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LMGNX vs. AVDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMGNX vs. AVDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge International Growth Fund Class I (LMGNX) and Avantis International Equity ETF (AVDE). The values are adjusted to include any dividend payments, if applicable.

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LMGNX vs. AVDE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LMGNX
ClearBridge International Growth Fund Class I
-4.06%23.05%7.48%14.30%-21.16%3.99%24.92%8.50%
AVDE
Avantis International Equity ETF
4.77%38.05%4.88%17.18%-13.68%13.62%8.26%8.07%

Returns By Period

In the year-to-date period, LMGNX achieves a -4.06% return, which is significantly lower than AVDE's 4.77% return.


LMGNX

1D
3.51%
1M
-8.09%
YTD
-4.06%
6M
-3.93%
1Y
12.42%
3Y*
9.53%
5Y*
3.78%
10Y*
9.33%

AVDE

1D
1.54%
1M
-4.94%
YTD
4.77%
6M
10.06%
1Y
33.71%
3Y*
18.35%
5Y*
10.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LMGNX vs. AVDE - Expense Ratio Comparison

LMGNX has a 0.78% expense ratio, which is higher than AVDE's 0.23% expense ratio.


Return for Risk

LMGNX vs. AVDE — Risk / Return Rank

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

LMGNX
LMGNX Risk / Return Rank: 2626
Overall Rank
LMGNX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
LMGNX Sortino Ratio Rank: 2525
Sortino Ratio Rank
LMGNX Omega Ratio Rank: 2222
Omega Ratio Rank
LMGNX Calmar Ratio Rank: 2828
Calmar Ratio Rank
LMGNX Martin Ratio Rank: 3030
Martin Ratio Rank

AVDE
AVDE Risk / Return Rank: 9090
Overall Rank
AVDE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AVDE Sortino Ratio Rank: 9090
Sortino Ratio Rank
AVDE Omega Ratio Rank: 9191
Omega Ratio Rank
AVDE Calmar Ratio Rank: 8989
Calmar Ratio Rank
AVDE Martin Ratio Rank: 8989
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.

LMGNX vs. AVDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge International Growth Fund Class I (LMGNX) and Avantis International Equity ETF (AVDE). 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.


LMGNXAVDEDifference

Sharpe ratio

Return per unit of total volatility

0.68

1.98

-1.31

Sortino ratio

Return per unit of downside risk

1.04

2.64

-1.61

Omega ratio

Gain probability vs. loss probability

1.14

1.41

-0.27

Calmar ratio

Return relative to maximum drawdown

0.88

2.96

-2.08

Martin ratio

Return relative to average drawdown

3.48

11.66

-8.18

LMGNX vs. AVDE - Sharpe Ratio Comparison

The current LMGNX Sharpe Ratio is 0.68, which is lower than the AVDE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of LMGNX and AVDE, 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


LMGNXAVDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.98

-1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.63

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.61

-0.31

Correlation

The correlation between LMGNX and AVDE is 0.89, 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

LMGNX vs. AVDE - Dividend Comparison

LMGNX's dividend yield for the trailing twelve months is around 7.64%, more than AVDE's 2.66% yield.


TTM2025202420232022202120202019201820172016
LMGNX
ClearBridge International Growth Fund Class I
7.64%7.33%1.38%1.28%0.81%2.28%0.16%0.31%0.24%0.21%0.56%
AVDE
Avantis International Equity ETF
2.66%2.66%3.29%3.01%2.79%2.46%1.63%0.29%0.00%0.00%0.00%

Drawdowns

LMGNX vs. AVDE - Drawdown Comparison

The maximum LMGNX drawdown since its inception was -71.13%, which is greater than AVDE's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for LMGNX and AVDE.


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Drawdown Indicators


LMGNXAVDEDifference

Max Drawdown

Largest peak-to-trough decline

-71.13%

-36.99%

-34.14%

Max Drawdown (1Y)

Largest decline over 1 year

-13.62%

-11.48%

-2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-34.96%

-28.73%

-6.23%

Max Drawdown (10Y)

Largest decline over 10 years

-34.96%

Current Drawdown

Current decline from peak

-10.45%

-6.54%

-3.91%

Average Drawdown

Average peak-to-trough decline

-15.55%

-6.26%

-9.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

2.91%

+0.54%

Volatility

LMGNX vs. AVDE - Volatility Comparison

ClearBridge International Growth Fund Class I (LMGNX) has a higher volatility of 9.24% compared to Avantis International Equity ETF (AVDE) at 7.17%. This indicates that LMGNX's price experiences larger fluctuations and is considered to be riskier than AVDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMGNXAVDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.24%

7.17%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.24%

11.00%

+2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

17.08%

+1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.46%

16.15%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.21%

18.94%

-1.73%