LCSSX vs. SYLD
LCSSX (ClearBridge Select Fund) and SYLD (Cambria Shareholder Yield ETF) are both funds - LCSSX is a Mid Cap Growth Equities fund managed by Legg Mason, while SYLD is a Mid Cap Value Equities fund actively managed by Cambria. Over the past 10 years, LCSSX returned 17.23%/yr vs 13.46%/yr for SYLD. A 0.67 correlation means they provide meaningful diversification when combined. LCSSX charges 0.99%/yr vs 0.59%/yr for SYLD.
Performance
LCSSX vs. SYLD - Performance Comparison
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Returns By Period
In the year-to-date period, LCSSX achieves a 3.42% return, which is significantly lower than SYLD's 14.05% return. Over the past 10 years, LCSSX has outperformed SYLD with an annualized return of 17.23%, while SYLD has yielded a comparatively lower 13.46% annualized return.
LCSSX
- 1D
- -0.03%
- 1M
- 2.21%
- YTD
- 3.42%
- 6M
- 1.97%
- 1Y
- 12.39%
- 3Y*
- 13.92%
- 5Y*
- 2.81%
- 10Y*
- 17.23%
SYLD
- 1D
- 0.10%
- 1M
- 0.04%
- YTD
- 14.05%
- 6M
- 13.14%
- 1Y
- 24.78%
- 3Y*
- 12.54%
- 5Y*
- 6.56%
- 10Y*
- 13.46%
LCSSX vs. SYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LCSSX ClearBridge Select Fund | 3.42% | 7.26% | 21.54% | 24.25% | -33.06% | 20.27% | 58.86% | 33.60% | 10.56% | 39.04% |
SYLD Cambria Shareholder Yield ETF | 14.05% | 3.94% | 3.37% | 16.46% | -6.14% | 48.59% | 13.61% | 26.98% | -13.51% | 20.03% |
Correlation
The correlation between LCSSX and SYLD is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.67 |
The correlation between LCSSX and SYLD shifts across timeframes, from 0.48 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LCSSX vs. SYLD — Risk / Return Rank
LCSSX
SYLD
LCSSX vs. SYLD - Risk-Adjusted Trends 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.
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 | SYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.28 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 3.59 | -2.65 |
| Martin ratioReturn relative to average drawdown | 2.88 | 9.63 | -6.75 |
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Drawdowns
LCSSX vs. SYLD - Drawdown Comparison
The maximum LCSSX drawdown since its inception was -43.46%, 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.
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Drawdown Indicators
| LCSSX | SYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.46% | -45.36% | +1.90% |
Max Drawdown (1Y)Largest decline over 1 year | -14.24% | -6.93% | -7.31% |
Max Drawdown (3Y)Largest decline over 3 years | -23.67% | -26.62% | +2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -43.46% | -26.62% | -16.84% |
Max Drawdown (10Y)Largest decline over 10 years | -43.46% | -45.36% | +1.90% |
Current DrawdownCurrent decline from peak | -2.14% | -2.68% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -9.17% | -5.65% | -3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.63% | 2.58% | +2.05% |
Volatility
LCSSX vs. SYLD - Volatility Comparison
ClearBridge Select Fund (LCSSX) has a higher volatility of 4.97% compared to Cambria Shareholder Yield ETF (SYLD) at 3.51%. 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.
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Volatility by Period
| LCSSX | SYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 3.51% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 9.79% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 15.62% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.82% | 20.47% | +1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.93% | 22.94% | -1.01% |
LCSSX vs. SYLD - Expense Ratio Comparison
LCSSX has a 0.99% expense ratio, which is higher than SYLD's 0.59% expense ratio.
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 1.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SYLD Cambria Shareholder Yield ETF | 1.85% | 2.25% | 2.04% | 1.92% | 2.20% | 2.37% | 1.99% | 2.08% | 2.52% | 1.57% | 1.92% | 6.93% |
Frequently Asked Questions
LCSSX and SYLD have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LCSSX has higher volatility (4.97%) compared to SYLD (3.51%). In terms of maximum drawdown, LCSSX dropped -43.46% vs SYLD's -45.36%.
SYLD currently has the higher Sharpe Ratio (1.60 vs 0.88), 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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