LCILX vs. LMVTX

Last updated Jun 23, 2026

LCILX (ClearBridge Sustainability Leaders Fund) and LMVTX (ClearBridge Value Trust) are both mutual funds - LCILX is a Large Cap Blend Equities fund managed by Legg Mason, while LMVTX is a Large Cap Value Equities fund managed by Legg Mason. Over the past 10 years, LCILX returned 14.50%/yr vs 11.59%/yr for LMVTX. Their correlation of 0.84 suggests significant overlap in exposure. LCILX charges 0.75%/yr vs 1.74%/yr for LMVTX.

Performance

LCILX vs. LMVTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Sustainability Leaders Fund (LCILX) and ClearBridge Value Trust (LMVTX). 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 lower than LMVTX's 11.13% return. Over the past 10 years, LCILX has outperformed LMVTX with an annualized return of 14.50%, while LMVTX has yielded a comparatively lower 11.59% annualized 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%

LMVTX

• 1D: 0.65%
• 1M: 1.12%
• YTD: 11.13%
• 6M: 10.08%
• 1Y: 21.61%
• 3Y*: 15.05%
• 5Y*: 10.36%
• 10Y*: 11.59%

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

LCILX vs. LMVTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LCILX ClearBridge Sustainability Leaders Fund	10.54%	10.49%	14.36%	16.68%	-20.85%	24.76%	35.82%	37.85%	-2.40%	21.54%
LMVTX ClearBridge Value Trust	11.13%	9.80%	14.22%	18.80%	-7.00%	26.93%	10.63%	26.25%	-13.50%	13.76%

Correlation

The correlation between LCILX and LMVTX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.84

The correlation between LCILX and LMVTX has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

Return for Risk

LCILX vs. LMVTX — 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

LMVTX

LMVTX Risk / Return Rank: 48
LMVTX Sharpe Ratio Rank: 42
LMVTX Sortino Ratio Rank: 40
LMVTX Omega Ratio Rank: 40
LMVTX Calmar Ratio Rank: 59
LMVTX Martin Ratio Rank: 56

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. LMVTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Sustainability Leaders Fund (LCILX) and ClearBridge Value Trust (LMVTX). 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	LMVTX	Difference
Sharpe ratio: Return per unit of total volatility	1.76	1.76	0.00
Sortino ratio: Return per unit of downside risk	2.48	2.45	+0.03
Omega ratio: Gain probability vs. loss probability	1.32	1.32	0.00
Calmar ratio: Return relative to maximum drawdown	2.48	2.82	-0.34
Martin ratio: Return relative to average drawdown	10.78	10.63	+0.15

LCILX vs. LMVTX - Sharpe Ratio Comparison

The current LCILX Sharpe Ratio is 1.76, which is comparable to the LMVTX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of LCILX and LMVTX, 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. LMVTX - Drawdown Comparison

The maximum LCILX drawdown since its inception was -31.70%, smaller than the maximum LMVTX drawdown of -72.54%. Use the drawdown chart below to compare losses from any high point for LCILX and LMVTX.

Drawdown Indicators

	LCILX	LMVTX	Difference
Max Drawdown Largest peak-to-trough decline	-31.70%	-72.54%	+40.84%
Max Drawdown (1Y) Largest decline over 1 year	-8.74%	-7.87%	-0.87%
Max Drawdown (3Y) Largest decline over 3 years	-19.63%	-19.28%	-0.35%
Max Drawdown (5Y) Largest decline over 5 years	-27.19%	-20.79%	-6.40%
Max Drawdown (10Y) Largest decline over 10 years	-31.70%	-40.47%	+8.77%
Current Drawdown Current decline from peak	-0.36%	-0.73%	+0.37%
Average Drawdown Average peak-to-trough decline	-5.26%	-11.95%	+6.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	2.08%	-0.07%

Volatility

LCILX vs. LMVTX - Volatility Comparison

ClearBridge Sustainability Leaders Fund (LCILX) and ClearBridge Value Trust (LMVTX) have volatilities of 4.13% and 3.94%, 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.

Volatility by Period

	LCILX	LMVTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	3.94%	+0.19%
Volatility (6M) Calculated over the trailing 6-month period	9.72%	9.47%	+0.25%
Volatility (1Y) Calculated over the trailing 1-year period	12.31%	12.61%	-0.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.37%	17.73%	-0.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.17%	19.23%	-1.06%

LCILX vs. LMVTX - Expense Ratio Comparison

LCILX has a 0.75% expense ratio, which is lower than LMVTX's 1.74% expense ratio.

Dividends

LCILX vs. LMVTX - Dividend Comparison

LCILX's dividend yield for the trailing twelve months is around 4.40%, less than LMVTX's 9.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
LMVTX ClearBridge Value Trust	9.30%	10.33%	10.32%	12.03%	7.85%	18.06%	5.41%	0.00%	1.34%	0.00%	0.10%

Frequently Asked Questions

Can I hold both LCILX and LMVTX in my portfolio?

LCILX and LMVTX have a correlation of 0.81, 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 LMVTX?

LCILX has higher volatility (4.13%) compared to LMVTX (3.94%). In terms of maximum drawdown, LCILX dropped -31.70% vs LMVTX's -72.54%.

Which has better risk-adjusted returns?

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