LCILX vs. VSTSX

Last updated Jun 23, 2026

LCILX (ClearBridge Sustainability Leaders Fund) and VSTSX (Vanguard Total Stock Market Index Fund Institutional Select Shares) are both Large Cap Blend Equities funds. Over the past 5 years, LCILX returned 8.44%/yr vs 12.90%/yr for VSTSX. With a 0.96 correlation, they move nearly in lockstep. LCILX charges 0.75%/yr vs 0.01%/yr for VSTSX.

Performance

LCILX vs. VSTSX - 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 Select Shares (VSTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with LCILX having a 10.54% return and VSTSX slightly higher at 10.73%.

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%

VSTSX

• 1D: 1.14%
• 1M: 0.90%
• YTD: 10.73%
• 6M: 9.95%
• 1Y: 27.60%
• 3Y*: 20.70%
• 5Y*: 12.90%
• 10Y*: —

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

LCILX vs. VSTSX - 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%
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares	10.73%	17.16%	23.27%	26.54%	-19.49%	25.75%	21.02%	30.81%	-5.15%	20.21%

Correlation

The correlation between LCILX and VSTSX is 0.95, 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	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.96

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

Return for Risk

LCILX vs. VSTSX — 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

VSTSX

VSTSX Risk / Return Rank: 65
VSTSX Sharpe Ratio Rank: 63
VSTSX Sortino Ratio Rank: 57
VSTSX Omega Ratio Rank: 58
VSTSX Calmar Ratio Rank: 70
VSTSX Martin Ratio Rank: 79

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. VSTSX - 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 Select Shares (VSTSX). 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	VSTSX	Difference
Sharpe ratio: Return per unit of total volatility	1.76	2.14	-0.38
Sortino ratio: Return per unit of downside risk	2.48	2.91	-0.42
Omega ratio: Gain probability vs. loss probability	1.32	1.38	-0.07
Calmar ratio: Return relative to maximum drawdown	2.48	3.08	-0.60
Martin ratio: Return relative to average drawdown	10.78	13.80	-3.02

LCILX vs. VSTSX - Sharpe Ratio Comparison

The current LCILX Sharpe Ratio is 1.76, which is comparable to the VSTSX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of LCILX and VSTSX, 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. VSTSX - Drawdown Comparison

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

Drawdown Indicators

	LCILX	VSTSX	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%	—	—
Current Drawdown Current decline from peak	-0.36%	-1.13%	+0.77%
Average Drawdown Average peak-to-trough decline	-5.26%	-4.88%	-0.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	1.99%	+0.02%

Volatility

LCILX vs. VSTSX - Volatility Comparison

The current volatility for ClearBridge Sustainability Leaders Fund (LCILX) is 4.13%, while Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) has a volatility of 4.88%. This indicates that LCILX experiences smaller price fluctuations and is considered to be less risky than VSTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LCILX	VSTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	4.88%	-0.75%
Volatility (6M) Calculated over the trailing 6-month period	9.72%	10.11%	-0.39%
Volatility (1Y) Calculated over the trailing 1-year period	12.31%	12.80%	-0.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.37%	17.46%	-0.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.17%	18.76%	-0.59%

LCILX vs. VSTSX - Expense Ratio Comparison

LCILX has a 0.75% expense ratio, which is higher than VSTSX's 0.01% expense ratio.

Dividends

LCILX vs. VSTSX - Dividend Comparison

LCILX's dividend yield for the trailing twelve months is around 4.40%, more than VSTSX's 1.04% 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%
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares	1.04%	1.13%	1.27%	1.43%	1.67%	1.23%	1.44%	1.79%	2.07%	1.74%	0.00%

Frequently Asked Questions

Can I hold both LCILX and VSTSX in my portfolio?

With a correlation of 0.95, LCILX and VSTSX 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 VSTSX?

VSTSX has higher volatility (4.88%) compared to LCILX (4.13%). In terms of maximum drawdown, LCILX dropped -31.70% vs VSTSX's -34.97%.

Which has better risk-adjusted returns?

VSTSX currently has the higher Sharpe Ratio (2.14 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.