LMGEX vs. LMASX
Compare and contrast key facts about Franklin International Equity Fund (LMGEX) and ClearBridge Small Cap Fund (LMASX).
LMGEX is managed by Legg Mason. It was launched on Feb 17, 1995. LMASX is managed by Legg Mason. It was launched on Dec 30, 1985.
Performance
LMGEX vs. LMASX - Performance Comparison
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LMGEX vs. LMASX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Returns By Period
In the year-to-date period, LMGEX achieves a -2.30% return, which is significantly lower than LMASX's -2.08% return. Both investments have delivered pretty close results over the past 10 years, with LMGEX having a 7.21% annualized return and LMASX not far behind at 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%
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%
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LMGEX vs. LMASX - Expense Ratio Comparison
LMGEX has a 2.05% expense ratio, which is higher than LMASX's 1.85% expense ratio.
Return for Risk
LMGEX vs. LMASX — Risk / Return Rank
LMGEX
LMASX
LMGEX vs. LMASX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Equity Fund (LMGEX) and ClearBridge Small Cap Fund (LMASX). 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.
| LMGEX | LMASX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.56 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.42 | 0.94 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.12 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 0.68 | +0.70 |
Martin ratioReturn relative to average drawdown | 5.35 | 2.49 | +2.86 |
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
| LMGEX | LMASX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.56 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.05 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.31 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.43 | -0.17 |
Correlation
The correlation between LMGEX and LMASX 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
LMGEX vs. LMASX - Dividend Comparison
LMGEX's dividend yield for the trailing twelve months is around 8.47%, less than LMASX's 12.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
LMGEX vs. LMASX - Drawdown Comparison
The maximum LMGEX drawdown since its inception was -63.37%, smaller than the maximum LMASX drawdown of -69.22%. Use the drawdown chart below to compare losses from any high point for LMGEX and LMASX.
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Drawdown Indicators
| LMGEX | LMASX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.37% | -69.22% | +5.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.64% | -14.72% | +3.08% |
Max Drawdown (5Y)Largest decline over 5 years | -28.98% | -30.07% | +1.09% |
Max Drawdown (10Y)Largest decline over 10 years | -39.79% | -47.13% | +7.34% |
Current DrawdownCurrent decline from peak | -11.11% | -9.44% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -18.29% | -10.49% | -7.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 3.98% | -1.00% |
Volatility
LMGEX vs. LMASX - Volatility Comparison
Franklin International Equity Fund (LMGEX) has a higher volatility of 7.02% compared to ClearBridge Small Cap Fund (LMASX) at 5.25%. This indicates that LMGEX's price experiences larger fluctuations and is considered to be riskier than LMASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LMGEX | LMASX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 5.25% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 12.70% | -1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.89% | 22.12% | -5.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | 20.99% | -5.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 22.53% | -6.45% |