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LMASX vs. LCILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMASX vs. LCILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Small Cap Fund (LMASX) and ClearBridge Sustainability Leaders Fund (LCILX). The values are adjusted to include any dividend payments, if applicable.

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LMASX vs. LCILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMASX
ClearBridge Small Cap Fund
-2.08%5.38%6.61%16.09%-21.19%17.67%2.44%29.75%-9.81%10.94%
LCILX
ClearBridge Sustainability Leaders Fund
-5.98%10.49%14.36%16.68%-20.85%24.76%35.82%37.85%-2.40%21.54%

Returns By Period

In the year-to-date period, LMASX achieves a -2.08% return, which is significantly higher than LCILX's -5.98% return. Over the past 10 years, LMASX has underperformed LCILX with an annualized return of 7.04%, while LCILX has yielded a comparatively higher 12.44% annualized return.


LMASX

1D
-0.40%
1M
-7.82%
YTD
-2.08%
6M
-1.24%
1Y
10.21%
3Y*
7.58%
5Y*
1.01%
10Y*
7.04%

LCILX

1D
-0.15%
1M
-7.96%
YTD
-5.98%
6M
-5.56%
1Y
10.92%
3Y*
9.66%
5Y*
5.47%
10Y*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LMASX vs. LCILX - Expense Ratio Comparison

LMASX has a 1.85% expense ratio, which is higher than LCILX's 0.75% expense ratio.


Return for Risk

LMASX vs. LCILX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LMASX
LMASX Risk / Return Rank: 2121
Overall Rank
LMASX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LMASX Sortino Ratio Rank: 2222
Sortino Ratio Rank
LMASX Omega Ratio Rank: 1919
Omega Ratio Rank
LMASX Calmar Ratio Rank: 2222
Calmar Ratio Rank
LMASX Martin Ratio Rank: 2323
Martin Ratio Rank

LCILX
LCILX Risk / Return Rank: 3030
Overall Rank
LCILX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
LCILX Sortino Ratio Rank: 2929
Sortino Ratio Rank
LCILX Omega Ratio Rank: 2929
Omega Ratio Rank
LCILX Calmar Ratio Rank: 2929
Calmar Ratio Rank
LCILX Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LMASX vs. LCILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Small Cap Fund (LMASX) and ClearBridge Sustainability Leaders Fund (LCILX). 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.


LMASXLCILXDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.66

-0.10

Sortino ratio

Return per unit of downside risk

0.94

1.08

-0.13

Omega ratio

Gain probability vs. loss probability

1.12

1.16

-0.03

Calmar ratio

Return relative to maximum drawdown

0.68

0.83

-0.15

Martin ratio

Return relative to average drawdown

2.49

3.80

-1.30

LMASX vs. LCILX - Sharpe Ratio Comparison

The current LMASX Sharpe Ratio is 0.56, which is comparable to the LCILX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of LMASX and LCILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LMASXLCILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.66

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.32

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.69

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.68

-0.25

Correlation

The correlation between LMASX and LCILX is 0.79, 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

LMASX vs. LCILX - Dividend Comparison

LMASX's dividend yield for the trailing twelve months is around 12.11%, more than LCILX's 5.18% yield.


TTM20252024202320222021202020192018201720162015
LMASX
ClearBridge Small Cap Fund
12.11%11.86%6.98%1.81%0.00%18.14%0.05%4.15%13.81%6.78%3.35%5.67%
LCILX
ClearBridge Sustainability Leaders Fund
5.18%4.87%6.02%0.75%0.42%1.42%4.18%0.61%0.56%0.73%0.80%0.00%

Drawdowns

LMASX vs. LCILX - Drawdown Comparison

The maximum LMASX drawdown since its inception was -69.22%, which is greater than LCILX's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for LMASX and LCILX.


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Drawdown Indicators


LMASXLCILXDifference

Max Drawdown

Largest peak-to-trough decline

-69.22%

-31.70%

-37.52%

Max Drawdown (1Y)

Largest decline over 1 year

-14.72%

-11.20%

-3.52%

Max Drawdown (5Y)

Largest decline over 5 years

-30.07%

-27.19%

-2.88%

Max Drawdown (10Y)

Largest decline over 10 years

-47.13%

-31.70%

-15.43%

Current Drawdown

Current decline from peak

-9.44%

-8.74%

-0.70%

Average Drawdown

Average peak-to-trough decline

-10.49%

-5.36%

-5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

2.44%

+1.54%

Volatility

LMASX vs. LCILX - Volatility Comparison

ClearBridge Small Cap Fund (LMASX) has a higher volatility of 5.25% compared to ClearBridge Sustainability Leaders Fund (LCILX) at 4.24%. This indicates that LMASX's price experiences larger fluctuations and is considered to be riskier than LCILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMASXLCILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

4.24%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

8.74%

+3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

22.12%

17.38%

+4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.99%

17.29%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.53%

18.11%

+4.42%