LCSSX vs. XMHQ
Compare and contrast key facts about ClearBridge Select Fund (LCSSX) and Invesco S&P MidCap Quality ETF (XMHQ).
LCSSX is managed by Legg Mason. It was launched on Nov 30, 2012. XMHQ is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Dec 1, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LCSSX or XMHQ.
Key characteristics
| LCSSX | XMHQ | |
|---|---|---|
| YTD Return | 24.20% | 25.12% |
| 1Y Return | 42.27% | 41.71% |
| 3Y Return (Ann) | -2.24% | 11.16% |
| 5Y Return (Ann) | 15.29% | 17.64% |
| 10Y Return (Ann) | 13.70% | 12.48% |
| Sharpe Ratio | 2.53 | 2.22 |
| Sortino Ratio | 3.37 | 3.13 |
| Omega Ratio | 1.45 | 1.37 |
| Calmar Ratio | 1.18 | 3.91 |
| Martin Ratio | 13.88 | 9.61 |
| Ulcer Index | 2.92% | 4.19% |
| Daily Std Dev | 16.01% | 18.20% |
| Max Drawdown | -45.27% | -58.19% |
| Current Drawdown | -6.80% | 0.00% |
Correlation
The correlation between LCSSX and XMHQ is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
LCSSX vs. XMHQ - Performance Comparison
The year-to-date returns for both investments are quite close, with LCSSX having a 24.20% return and XMHQ slightly higher at 25.12%. Over the past 10 years, LCSSX has outperformed XMHQ with an annualized return of 13.70%, while XMHQ has yielded a comparatively lower 12.48% 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. XMHQ - Expense Ratio Comparison
LCSSX has a 0.99% expense ratio, which is higher than XMHQ's 0.25% expense ratio.
Risk-Adjusted Performance
LCSSX vs. XMHQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Select Fund (LCSSX) and Invesco S&P MidCap Quality ETF (XMHQ). 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. XMHQ - Dividend Comparison
LCSSX has not paid dividends to shareholders, while XMHQ's dividend yield for the trailing twelve months is around 4.82%.
| 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% |
XMHQ Invesco S&P MidCap Quality ETF | 4.82% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.64% | 1.34% | 1.25% | 1.11% |
Drawdowns
LCSSX vs. XMHQ - Drawdown Comparison
The maximum LCSSX drawdown since its inception was -45.27%, smaller than the maximum XMHQ drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for LCSSX and XMHQ. For additional features, visit the drawdowns tool.
Volatility
LCSSX vs. XMHQ - Volatility Comparison
The current volatility for ClearBridge Select Fund (LCSSX) is 4.74%, while Invesco S&P MidCap Quality ETF (XMHQ) has a volatility of 5.60%. This indicates that LCSSX experiences smaller price fluctuations and is considered to be less risky than XMHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.