LCSSX vs. IMCG
LCSSX (ClearBridge Select Fund) and IMCG (iShares Morningstar Mid-Cap Growth ETF) are both Mid Cap Growth Equities funds. Over the past 10 years, LCSSX returned 16.95%/yr vs 15.00%/yr for IMCG. Their correlation of 0.91 suggests significant overlap in exposure. LCSSX charges 0.99%/yr vs 0.06%/yr for IMCG.
Performance
LCSSX vs. IMCG - Performance Comparison
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Returns By Period
In the year-to-date period, LCSSX achieves a 3.46% return, which is significantly lower than IMCG's 22.43% return. Over the past 10 years, LCSSX has outperformed IMCG with an annualized return of 16.95%, while IMCG has yielded a comparatively lower 15.00% annualized return.
LCSSX
- 1D
- 0.81%
- 1M
- 2.24%
- YTD
- 3.46%
- 6M
- 1.96%
- 1Y
- 13.34%
- 3Y*
- 13.44%
- 5Y*
- 3.32%
- 10Y*
- 16.95%
IMCG
- 1D
- 0.49%
- 1M
- 6.84%
- YTD
- 22.43%
- 6M
- 20.06%
- 1Y
- 26.63%
- 3Y*
- 19.34%
- 5Y*
- 8.31%
- 10Y*
- 15.00%
LCSSX vs. IMCG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LCSSX ClearBridge Select Fund | 3.46% | 7.26% | 21.54% | 24.25% | -33.06% | 20.27% | 58.86% | 33.60% | 10.56% | 39.04% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 22.43% | 6.55% | 18.14% | 20.73% | -25.79% | 15.39% | 45.64% | 35.70% | -3.68% | 25.57% |
Correlation
The correlation between LCSSX and IMCG is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2012 | 0.91 |
The correlation between LCSSX and IMCG has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
LCSSX vs. IMCG — Risk / Return Rank
LCSSX
IMCG
LCSSX vs. IMCG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Select Fund (LCSSX) and iShares Morningstar Mid-Cap Growth ETF (IMCG). 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.
| LCSSX | IMCG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.28 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 2.63 | -1.70 |
| Martin ratioReturn relative to average drawdown | 2.85 | 10.03 | -7.19 |
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Drawdowns
LCSSX vs. IMCG - Drawdown Comparison
The maximum LCSSX drawdown since its inception was -43.46%, smaller than the maximum IMCG drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for LCSSX and IMCG.
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Drawdown Indicators
| LCSSX | IMCG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.46% | -58.96% | +15.50% |
Max Drawdown (1Y)Largest decline over 1 year | -14.24% | -10.17% | -4.07% |
Max Drawdown (3Y)Largest decline over 3 years | -23.67% | -21.92% | -1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -43.46% | -35.08% | -8.38% |
Max Drawdown (10Y)Largest decline over 10 years | -43.46% | -35.08% | -8.38% |
Current DrawdownCurrent decline from peak | -2.11% | 0.00% | -2.11% |
Average DrawdownAverage peak-to-trough decline | -9.17% | -9.21% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.63% | 2.66% | +1.97% |
Volatility
LCSSX vs. IMCG - Volatility Comparison
The current volatility for ClearBridge Select Fund (LCSSX) is 5.13%, while iShares Morningstar Mid-Cap Growth ETF (IMCG) has a volatility of 7.22%. This indicates that LCSSX experiences smaller price fluctuations and is considered to be less risky than IMCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCSSX | IMCG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 7.22% | -2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 13.99% | -2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 16.73% | -1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.82% | 20.36% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.94% | 20.61% | +1.33% |
LCSSX vs. IMCG - Expense Ratio Comparison
LCSSX has a 0.99% expense ratio, which is higher than IMCG's 0.06% expense ratio.
Dividends
LCSSX vs. IMCG - Dividend Comparison
LCSSX has not paid dividends to shareholders, while IMCG's dividend yield for the trailing twelve months is around 0.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.61% | 0.78% | 0.78% | 0.85% | 0.91% | 0.41% | 0.09% | 0.30% | 0.35% | 0.45% | 0.52% | 0.38% |
LCSSX ClearBridge Select Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 3.26% | 0.00% | 0.00% | 1.28% | 2.11% | 1.12% | 5.25% |
Frequently Asked Questions
LCSSX and IMCG have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMCG has higher volatility (7.22%) compared to LCSSX (5.13%). In terms of maximum drawdown, LCSSX dropped -43.46% vs IMCG's -58.96%.
IMCG currently has the higher Sharpe Ratio (1.60 vs 0.87), 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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