LCILX vs. GQEIX

Last updated Jun 23, 2026

LCILX (ClearBridge Sustainability Leaders Fund) and GQEIX (GQG Partners US Select Quality Equity Fund) are both Large Cap Blend Equities funds. Over the past 5 years, LCILX returned 8.44%/yr vs 9.84%/yr for GQEIX. A 0.71 correlation means they provide meaningful diversification when combined. LCILX charges 0.75%/yr vs 0.49%/yr for GQEIX.

Performance

LCILX vs. GQEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Sustainability Leaders Fund (LCILX) and GQG Partners US Select Quality Equity Fund (GQEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LCILX achieves a 10.54% return, which is significantly higher than GQEIX's 2.54% return.

LCILX

• 1D: 0.97%
• 1M: 1.27%
• YTD: 10.54%
• 6M: 10.18%
• 1Y: 21.95%
• 3Y*: 14.20%
• 5Y*: 8.44%
• 10Y*: 14.50%

GQEIX

• 1D: -0.96%
• 1M: -5.68%
• YTD: 2.54%
• 6M: 2.97%
• 1Y: 1.88%
• 3Y*: 11.89%
• 5Y*: 9.84%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LCILX vs. GQEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
LCILX ClearBridge Sustainability Leaders Fund	10.54%	10.49%	14.36%	16.68%	-20.85%	24.76%	35.82%	37.85%	-12.37%
GQEIX GQG Partners US Select Quality Equity Fund	2.54%	-4.31%	29.20%	17.77%	-2.69%	19.88%	23.88%	27.34%	-7.65%

Correlation

The correlation between LCILX and GQEIX is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018	0.71

The correlation between LCILX and GQEIX shifts across timeframes, from -0.04 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LCILX vs. GQEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LCILX

LCILX Risk / Return Rank: 45
LCILX Sharpe Ratio Rank: 42
LCILX Sortino Ratio Rank: 41
LCILX Omega Ratio Rank: 41
LCILX Calmar Ratio Rank: 46
LCILX Martin Ratio Rank: 57

GQEIX

GQEIX Risk / Return Rank: 4
GQEIX Sharpe Ratio Rank: 4
GQEIX Sortino Ratio Rank: 4
GQEIX Omega Ratio Rank: 4
GQEIX Calmar Ratio Rank: 4
GQEIX Martin Ratio Rank: 4

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.

LCILX vs. GQEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Sustainability Leaders Fund (LCILX) and GQG Partners US Select Quality Equity Fund (GQEIX). 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.

	LCILX	GQEIX	Difference
Sharpe ratio: Return per unit of total volatility	1.76	0.23	+1.54
Sortino ratio: Return per unit of downside risk	2.48	0.39	+2.09
Omega ratio: Gain probability vs. loss probability	1.32	1.04	+0.27
Calmar ratio: Return relative to maximum drawdown	2.48	0.28	+2.20
Martin ratio: Return relative to average drawdown	10.78	0.73	+10.05

LCILX vs. GQEIX - Sharpe Ratio Comparison

The current LCILX Sharpe Ratio is 1.76, which is higher than the GQEIX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of LCILX and GQEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LCILX vs. GQEIX - Drawdown Comparison

The maximum LCILX drawdown since its inception was -31.70%, which is greater than GQEIX's maximum drawdown of -28.48%. Use the drawdown chart below to compare losses from any high point for LCILX and GQEIX.

Drawdown Indicators

	LCILX	GQEIX	Difference
Max Drawdown Largest peak-to-trough decline	-31.70%	-28.48%	-3.22%
Max Drawdown (1Y) Largest decline over 1 year	-8.74%	-8.45%	-0.29%
Max Drawdown (3Y) Largest decline over 3 years	-19.63%	-18.92%	-0.71%
Max Drawdown (5Y) Largest decline over 5 years	-27.19%	-20.44%	-6.75%
Max Drawdown (10Y) Largest decline over 10 years	-31.70%	—	—
Current Drawdown Current decline from peak	-0.36%	-12.31%	+11.95%
Average Drawdown Average peak-to-trough decline	-5.26%	-5.77%	+0.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	3.23%	-1.22%

Volatility

LCILX vs. GQEIX - Volatility Comparison

ClearBridge Sustainability Leaders Fund (LCILX) has a higher volatility of 4.13% compared to GQG Partners US Select Quality Equity Fund (GQEIX) at 3.66%. This indicates that LCILX's price experiences larger fluctuations and is considered to be riskier than GQEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LCILX	GQEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	3.66%	+0.47%
Volatility (6M) Calculated over the trailing 6-month period	9.72%	8.00%	+1.72%
Volatility (1Y) Calculated over the trailing 1-year period	12.31%	10.48%	+1.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.37%	15.92%	+1.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.17%	18.73%	-0.56%

LCILX vs. GQEIX - Expense Ratio Comparison

LCILX has a 0.75% expense ratio, which is higher than GQEIX's 0.49% expense ratio.

Dividends

LCILX vs. GQEIX - Dividend Comparison

LCILX's dividend yield for the trailing twelve months is around 4.40%, less than GQEIX's 7.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
GQEIX GQG Partners US Select Quality Equity Fund	7.19%	7.38%	5.41%	0.63%	4.50%	1.50%	0.67%	0.65%	0.12%	0.00%	0.00%
LCILX ClearBridge Sustainability Leaders Fund	4.40%	4.87%	6.02%	0.75%	0.42%	1.42%	4.18%	0.61%	0.56%	0.73%	0.80%

Frequently Asked Questions

Can I hold both LCILX and GQEIX in my portfolio?

LCILX and GQEIX have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LCILX or GQEIX?

LCILX has higher volatility (4.13%) compared to GQEIX (3.66%). In terms of maximum drawdown, LCILX dropped -31.70% vs GQEIX's -28.48%.

Which has better risk-adjusted returns?

LCILX currently has the higher Sharpe Ratio (1.76 vs 0.23), 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.