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LLGLX vs. LLSCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LLGLX vs. LLSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Longleaf Partners Global Fund (LLGLX) and Longleaf Partners Small-Cap Fund (LLSCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LLGLX achieves a 3.64% return, which is significantly higher than LLSCX's -3.30% return. Over the past 10 years, LLGLX has outperformed LLSCX with an annualized return of 7.24%, while LLSCX has yielded a comparatively lower 5.81% annualized return.


LLGLX

1D
0.14%
1M
0.28%
6M
-0.68%
YTD
3.64%
1Y
11.44%
3Y*
9.24%
5Y*
4.08%
10Y*
7.24%
ALL TIME*
6.15%

LLSCX

1D
-2.33%
1M
1.15%
6M
-4.81%
YTD
-3.30%
1Y
1.06%
3Y*
5.40%
5Y*
2.00%
10Y*
5.81%
ALL TIME*
9.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

LLGLX vs. LLSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LLGLX
Longleaf Partners Global Fund
3.64%16.68%10.54%22.48%-24.14%8.09%3.60%22.46%-16.14%26.34%
LLSCX
Longleaf Partners Small-Cap Fund
-3.30%7.56%9.69%20.17%-19.25%11.18%4.17%27.74%-6.52%9.07%

Correlation

The correlation between LLGLX and LLSCX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.75

Correlation (3Y)
Balances recent behavior with more history.

0.74

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.82

Correlation (10Y)
Provides a long-term view across more market conditions.

0.80

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.78

The correlation between LLGLX and LLSCX has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.

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Return for Risk

LLGLX vs. LLSCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LLGLX
LLGLX Risk / Return Rank: 1515
Overall Rank
LLGLX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
LLGLX Sortino Ratio Rank: 1717
Sortino Ratio Rank
LLGLX Omega Ratio Rank: 1616
Omega Ratio Rank
LLGLX Calmar Ratio Rank: 1414
Calmar Ratio Rank
LLGLX Martin Ratio Rank: 1212
Martin Ratio Rank

LLSCX
LLSCX Risk / Return Rank: 33
Overall Rank
LLSCX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
LLSCX Sortino Ratio Rank: 33
Sortino Ratio Rank
LLSCX Omega Ratio Rank: 33
Omega Ratio Rank
LLSCX Calmar Ratio Rank: 33
Calmar Ratio Rank
LLSCX Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LLGLX vs. LLSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Longleaf Partners Global Fund (LLGLX) and Longleaf Partners Small-Cap Fund (LLSCX). 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.


LLGLXLLSCXDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.19

Omega ratioGain probability vs. loss probability

1.13

0.99

+0.14

Calmar ratioReturn relative to maximum drawdown

0.74

-0.15

+0.90

Martin ratioReturn relative to average drawdown

1.81

-0.31

+2.12

LLGLX vs. LLSCX - Sharpe Ratio Comparison

The current LLGLX Sharpe Ratio is 0.70, which is higher than the LLSCX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of LLGLX and LLSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LLGLX vs. LLSCX - Drawdown Comparison

The maximum LLGLX drawdown since its inception was -40.46%, smaller than the maximum LLSCX drawdown of -63.97%. Use the drawdown chart below to compare losses from any high point for LLGLX and LLSCX.


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Drawdown Indicators


LLGLXLLSCXDifference

Max Drawdown

Largest peak-to-trough decline

-40.46%

-63.97%

+23.51%

Max Drawdown (1Y)

Largest decline over 1 year

-13.45%

-11.44%

-2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-19.94%

-15.40%

-4.54%

Max Drawdown (5Y)

Largest decline over 5 years

-35.84%

-26.67%

-9.17%

Max Drawdown (10Y)

Largest decline over 10 years

-40.46%

-42.23%

+1.77%

Current Drawdown

Current decline from peak

-3.84%

-7.56%

+3.72%

Average Drawdown

Average peak-to-trough decline

-10.80%

-8.90%

-1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.52%

5.62%

-0.10%

Volatility

LLGLX vs. LLSCX - Volatility Comparison

Longleaf Partners Global Fund (LLGLX) and Longleaf Partners Small-Cap Fund (LLSCX) have volatilities of 4.92% and 5.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LLGLXLLSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

5.13%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

10.29%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

13.38%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.52%

17.03%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

24.58%

-5.79%

LLGLX vs. LLSCX - Expense Ratio Comparison

LLGLX has a 1.15% expense ratio, which is higher than LLSCX's 0.95% expense ratio.


Dividends

LLGLX vs. LLSCX - Dividend Comparison

LLGLX's dividend yield for the trailing twelve months is around 9.24%, more than LLSCX's 1.21% yield.


PositionTTM20252024202320222021202020192018201720162015
LLGLX
Longleaf Partners Global Fund
9.24%9.57%3.16%0.14%0.90%7.15%2.99%4.31%12.38%1.09%0.49%0.24%
LLSCX
Longleaf Partners Small-Cap Fund
1.21%1.17%0.11%0.94%1.20%0.82%5.85%14.89%18.13%8.43%18.01%5.91%

Frequently Asked Questions


LLGLX and LLSCX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LLSCX has higher volatility (5.13%) compared to LLGLX (4.92%). In terms of maximum drawdown, LLGLX dropped -40.46% vs LLSCX's -63.97%.

LLGLX currently has the higher Sharpe Ratio (0.70 vs -0.13), 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.

Portfolio Optimizer

Find the right allocation for LLGLX and LLSCX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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