.
LBWIX currently has the higher Sharpe Ratio (2.82 vs 2.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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