LMGNX vs. DFAI
Compare and contrast key facts about ClearBridge International Growth Fund Class I (LMGNX) and Dimensional International Core Equity Market ETF (DFAI).
LMGNX is managed by Franklin Templeton. It was launched on Apr 17, 1995. DFAI is an actively managed fund by Dimensional. It was launched on Nov 17, 2020.
Performance
LMGNX vs. DFAI - Performance Comparison
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LMGNX vs. DFAI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LMGNX ClearBridge International Growth Fund Class I | -4.06% | 23.05% | 7.48% | 14.30% | -21.16% | 3.99% | 9.95% |
DFAI Dimensional International Core Equity Market ETF | 4.03% | 34.04% | 4.68% | 17.60% | -12.95% | 13.86% | 6.13% |
Returns By Period
In the year-to-date period, LMGNX achieves a -4.06% return, which is significantly lower than DFAI's 4.03% 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%
DFAI
- 1D
- 1.49%
- 1M
- -4.63%
- YTD
- 4.03%
- 6M
- 9.10%
- 1Y
- 29.81%
- 3Y*
- 16.70%
- 5Y*
- 9.76%
- 10Y*
- —
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LMGNX vs. DFAI - Expense Ratio Comparison
LMGNX has a 0.78% expense ratio, which is higher than DFAI's 0.18% expense ratio.
Return for Risk
LMGNX vs. DFAI — Risk / Return Rank
LMGNX
DFAI
LMGNX vs. DFAI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge International Growth Fund Class I (LMGNX) and Dimensional International Core Equity Market ETF (DFAI). 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.
| LMGNX | DFAI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 1.79 | -1.11 |
Sortino ratioReturn per unit of downside risk | 1.04 | 2.44 | -1.40 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.37 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 2.74 | -1.86 |
Martin ratioReturn relative to average drawdown | 3.48 | 10.73 | -7.26 |
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
| LMGNX | DFAI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 1.79 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.62 | -0.40 |
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 | 0.75 | -0.44 |
Correlation
The correlation between LMGNX and DFAI is 0.92, 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. DFAI - Dividend Comparison
LMGNX's dividend yield for the trailing twelve months is around 7.64%, more than DFAI's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFAI Dimensional International Core Equity Market ETF | 2.37% | 2.45% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LMGNX vs. DFAI - Drawdown Comparison
The maximum LMGNX drawdown since its inception was -71.13%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for LMGNX and DFAI.
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Drawdown Indicators
| LMGNX | DFAI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.13% | -27.44% | -43.69% |
Max Drawdown (1Y)Largest decline over 1 year | -13.62% | -10.95% | -2.67% |
Max Drawdown (5Y)Largest decline over 5 years | -34.96% | -27.44% | -7.52% |
Max Drawdown (10Y)Largest decline over 10 years | -34.96% | — | — |
Current DrawdownCurrent decline from peak | -10.45% | -6.23% | -4.22% |
Average DrawdownAverage peak-to-trough decline | -15.55% | -5.21% | -10.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.79% | +0.66% |
Volatility
LMGNX vs. DFAI - Volatility Comparison
ClearBridge International Growth Fund Class I (LMGNX) has a higher volatility of 9.24% compared to Dimensional International Core Equity Market ETF (DFAI) at 6.97%. This indicates that LMGNX's price experiences larger fluctuations and is considered to be riskier than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LMGNX | DFAI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.24% | 6.97% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.24% | 10.65% | +2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.87% | 16.73% | +2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 15.81% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.21% | 15.66% | +1.55% |