PortfoliosLab logoPortfoliosLab logo
LMGNX vs. FRIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMGNX vs. FRIAX - Performance Comparison

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

Loading graphics...

LMGNX vs. FRIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FRIAX
Franklin Income Fund Advisor Class
3.03%12.02%7.29%8.84%-5.36%17.51%3.72%16.02%-5.23%8.63%

Returns By Period

In the year-to-date period, LMGNX achieves a -4.06% return, which is significantly lower than FRIAX's 3.03% return. Over the past 10 years, LMGNX has outperformed FRIAX with an annualized return of 9.33%, while FRIAX has yielded a comparatively lower 7.81% annualized 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%

FRIAX

1D
0.80%
1M
-1.57%
YTD
3.03%
6M
5.15%
1Y
12.76%
3Y*
9.45%
5Y*
6.79%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LMGNX vs. FRIAX - Expense Ratio Comparison

LMGNX has a 0.78% expense ratio, which is higher than FRIAX's 0.46% expense ratio.


Return for Risk

LMGNX vs. FRIAX — 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

FRIAX
FRIAX Risk / Return Rank: 8787
Overall Rank
FRIAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FRIAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FRIAX Omega Ratio Rank: 9090
Omega Ratio Rank
FRIAX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FRIAX Martin Ratio Rank: 9090
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. FRIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge International Growth Fund Class I (LMGNX) and Franklin Income Fund Advisor Class (FRIAX). 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.


LMGNXFRIAXDifference

Sharpe ratio

Return per unit of total volatility

0.68

1.70

-1.03

Sortino ratio

Return per unit of downside risk

1.04

2.46

-1.43

Omega ratio

Gain probability vs. loss probability

1.14

1.41

-0.27

Calmar ratio

Return relative to maximum drawdown

0.88

2.08

-1.20

Martin ratio

Return relative to average drawdown

3.48

10.22

-6.74

LMGNX vs. FRIAX - Sharpe Ratio Comparison

The current LMGNX Sharpe Ratio is 0.68, which is lower than the FRIAX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of LMGNX and FRIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LMGNXFRIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.70

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.85

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.84

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.80

-0.49

Correlation

The correlation between LMGNX and FRIAX is 0.65, 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

LMGNX vs. FRIAX - Dividend Comparison

LMGNX's dividend yield for the trailing twelve months is around 7.64%, more than FRIAX's 5.26% yield.


TTM20252024202320222021202020192018201720162015
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%
FRIAX
Franklin Income Fund Advisor Class
5.26%5.75%5.74%5.67%5.24%6.70%5.37%5.25%5.80%5.20%4.92%5.93%

Drawdowns

LMGNX vs. FRIAX - Drawdown Comparison

The maximum LMGNX drawdown since its inception was -71.13%, which is greater than FRIAX's maximum drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for LMGNX and FRIAX.


Loading graphics...

Drawdown Indicators


LMGNXFRIAXDifference

Max Drawdown

Largest peak-to-trough decline

-71.13%

-43.23%

-27.90%

Max Drawdown (1Y)

Largest decline over 1 year

-13.62%

-6.38%

-7.24%

Max Drawdown (5Y)

Largest decline over 5 years

-34.96%

-13.63%

-21.33%

Max Drawdown (10Y)

Largest decline over 10 years

-34.96%

-24.10%

-10.86%

Current Drawdown

Current decline from peak

-10.45%

-1.89%

-8.56%

Average Drawdown

Average peak-to-trough decline

-15.55%

-3.94%

-11.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

1.30%

+2.15%

Volatility

LMGNX vs. FRIAX - Volatility Comparison

ClearBridge International Growth Fund Class I (LMGNX) has a higher volatility of 9.24% compared to Franklin Income Fund Advisor Class (FRIAX) at 2.29%. This indicates that LMGNX's price experiences larger fluctuations and is considered to be riskier than FRIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LMGNXFRIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.24%

2.29%

+6.95%

Volatility (6M)

Calculated over the trailing 6-month period

13.24%

3.90%

+9.34%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

7.57%

+11.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.46%

8.04%

+9.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.21%

9.34%

+7.87%