LMGNX vs. EFA
Compare and contrast key facts about ClearBridge International Growth Fund Class I (LMGNX) and iShares MSCI EAFE ETF (EFA).
LMGNX is managed by Franklin Templeton. It was launched on Apr 17, 1995. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001.
Performance
LMGNX vs. EFA - Performance Comparison
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LMGNX vs. EFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LMGNX ClearBridge International Growth Fund Class I | -4.06% | 23.05% | 7.48% | 14.30% | -21.16% | 3.99% | 24.92% | 31.43% | -9.37% | 36.41% |
EFA iShares MSCI EAFE ETF | 2.69% | 31.55% | 3.49% | 18.36% | -14.39% | 11.45% | 7.60% | 22.04% | -13.82% | 25.07% |
Returns By Period
In the year-to-date period, LMGNX achieves a -4.06% return, which is significantly lower than EFA's 2.69% return. Both investments have delivered pretty close results over the past 10 years, with LMGNX having a 9.33% annualized return and EFA not far behind at 8.93%.
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%
EFA
- 1D
- 1.52%
- 1M
- -4.54%
- YTD
- 2.69%
- 6M
- 6.65%
- 1Y
- 24.78%
- 3Y*
- 14.94%
- 5Y*
- 8.43%
- 10Y*
- 8.93%
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LMGNX vs. EFA - Expense Ratio Comparison
LMGNX has a 0.78% expense ratio, which is higher than EFA's 0.32% expense ratio.
Return for Risk
LMGNX vs. EFA — Risk / Return Rank
LMGNX
EFA
LMGNX vs. EFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge International Growth Fund Class I (LMGNX) and iShares MSCI EAFE ETF (EFA). 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 | EFA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 1.40 | -0.73 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.99 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.29 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 2.19 | -1.31 |
Martin ratioReturn relative to average drawdown | 3.48 | 8.30 | -4.82 |
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 | EFA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 1.40 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.52 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.52 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.30 | 0.00 |
Correlation
The correlation between LMGNX and EFA is 0.82, 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. EFA - Dividend Comparison
LMGNX's dividend yield for the trailing twelve months is around 7.64%, more than EFA's 3.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
EFA iShares MSCI EAFE ETF | 3.29% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
Drawdowns
LMGNX vs. EFA - Drawdown Comparison
The maximum LMGNX drawdown since its inception was -71.13%, which is greater than EFA's maximum drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for LMGNX and EFA.
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Drawdown Indicators
| LMGNX | EFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.13% | -61.04% | -10.09% |
Max Drawdown (1Y)Largest decline over 1 year | -13.62% | -11.42% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -34.96% | -29.53% | -5.43% |
Max Drawdown (10Y)Largest decline over 10 years | -34.96% | -34.19% | -0.77% |
Current DrawdownCurrent decline from peak | -10.45% | -6.67% | -3.78% |
Average DrawdownAverage peak-to-trough decline | -15.55% | -12.00% | -3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 3.01% | +0.44% |
Volatility
LMGNX vs. EFA - Volatility Comparison
ClearBridge International Growth Fund Class I (LMGNX) has a higher volatility of 9.24% compared to iShares MSCI EAFE ETF (EFA) at 7.51%. This indicates that LMGNX's price experiences larger fluctuations and is considered to be riskier than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LMGNX | EFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.24% | 7.51% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 13.24% | 11.21% | +2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.87% | 17.74% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 16.32% | +1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.21% | 17.20% | +0.01% |