LGVAX vs. SCHD
Compare and contrast key facts about ClearBridge Value Fund Class A (LGVAX) and Schwab U.S. Dividend Equity ETF (SCHD).
LGVAX is an actively managed fund by ClearBridge. It was launched on Feb 2, 2009. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
LGVAX vs. SCHD - Performance Comparison
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LGVAX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGVAX ClearBridge Value Fund Class A | 1.17% | 10.56% | 15.04% | 19.69% | -6.33% | 27.81% | 11.40% | 27.04% | -12.93% | 14.59% |
SCHD Schwab U.S. Dividend Equity ETF | 12.17% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, LGVAX achieves a 1.17% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, LGVAX has underperformed SCHD with an annualized return of 11.44%, while SCHD has yielded a comparatively higher 12.25% annualized return.
LGVAX
- 1D
- 2.38%
- 1M
- -5.38%
- YTD
- 1.17%
- 6M
- 4.09%
- 1Y
- 12.86%
- 3Y*
- 14.66%
- 5Y*
- 9.20%
- 10Y*
- 11.44%
SCHD
- 1D
- -0.55%
- 1M
- -3.43%
- YTD
- 12.17%
- 6M
- 12.91%
- 1Y
- 13.70%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 12.25%
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LGVAX vs. SCHD - Expense Ratio Comparison
LGVAX has a 1.01% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Return for Risk
LGVAX vs. SCHD — Risk / Return Rank
LGVAX
SCHD
LGVAX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Value Fund Class A (LGVAX) and Schwab U.S. Dividend Equity ETF (SCHD). 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.
| LGVAX | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.88 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.32 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.05 | -0.01 |
Martin ratioReturn relative to average drawdown | 4.31 | 3.55 | +0.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LGVAX | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.88 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.58 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.74 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.84 | -0.18 |
Correlation
The correlation between LGVAX and SCHD is 0.84, 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.
Dividends
LGVAX vs. SCHD - Dividend Comparison
LGVAX's dividend yield for the trailing twelve months is around 10.64%, more than SCHD's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGVAX ClearBridge Value Fund Class A | 10.64% | 10.76% | 10.83% | 12.64% | 8.49% | 18.44% | 6.01% | 0.54% | 1.86% | 0.50% | 0.93% | 0.39% |
SCHD Schwab U.S. Dividend Equity ETF | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
LGVAX vs. SCHD - Drawdown Comparison
The maximum LGVAX drawdown since its inception was -40.40%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for LGVAX and SCHD.
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Drawdown Indicators
| LGVAX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.40% | -33.37% | -7.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.98% | -12.74% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -20.41% | -16.85% | -3.56% |
Max Drawdown (10Y)Largest decline over 10 years | -40.40% | -33.37% | -7.03% |
Current DrawdownCurrent decline from peak | -5.61% | -3.43% | -2.18% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -3.34% | -1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 3.75% | -0.64% |
Volatility
LGVAX vs. SCHD - Volatility Comparison
ClearBridge Value Fund Class A (LGVAX) has a higher volatility of 5.03% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that LGVAX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGVAX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 2.33% | +2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 7.96% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 15.69% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 14.40% | +3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.26% | 16.70% | +2.56% |