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LCSSX vs. SYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LCSSX and SYLD is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

LCSSX vs. SYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Select Fund (LCSSX) and Cambria Shareholder Yield ETF (SYLD). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
17.02%
0.06%
LCSSX
SYLD

Key characteristics

Sharpe Ratio

LCSSX:

1.45

SYLD:

0.21

Sortino Ratio

LCSSX:

2.00

SYLD:

0.40

Omega Ratio

LCSSX:

1.26

SYLD:

1.05

Calmar Ratio

LCSSX:

0.85

SYLD:

0.30

Martin Ratio

LCSSX:

7.74

SYLD:

0.82

Ulcer Index

LCSSX:

3.05%

SYLD:

3.94%

Daily Std Dev

LCSSX:

16.29%

SYLD:

15.60%

Max Drawdown

LCSSX:

-45.27%

SYLD:

-45.36%

Current Drawdown

LCSSX:

-7.32%

SYLD:

-9.97%

Returns By Period

In the year-to-date period, LCSSX achieves a 23.51% return, which is significantly higher than SYLD's 3.34% return. Over the past 10 years, LCSSX has outperformed SYLD with an annualized return of 13.40%, while SYLD has yielded a comparatively lower 10.85% annualized return.


LCSSX

YTD

23.51%

1M

-3.18%

6M

17.02%

1Y

23.53%

5Y*

13.74%

10Y*

13.40%

SYLD

YTD

3.34%

1M

-8.67%

6M

0.06%

1Y

3.00%

5Y*

13.81%

10Y*

10.85%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LCSSX vs. SYLD - Expense Ratio Comparison

LCSSX has a 0.99% expense ratio, which is higher than SYLD's 0.59% expense ratio.


LCSSX
ClearBridge Select Fund
Expense ratio chart for LCSSX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for SYLD: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

LCSSX vs. SYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Select Fund (LCSSX) and Cambria Shareholder Yield ETF (SYLD). 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.


Sharpe ratio
The chart of Sharpe ratio for LCSSX, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.001.450.21
The chart of Sortino ratio for LCSSX, currently valued at 2.00, compared to the broader market-2.000.002.004.006.008.0010.002.000.40
The chart of Omega ratio for LCSSX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.05
The chart of Calmar ratio for LCSSX, currently valued at 0.85, compared to the broader market0.002.004.006.008.0010.0012.0014.000.850.30
The chart of Martin ratio for LCSSX, currently valued at 7.74, compared to the broader market0.0020.0040.0060.007.740.82
LCSSX
SYLD

The current LCSSX Sharpe Ratio is 1.45, which is higher than the SYLD Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of LCSSX and SYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.45
0.21
LCSSX
SYLD

Dividends

LCSSX vs. SYLD - Dividend Comparison

LCSSX has not paid dividends to shareholders, while SYLD's dividend yield for the trailing twelve months is around 2.04%.


TTM20232022202120202019201820172016201520142013
LCSSX
ClearBridge Select Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.67%
SYLD
Cambria Shareholder Yield ETF
2.04%1.92%2.20%2.22%2.00%2.07%2.52%1.48%1.92%6.45%3.89%0.82%

Drawdowns

LCSSX vs. SYLD - Drawdown Comparison

The maximum LCSSX drawdown since its inception was -45.27%, roughly equal to the maximum SYLD drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for LCSSX and SYLD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.32%
-9.97%
LCSSX
SYLD

Volatility

LCSSX vs. SYLD - Volatility Comparison

ClearBridge Select Fund (LCSSX) has a higher volatility of 5.21% compared to Cambria Shareholder Yield ETF (SYLD) at 4.50%. This indicates that LCSSX's price experiences larger fluctuations and is considered to be riskier than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.21%
4.50%
LCSSX
SYLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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