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LMASX vs. LMGEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMASX vs. LMGEX - Performance Comparison

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

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LMASX vs. LMGEX - 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%
LMGEX
Franklin International Equity Fund
-2.30%32.05%3.42%18.48%-13.55%12.87%2.74%17.61%-16.67%23.58%

Returns By Period

In the year-to-date period, LMASX achieves a -2.08% return, which is significantly higher than LMGEX's -2.30% return. Both investments have delivered pretty close results over the past 10 years, with LMASX having a 7.04% annualized return and LMGEX not far ahead at 7.21%.


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%

LMGEX

1D
0.30%
1M
-11.03%
YTD
-2.30%
6M
1.61%
1Y
17.92%
3Y*
13.72%
5Y*
7.81%
10Y*
7.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LMASX vs. LMGEX - Expense Ratio Comparison

LMASX has a 1.85% expense ratio, which is lower than LMGEX's 2.05% expense ratio.


Return for Risk

LMASX vs. LMGEX — 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

LMGEX
LMGEX Risk / Return Rank: 5252
Overall Rank
LMGEX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LMGEX Sortino Ratio Rank: 5050
Sortino Ratio Rank
LMGEX Omega Ratio Rank: 4747
Omega Ratio Rank
LMGEX Calmar Ratio Rank: 5858
Calmar Ratio Rank
LMGEX Martin Ratio Rank: 5555
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. LMGEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Small Cap Fund (LMASX) and Franklin International Equity Fund (LMGEX). 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.


LMASXLMGEXDifference

Sharpe ratio

Return per unit of total volatility

0.56

1.01

-0.44

Sortino ratio

Return per unit of downside risk

0.94

1.42

-0.48

Omega ratio

Gain probability vs. loss probability

1.12

1.20

-0.08

Calmar ratio

Return relative to maximum drawdown

0.68

1.37

-0.70

Martin ratio

Return relative to average drawdown

2.49

5.35

-2.86

LMASX vs. LMGEX - Sharpe Ratio Comparison

The current LMASX Sharpe Ratio is 0.56, which is lower than the LMGEX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of LMASX and LMGEX, 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


LMASXLMGEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

1.01

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.50

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.45

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.26

+0.17

Correlation

The correlation between LMASX and LMGEX is 0.59, 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.


Dividends

LMASX vs. LMGEX - Dividend Comparison

LMASX's dividend yield for the trailing twelve months is around 12.11%, more than LMGEX's 8.47% 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%
LMGEX
Franklin International Equity Fund
8.47%8.28%5.68%1.51%2.88%5.10%0.58%0.49%1.62%1.60%1.30%0.91%

Drawdowns

LMASX vs. LMGEX - Drawdown Comparison

The maximum LMASX drawdown since its inception was -69.22%, which is greater than LMGEX's maximum drawdown of -63.37%. Use the drawdown chart below to compare losses from any high point for LMASX and LMGEX.


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Drawdown Indicators


LMASXLMGEXDifference

Max Drawdown

Largest peak-to-trough decline

-69.22%

-63.37%

-5.85%

Max Drawdown (1Y)

Largest decline over 1 year

-14.72%

-11.64%

-3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-30.07%

-28.98%

-1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-47.13%

-39.79%

-7.34%

Current Drawdown

Current decline from peak

-9.44%

-11.11%

+1.67%

Average Drawdown

Average peak-to-trough decline

-10.49%

-18.29%

+7.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

2.98%

+1.00%

Volatility

LMASX vs. LMGEX - Volatility Comparison

The current volatility for ClearBridge Small Cap Fund (LMASX) is 5.25%, while Franklin International Equity Fund (LMGEX) has a volatility of 7.02%. This indicates that LMASX experiences smaller price fluctuations and is considered to be less risky than LMGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMASXLMGEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

7.02%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

10.84%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

22.12%

16.89%

+5.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.99%

15.56%

+5.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.53%

16.08%

+6.45%