LCSSX vs. SYLD
Compare and contrast key facts about ClearBridge Select Fund (LCSSX) and Cambria Shareholder Yield ETF (SYLD).
LCSSX is managed by Legg Mason. It was launched on Nov 30, 2012. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LCSSX or SYLD.
Key characteristics
| LCSSX | SYLD | |
|---|---|---|
| YTD Return | 24.20% | 11.29% |
| 1Y Return | 42.27% | 27.28% |
| 3Y Return (Ann) | -2.24% | 6.11% |
| 5Y Return (Ann) | 15.29% | 16.08% |
| 10Y Return (Ann) | 13.70% | 12.05% |
| Sharpe Ratio | 2.53 | 1.63 |
| Sortino Ratio | 3.37 | 2.38 |
| Omega Ratio | 1.45 | 1.29 |
| Calmar Ratio | 1.18 | 3.09 |
| Martin Ratio | 13.88 | 7.35 |
| Ulcer Index | 2.92% | 3.58% |
| Daily Std Dev | 16.01% | 16.11% |
| Max Drawdown | -45.27% | -45.36% |
| Current Drawdown | -6.80% | -0.22% |
Correlation
The correlation between LCSSX and SYLD is 0.69, 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.
Performance
LCSSX vs. SYLD - Performance Comparison
In the year-to-date period, LCSSX achieves a 24.20% return, which is significantly higher than SYLD's 11.29% return. Over the past 10 years, LCSSX has outperformed SYLD with an annualized return of 13.70%, while SYLD has yielded a comparatively lower 12.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LCSSX vs. SYLD - Expense Ratio Comparison
LCSSX has a 0.99% expense ratio, which is higher than SYLD's 0.59% expense ratio.
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.
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 1.77%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.77% | 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.
Volatility
LCSSX vs. SYLD - Volatility Comparison
The current volatility for ClearBridge Select Fund (LCSSX) is 4.74%, while Cambria Shareholder Yield ETF (SYLD) has a volatility of 5.64%. This indicates that LCSSX experiences smaller price fluctuations and is considered to be less risky than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.