LMGNX vs. VRGWX

Last updated Aug 5, 2026

LMGNX (ClearBridge International Growth Fund Class I) and VRGWX (Vanguard Russell 1000 Growth Index Fund Institutional Shares) are both Large Cap Growth Equities funds. Over the past 10 years, LMGNX returned 9.64%/yr vs 18.01%/yr for VRGWX. Their correlation of 0.82 means they have usually moved in the same direction. LMGNX charges 0.78%/yr vs 0.05%/yr for VRGWX.

Performance

LMGNX vs. VRGWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge International Growth Fund Class I (LMGNX) and Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LMGNX achieves a 2.08% return, which is significantly lower than VRGWX's 2.47% return. Over the past 10 years, LMGNX has underperformed VRGWX with an annualized return of 9.64%, while VRGWX has yielded a comparatively higher 18.01% annualized return.

LMGNX

• 1D: 0.69%
• 1M: -2.71%
• 6M: -1.21%
• YTD: 2.08%
• 1Y: 9.57%
• 3Y*: 11.99%
• 5Y*: 3.85%
• 10Y*: 9.64%
• ALL TIME*: 6.62%

VRGWX

• 1D: 2.16%
• 1M: -0.32%
• 6M: 5.59%
• YTD: 2.47%
• 1Y: 10.34%
• 3Y*: 21.23%
• 5Y*: 12.97%
• 10Y*: 18.01%
• ALL TIME*: 16.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LMGNX ClearBridge International Growth Fund Class I	$0.00	$0.00	$0.00
VRGWX Vanguard Russell 1000 Growth Index Fund Institutional Shares	$0.00	$0.00	$0.00

LMGNX vs. VRGWX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LMGNX ClearBridge International Growth Fund Class I	2.08%	23.05%	7.48%	14.30%	-21.16%	3.99%	24.92%	31.43%	-9.37%	36.41%
VRGWX Vanguard Russell 1000 Growth Index Fund Institutional Shares	2.47%	18.32%	33.25%	42.65%	-29.18%	32.42%	38.38%	36.30%	-1.59%	30.11%

Correlation

The correlation between LMGNX and VRGWX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.75
Correlation (3Y) Balances recent behavior with more history.	0.71
Correlation (5Y) Shows whether the relationship held over a longer period.	0.76
Correlation (10Y) Provides a long-term view across more market conditions.	0.76
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010	0.82

The correlation between LMGNX and VRGWX shifts across timeframes, from 0.71 (3 years) to 0.82 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LMGNX vs. VRGWX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LMGNX

LMGNX Risk / Return Rank: 15
LMGNX Sharpe Ratio Rank: 13
LMGNX Sortino Ratio Rank: 14
LMGNX Omega Ratio Rank: 14
LMGNX Calmar Ratio Rank: 16
LMGNX Martin Ratio Rank: 18

VRGWX

VRGWX Risk / Return Rank: 17
VRGWX Sharpe Ratio Rank: 18
VRGWX Sortino Ratio Rank: 18
VRGWX Omega Ratio Rank: 17
VRGWX Calmar Ratio Rank: 15
VRGWX Martin Ratio Rank: 16

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LMGNX vs. VRGWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge International Growth Fund Class I (LMGNX) and Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LMGNX	VRGWX	Difference
Sharpe ratio: Return per unit of total volatility	0.57	0.72	-0.15
Sortino ratio: Return per unit of downside risk	0.93	1.09	-0.16
Omega ratio: Gain probability vs. loss probability	1.11	1.13	-0.02
Calmar ratio: Return relative to maximum drawdown	0.84	0.78	+0.06
Martin ratio: Return relative to average drawdown	2.71	2.31	+0.39

LMGNX vs. VRGWX - Sharpe Ratio Comparison

The current LMGNX Sharpe Ratio is 0.57, which is comparable to the VRGWX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of LMGNX and VRGWX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LMGNX vs. VRGWX - Drawdown Comparison

The maximum LMGNX drawdown since its inception was -71.13%, which is greater than VRGWX's maximum drawdown of -32.70%. Use the drawdown chart below to compare losses from any high point for LMGNX and VRGWX.

Drawdown Indicators

	LMGNX	VRGWX	Difference
Max Drawdown Largest peak-to-trough decline	-71.13%	-32.70%	-38.43%
Max Drawdown (1Y) Largest decline over 1 year	-13.62%	-16.19%	+2.57%
Max Drawdown (3Y) Largest decline over 3 years	-14.43%	-23.44%	+9.01%
Max Drawdown (5Y) Largest decline over 5 years	-34.96%	-32.70%	-2.26%
Max Drawdown (10Y) Largest decline over 10 years	-34.96%	-32.70%	-2.26%
Current Drawdown Current decline from peak	-6.38%	-5.98%	-0.40%
Average Drawdown Average peak-to-trough decline	-15.39%	-4.89%	-10.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.19%	5.42%	-1.23%

Volatility

LMGNX vs. VRGWX - Volatility Comparison

ClearBridge International Growth Fund Class I (LMGNX) and Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) have volatilities of 6.71% and 6.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LMGNX	VRGWX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.71%	6.70%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	17.61%	14.20%	+3.41%
Volatility (1Y) Calculated over the trailing 1-year period	20.04%	17.57%	+2.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.23%	21.96%	-3.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.35%	21.31%	-3.96%

LMGNX vs. VRGWX - Expense Ratio Comparison

LMGNX has a 0.78% expense ratio, which is higher than VRGWX's 0.05% expense ratio.

Dividends

LMGNX vs. VRGWX - Dividend Comparison

LMGNX's dividend yield for the trailing twelve months is around 7.18%, more than VRGWX's 0.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LMGNX ClearBridge International Growth Fund Class I	7.18%	7.33%	1.38%	1.28%	0.81%	2.28%	0.16%	0.31%	0.24%	0.21%	0.56%	0.00%
VRGWX Vanguard Russell 1000 Growth Index Fund Institutional Shares	0.48%	0.35%	0.56%	0.71%	0.99%	4.18%	0.77%	1.03%	1.22%	1.22%	1.52%	1.51%

Frequently Asked Questions

Can I hold both LMGNX and VRGWX in my portfolio?

LMGNX and VRGWX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LMGNX or VRGWX?

LMGNX has higher volatility (6.71%) compared to VRGWX (6.70%). In terms of maximum drawdown, LMGNX dropped -71.13% vs VRGWX's -32.70%.

Which has better risk-adjusted returns?

VRGWX currently has the higher Sharpe Ratio (0.72 vs 0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.