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LMGEX vs. LCSSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMGEX vs. LCSSX - Performance Comparison

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

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LMGEX vs. LCSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
LCSSX
ClearBridge Select Fund
-10.67%7.26%21.54%24.25%-33.06%20.27%58.86%33.60%10.56%39.04%

Returns By Period

In the year-to-date period, LMGEX achieves a -2.30% return, which is significantly higher than LCSSX's -10.67% return. Over the past 10 years, LMGEX has underperformed LCSSX with an annualized return of 7.21%, while LCSSX has yielded a comparatively higher 15.67% annualized return.


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%

LCSSX

1D
-0.70%
1M
-8.33%
YTD
-10.67%
6M
-12.76%
1Y
5.24%
3Y*
10.12%
5Y*
1.92%
10Y*
15.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LMGEX vs. LCSSX - Expense Ratio Comparison

LMGEX has a 2.05% expense ratio, which is higher than LCSSX's 0.99% expense ratio.


Return for Risk

LMGEX vs. LCSSX — Risk / Return Rank

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

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

LCSSX
LCSSX Risk / Return Rank: 1111
Overall Rank
LCSSX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
LCSSX Sortino Ratio Rank: 1111
Sortino Ratio Rank
LCSSX Omega Ratio Rank: 1111
Omega Ratio Rank
LCSSX Calmar Ratio Rank: 1010
Calmar Ratio Rank
LCSSX Martin Ratio Rank: 1010
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.

LMGEX vs. LCSSX - Risk-Adjusted Trends Comparison

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


LMGEXLCSSXDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.25

+0.76

Sortino ratio

Return per unit of downside risk

1.42

0.50

+0.92

Omega ratio

Gain probability vs. loss probability

1.20

1.07

+0.13

Calmar ratio

Return relative to maximum drawdown

1.37

0.22

+1.16

Martin ratio

Return relative to average drawdown

5.35

0.71

+4.65

LMGEX vs. LCSSX - Sharpe Ratio Comparison

The current LMGEX Sharpe Ratio is 1.01, which is higher than the LCSSX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of LMGEX and LCSSX, 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


LMGEXLCSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.25

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.09

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.72

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.73

-0.48

Correlation

The correlation between LMGEX and LCSSX is 0.66, 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

LMGEX vs. LCSSX - Dividend Comparison

LMGEX's dividend yield for the trailing twelve months is around 8.47%, while LCSSX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
LCSSX
ClearBridge Select Fund
0.00%0.00%0.00%0.00%0.01%3.26%0.00%0.00%1.28%2.11%1.12%5.25%

Drawdowns

LMGEX vs. LCSSX - Drawdown Comparison

The maximum LMGEX drawdown since its inception was -63.37%, which is greater than LCSSX's maximum drawdown of -43.46%. Use the drawdown chart below to compare losses from any high point for LMGEX and LCSSX.


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Drawdown Indicators


LMGEXLCSSXDifference

Max Drawdown

Largest peak-to-trough decline

-63.37%

-43.46%

-19.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.64%

-14.24%

+2.60%

Max Drawdown (5Y)

Largest decline over 5 years

-28.98%

-43.46%

+14.48%

Max Drawdown (10Y)

Largest decline over 10 years

-39.79%

-43.46%

+3.67%

Current Drawdown

Current decline from peak

-11.11%

-14.24%

+3.13%

Average Drawdown

Average peak-to-trough decline

-18.29%

-9.26%

-9.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

4.34%

-1.36%

Volatility

LMGEX vs. LCSSX - Volatility Comparison

Franklin International Equity Fund (LMGEX) has a higher volatility of 7.02% compared to ClearBridge Select Fund (LCSSX) at 5.54%. This indicates that LMGEX's price experiences larger fluctuations and is considered to be riskier than LCSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMGEXLCSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

5.54%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.84%

11.39%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

20.32%

-3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

21.82%

-6.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

21.91%

-5.83%