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LMISX vs. LMASX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMISX vs. LMASX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin U.S. Large Cap Equity Fund (LMISX) and ClearBridge Small Cap Fund (LMASX). The values are adjusted to include any dividend payments, if applicable.

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LMISX vs. LMASX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMISX
Franklin U.S. Large Cap Equity Fund
-6.94%18.05%29.58%27.88%-20.61%31.69%17.20%25.95%-7.57%23.50%
LMASX
ClearBridge Small Cap Fund
-2.08%5.38%6.61%16.09%-21.19%17.67%2.44%29.75%-9.81%10.94%

Returns By Period

In the year-to-date period, LMISX achieves a -6.94% return, which is significantly lower than LMASX's -2.08% return. Over the past 10 years, LMISX has outperformed LMASX with an annualized return of 13.37%, while LMASX has yielded a comparatively lower 7.04% annualized return.


LMISX

1D
-0.35%
1M
-7.34%
YTD
-6.94%
6M
-3.94%
1Y
17.44%
3Y*
19.40%
5Y*
11.96%
10Y*
13.37%

LMASX

1D
-0.40%
1M
-7.82%
YTD
-2.08%
6M
-1.24%
1Y
10.21%
3Y*
7.58%
5Y*
1.01%
10Y*
7.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LMISX vs. LMASX - Expense Ratio Comparison

LMISX has a 0.70% expense ratio, which is lower than LMASX's 1.85% expense ratio.


Return for Risk

LMISX vs. LMASX — Risk / Return Rank

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

LMISX
LMISX Risk / Return Rank: 5858
Overall Rank
LMISX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
LMISX Sortino Ratio Rank: 5757
Sortino Ratio Rank
LMISX Omega Ratio Rank: 5858
Omega Ratio Rank
LMISX Calmar Ratio Rank: 5353
Calmar Ratio Rank
LMISX Martin Ratio Rank: 6868
Martin Ratio Rank

LMASX
LMASX Risk / Return Rank: 2121
Overall Rank
LMASX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LMASX Sortino Ratio Rank: 2222
Sortino Ratio Rank
LMASX Omega Ratio Rank: 1919
Omega Ratio Rank
LMASX Calmar Ratio Rank: 2222
Calmar Ratio Rank
LMASX Martin Ratio Rank: 2323
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.

LMISX vs. LMASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Large Cap Equity Fund (LMISX) and ClearBridge Small Cap Fund (LMASX). 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.


LMISXLMASXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.56

+0.44

Sortino ratio

Return per unit of downside risk

1.53

0.94

+0.59

Omega ratio

Gain probability vs. loss probability

1.23

1.12

+0.11

Calmar ratio

Return relative to maximum drawdown

1.30

0.68

+0.62

Martin ratio

Return relative to average drawdown

6.44

2.49

+3.95

LMISX vs. LMASX - Sharpe Ratio Comparison

The current LMISX Sharpe Ratio is 1.00, which is higher than the LMASX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of LMISX and LMASX, 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


LMISXLMASXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.56

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.05

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.31

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.43

+0.09

Correlation

The correlation between LMISX and LMASX is 0.85, 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

LMISX vs. LMASX - Dividend Comparison

LMISX's dividend yield for the trailing twelve months is around 4.41%, less than LMASX's 12.11% yield.


TTM20252024202320222021202020192018201720162015
LMISX
Franklin U.S. Large Cap Equity Fund
4.41%4.11%3.97%7.68%0.95%25.55%3.53%8.42%17.16%6.53%1.42%6.23%
LMASX
ClearBridge Small Cap Fund
12.11%11.86%6.98%1.81%0.00%18.14%0.05%4.15%13.81%6.78%3.35%5.67%

Drawdowns

LMISX vs. LMASX - Drawdown Comparison

The maximum LMISX drawdown since its inception was -50.34%, smaller than the maximum LMASX drawdown of -69.22%. Use the drawdown chart below to compare losses from any high point for LMISX and LMASX.


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Drawdown Indicators


LMISXLMASXDifference

Max Drawdown

Largest peak-to-trough decline

-50.34%

-69.22%

+18.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-14.72%

+2.63%

Max Drawdown (5Y)

Largest decline over 5 years

-26.11%

-30.07%

+3.96%

Max Drawdown (10Y)

Largest decline over 10 years

-35.27%

-47.13%

+11.86%

Current Drawdown

Current decline from peak

-8.69%

-9.44%

+0.75%

Average Drawdown

Average peak-to-trough decline

-7.68%

-10.49%

+2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

3.98%

-1.55%

Volatility

LMISX vs. LMASX - Volatility Comparison

The current volatility for Franklin U.S. Large Cap Equity Fund (LMISX) is 3.99%, while ClearBridge Small Cap Fund (LMASX) has a volatility of 5.25%. This indicates that LMISX experiences smaller price fluctuations and is considered to be less risky than LMASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMISXLMASXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

5.25%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

12.70%

-3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

18.13%

22.12%

-3.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.67%

20.99%

-3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.75%

22.53%

-3.78%