LCILX vs. VSMPX

Last updated Aug 1, 2026

LCILX (ClearBridge Sustainability Leaders Fund) and VSMPX (Vanguard Total Stock Market Index Fund Institutional Plus Shares) are both Large Cap Blend Equities funds. Over the past 10 years, LCILX returned 13.91%/yr vs 14.49%/yr for VSMPX. Their 0.96 correlation means they have historically moved very closely together. LCILX charges 0.75%/yr vs 0.02%/yr for VSMPX.

Performance

LCILX vs. VSMPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Sustainability Leaders Fund (LCILX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LCILX achieves a 9.23% return, which is significantly lower than VSMPX's 9.88% return. Both investments have delivered pretty close results over the past 10 years, with LCILX having a 13.91% annualized return and VSMPX not far ahead at 14.49%.

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%

VSMPX

• 1D: 1.63%
• 1M: -0.78%
• 6M: 8.16%
• YTD: 9.88%
• 1Y: 21.12%
• 3Y*: 18.60%
• 5Y*: 11.63%
• 10Y*: 14.49%
• ALL TIME*: 14.62%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LCILX ClearBridge Sustainability Leaders Fund	$0.00	$0.00	$0.00
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares	$0.00	$0.00	$0.00

LCILX vs. VSMPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LCILX ClearBridge Sustainability Leaders Fund	9.23%	10.49%	14.36%	16.68%	-20.85%	24.76%	35.82%	37.85%	-2.40%	21.54%
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares	9.88%	17.15%	23.26%	26.53%	-19.50%	25.74%	21.01%	30.79%	-5.16%	21.19%

Correlation

The correlation between LCILX and VSMPX is 0.95, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.95
Correlation (3Y) Balances recent behavior with more history.	0.96
Correlation (5Y) Shows whether the relationship held over a longer period.	0.97
Correlation (10Y) Provides a long-term view across more market conditions.	0.96
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.96

The correlation between LCILX and VSMPX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

Return for Risk

LCILX vs. VSMPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LCILX

LCILX Risk / Return Rank: 38
LCILX Sharpe Ratio Rank: 35
LCILX Sortino Ratio Rank: 34
LCILX Omega Ratio Rank: 34
LCILX Calmar Ratio Rank: 38
LCILX Martin Ratio Rank: 49

VSMPX

VSMPX Risk / Return Rank: 64
VSMPX Sharpe Ratio Rank: 61
VSMPX Sortino Ratio Rank: 58
VSMPX Omega Ratio Rank: 57
VSMPX Calmar Ratio Rank: 66
VSMPX Martin Ratio Rank: 78

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LCILX vs. VSMPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Sustainability Leaders Fund (LCILX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX). 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	VSMPX	Difference
Sharpe ratio: Return per unit of total volatility	1.11	1.43	-0.32
Sortino ratio: Return per unit of downside risk	1.61	2.01	-0.40
Omega ratio: Gain probability vs. loss probability	1.20	1.26	-0.05
Calmar ratio: Return relative to maximum drawdown	1.59	2.10	-0.52
Martin ratio: Return relative to average drawdown	6.80	9.09	-2.29

LCILX vs. VSMPX - Sharpe Ratio Comparison

The current LCILX Sharpe Ratio is 1.11, which is comparable to the VSMPX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of LCILX and VSMPX, 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. VSMPX - Drawdown Comparison

The maximum LCILX drawdown since its inception was -31.70%, smaller than the maximum VSMPX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for LCILX and VSMPX.

Drawdown Indicators

	LCILX	VSMPX	Difference
Max Drawdown Largest peak-to-trough decline	-31.70%	-34.97%	+3.27%
Max Drawdown (1Y) Largest decline over 1 year	-8.74%	-8.92%	+0.18%
Max Drawdown (3Y) Largest decline over 3 years	-19.63%	-19.36%	-0.27%
Max Drawdown (5Y) Largest decline over 5 years	-27.19%	-25.35%	-1.84%
Max Drawdown (10Y) Largest decline over 10 years	-31.70%	-34.97%	+3.27%
Current Drawdown Current decline from peak	-2.09%	-1.89%	-0.20%
Average Drawdown Average peak-to-trough decline	-5.22%	-4.55%	-0.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	2.06%	-0.02%

Volatility

LCILX vs. VSMPX - Volatility Comparison

The current volatility for ClearBridge Sustainability Leaders Fund (LCILX) is 3.15%, while Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) has a volatility of 3.41%. This indicates that LCILX experiences smaller price fluctuations and is considered to be less risky than VSMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LCILX	VSMPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.15%	3.41%	-0.26%
Volatility (6M) Calculated over the trailing 6-month period	9.80%	10.27%	-0.47%
Volatility (1Y) Calculated over the trailing 1-year period	12.55%	13.13%	-0.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.37%	17.47%	-0.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.11%	18.41%	-0.30%

LCILX vs. VSMPX - Expense Ratio Comparison

LCILX has a 0.75% expense ratio, which is higher than VSMPX's 0.02% expense ratio.

Dividends

LCILX vs. VSMPX - Dividend Comparison

LCILX's dividend yield for the trailing twelve months is around 4.46%, more than VSMPX's 1.07% 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%
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares	1.07%	1.13%	1.27%	1.43%	1.67%	1.22%	1.43%	1.78%	2.05%	1.73%	1.95%

Frequently Asked Questions

Can I hold both LCILX and VSMPX in my portfolio?

With a correlation of 0.95, LCILX and VSMPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, LCILX or VSMPX?

VSMPX has higher volatility (3.41%) compared to LCILX (3.15%). In terms of maximum drawdown, LCILX dropped -31.70% vs VSMPX's -34.97%.

Which has better risk-adjusted returns?

VSMPX currently has the higher Sharpe Ratio (1.43 vs 1.11), 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.