LCILX vs. DFIEX
Compare and contrast key facts about ClearBridge Sustainability Leaders Fund (LCILX) and DFA International Core Equity Portfolio I (DFIEX).
LCILX is managed by Legg Mason. It was launched on Mar 31, 2015. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
LCILX vs. DFIEX - Performance Comparison
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LCILX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LCILX ClearBridge Sustainability Leaders Fund | -3.25% | 10.49% | 14.36% | 16.68% | -20.85% | 24.76% | 35.82% | 37.85% | -2.40% | 21.54% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, LCILX achieves a -3.25% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, LCILX has outperformed DFIEX with an annualized return of 12.77%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
LCILX
- 1D
- 2.91%
- 1M
- -5.22%
- YTD
- -3.25%
- 6M
- -2.57%
- 1Y
- 13.86%
- 3Y*
- 10.72%
- 5Y*
- 5.80%
- 10Y*
- 12.77%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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LCILX vs. DFIEX - Expense Ratio Comparison
LCILX has a 0.75% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
LCILX vs. DFIEX — Risk / Return Rank
LCILX
DFIEX
LCILX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Sustainability Leaders Fund (LCILX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| LCILX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.95 | -1.14 |
Sortino ratioReturn per unit of downside risk | 1.29 | 2.55 | -1.26 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.39 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.57 | -1.26 |
Martin ratioReturn relative to average drawdown | 5.96 | 10.07 | -4.11 |
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
| LCILX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.95 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.60 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.59 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.35 | +0.35 |
Correlation
The correlation between LCILX and DFIEX is 0.74, 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
LCILX vs. DFIEX - Dividend Comparison
LCILX's dividend yield for the trailing twelve months is around 5.03%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCILX ClearBridge Sustainability Leaders Fund | 5.03% | 4.87% | 6.02% | 0.75% | 0.42% | 1.42% | 4.18% | 0.61% | 0.56% | 0.73% | 0.80% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
LCILX vs. DFIEX - Drawdown Comparison
The maximum LCILX drawdown since its inception was -31.70%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for LCILX and DFIEX.
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Drawdown Indicators
| LCILX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.70% | -62.22% | +30.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.20% | -11.01% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -27.19% | -28.66% | +1.47% |
Max Drawdown (10Y)Largest decline over 10 years | -31.70% | -41.04% | +9.34% |
Current DrawdownCurrent decline from peak | -6.09% | -7.75% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -12.26% | +6.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 2.81% | -0.34% |
Volatility
LCILX vs. DFIEX - Volatility Comparison
The current volatility for ClearBridge Sustainability Leaders Fund (LCILX) is 5.35%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that LCILX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCILX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 7.09% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 10.45% | -1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.58% | 15.90% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 15.65% | +1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | 16.35% | +1.78% |