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LMGTX vs. LMVTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMGTX vs. LMVTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge International Growth Fund (LMGTX) and ClearBridge Value Trust (LMVTX). The values are adjusted to include any dividend payments, if applicable.

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LMGTX vs. LMVTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMGTX
ClearBridge International Growth Fund
-7.54%21.83%6.39%13.17%-21.97%2.93%23.55%30.01%-10.28%35.09%
LMVTX
ClearBridge Value Trust
0.99%9.80%14.22%18.80%-7.00%26.93%10.63%26.25%-13.50%13.76%

Returns By Period

In the year-to-date period, LMGTX achieves a -7.54% return, which is significantly lower than LMVTX's 0.99% return. Over the past 10 years, LMGTX has underperformed LMVTX with an annualized return of 7.85%, while LMVTX has yielded a comparatively higher 10.67% annualized return.


LMGTX

1D
0.18%
1M
-11.27%
YTD
-7.54%
6M
-7.64%
1Y
7.53%
3Y*
7.20%
5Y*
2.50%
10Y*
7.85%

LMVTX

1D
2.37%
1M
-5.43%
YTD
0.99%
6M
3.72%
1Y
12.06%
3Y*
13.84%
5Y*
8.42%
10Y*
10.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LMGTX vs. LMVTX - Expense Ratio Comparison

LMGTX has a 1.80% expense ratio, which is higher than LMVTX's 1.74% expense ratio.


Return for Risk

LMGTX vs. LMVTX — Risk / Return Rank

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

LMGTX
LMGTX Risk / Return Rank: 1515
Overall Rank
LMGTX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
LMGTX Sortino Ratio Rank: 1414
Sortino Ratio Rank
LMGTX Omega Ratio Rank: 1313
Omega Ratio Rank
LMGTX Calmar Ratio Rank: 1515
Calmar Ratio Rank
LMGTX Martin Ratio Rank: 1717
Martin Ratio Rank

LMVTX
LMVTX Risk / Return Rank: 2727
Overall Rank
LMVTX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LMVTX Sortino Ratio Rank: 2323
Sortino Ratio Rank
LMVTX Omega Ratio Rank: 2525
Omega Ratio Rank
LMVTX Calmar Ratio Rank: 2828
Calmar Ratio Rank
LMVTX Martin Ratio Rank: 3232
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.

LMGTX vs. LMVTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge International Growth Fund (LMGTX) and ClearBridge Value Trust (LMVTX). 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.


LMGTXLMVTXDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.70

-0.31

Sortino ratio

Return per unit of downside risk

0.64

1.05

-0.40

Omega ratio

Gain probability vs. loss probability

1.09

1.16

-0.07

Calmar ratio

Return relative to maximum drawdown

0.45

0.97

-0.52

Martin ratio

Return relative to average drawdown

1.80

4.02

-2.22

LMGTX vs. LMVTX - Sharpe Ratio Comparison

The current LMGTX Sharpe Ratio is 0.38, which is lower than the LMVTX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of LMGTX and LMVTX, 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


LMGTXLMVTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.70

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.48

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.56

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.57

-0.25

Correlation

The correlation between LMGTX and LMVTX is 0.84, 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

LMGTX vs. LMVTX - Dividend Comparison

LMGTX's dividend yield for the trailing twelve months is around 8.45%, less than LMVTX's 10.23% yield.


TTM2025202420232022202120202019201820172016
LMGTX
ClearBridge International Growth Fund
8.45%7.81%0.54%0.48%0.07%2.24%0.00%0.00%0.00%0.00%0.00%
LMVTX
ClearBridge Value Trust
10.23%10.33%10.32%12.03%7.85%18.06%5.41%0.00%1.34%0.00%0.10%

Drawdowns

LMGTX vs. LMVTX - Drawdown Comparison

The maximum LMGTX drawdown since its inception was -71.47%, roughly equal to the maximum LMVTX drawdown of -72.54%. Use the drawdown chart below to compare losses from any high point for LMGTX and LMVTX.


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Drawdown Indicators


LMGTXLMVTXDifference

Max Drawdown

Largest peak-to-trough decline

-71.47%

-72.54%

+1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.71%

-13.00%

-0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-35.65%

-20.79%

-14.86%

Max Drawdown (10Y)

Largest decline over 10 years

-35.65%

-40.47%

+4.82%

Current Drawdown

Current decline from peak

-13.56%

-5.68%

-7.88%

Average Drawdown

Average peak-to-trough decline

-16.56%

-12.01%

-4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

3.13%

+0.28%

Volatility

LMGTX vs. LMVTX - Volatility Comparison

ClearBridge International Growth Fund (LMGTX) has a higher volatility of 8.44% compared to ClearBridge Value Trust (LMVTX) at 5.03%. This indicates that LMGTX's price experiences larger fluctuations and is considered to be riskier than LMVTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMGTXLMVTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

5.03%

+3.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

9.48%

+3.31%

Volatility (1Y)

Calculated over the trailing 1-year period

18.60%

17.29%

+1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.40%

17.79%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

19.24%

-2.07%