LCILX vs. NWAUX
LCILX (ClearBridge Sustainability Leaders Fund) and NWAUX (Nationwide GQG US Quality Equity Fund) are both mutual funds - LCILX is a Large Cap Blend Equities fund managed by Legg Mason, while NWAUX is a Quality Factor fund managed by Nationwide. Over the past 5 years, LCILX returned 7.02%/yr vs 8.98%/yr for NWAUX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. LCILX charges 0.75%/yr vs 0.74%/yr for NWAUX.
Performance
LCILX vs. NWAUX - Performance Comparison
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Returns By Period
In the year-to-date period, LCILX achieves a 9.23% return, which is significantly higher than NWAUX's 5.53% return.
LCILX
- 1D
- 1.32%
- 1M
- -1.35%
- 6M
- 8.24%
- YTD
- 9.23%
- 1Y
- 16.13%
- 3Y*
- 12.62%
- 5Y*
- 7.02%
- 10Y*
- 13.91%
- ALL TIME*
- 13.50%
NWAUX
- 1D
- 0.28%
- 1M
- 0.28%
- 6M
- 1.75%
- YTD
- 5.53%
- 1Y
- 6.08%
- 3Y*
- 10.94%
- 5Y*
- 8.98%
- 10Y*
- —
- ALL TIME*
- 11.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LCILX vs. NWAUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LCILX ClearBridge Sustainability Leaders Fund | 9.23% | 10.49% | 14.36% | 16.68% | -20.85% | 23.55% |
NWAUX Nationwide GQG US Quality Equity Fund | 5.53% | -4.92% | 27.90% | 18.30% | -3.23% | 22.65% |
Correlation
The correlation between LCILX and NWAUX is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2021 | 0.62 |
The correlation between LCILX and NWAUX shifts across timeframes, from -0.09 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LCILX vs. NWAUX — Risk / Return Rank
LCILX
NWAUX
LCILX vs. NWAUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Sustainability Leaders Fund (LCILX) and Nationwide GQG US Quality Equity Fund (NWAUX). 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 | NWAUX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.10 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 0.68 | +0.91 |
| Martin ratioReturn relative to average drawdown | 6.80 | 1.54 | +5.27 |
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Drawdowns
LCILX vs. NWAUX - Drawdown Comparison
The maximum LCILX drawdown since its inception was -31.70%, which is greater than NWAUX's maximum drawdown of -21.07%. Use the drawdown chart below to compare losses from any high point for LCILX and NWAUX.
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Drawdown Indicators
| LCILX | NWAUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.70% | -21.07% | -10.63% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -8.55% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -19.63% | -19.31% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -27.19% | -21.07% | -6.12% |
Max Drawdown (10Y)Largest decline over 10 years | -31.70% | — | — |
Current DrawdownCurrent decline from peak | -2.09% | -10.57% | +8.48% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -7.04% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 3.77% | -1.73% |
Volatility
LCILX vs. NWAUX - Volatility Comparison
ClearBridge Sustainability Leaders Fund (LCILX) has a higher volatility of 3.15% compared to Nationwide GQG US Quality Equity Fund (NWAUX) at 2.69%. This indicates that LCILX's price experiences larger fluctuations and is considered to be riskier than NWAUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCILX | NWAUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.15% | 2.69% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.80% | 8.30% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.55% | 10.57% | +1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 16.11% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 15.83% | +2.28% |
LCILX vs. NWAUX - Expense Ratio Comparison
LCILX has a 0.75% expense ratio, which is higher than NWAUX's 0.74% expense ratio.
Dividends
LCILX vs. NWAUX - Dividend Comparison
LCILX's dividend yield for the trailing twelve months is around 4.46%, less than NWAUX's 4.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
LCILX ClearBridge Sustainability Leaders Fund | 4.46% | 4.87% | 6.02% | 0.75% | 0.42% | 1.42% | 4.18% | 0.61% | 0.56% | 0.73% | 0.80% |
NWAUX Nationwide GQG US Quality Equity Fund | 4.93% | 4.35% | 13.58% | 0.40% | 1.93% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LCILX and NWAUX have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LCILX has higher volatility (3.15%) compared to NWAUX (2.69%). In terms of maximum drawdown, LCILX dropped -31.70% vs NWAUX's -21.07%.
LCILX currently has the higher Sharpe Ratio (1.11 vs 0.55), 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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