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LMSIX vs. EMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMSIX vs. EMO - Performance Comparison

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

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LMSIX vs. EMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMSIX
Franklin U.S. Small Cap Equity Fund
-2.37%20.19%9.90%18.80%-15.16%29.12%11.29%20.75%-15.61%8.81%
EMO
ClearBridge Energy Midstream Opportunity Fund
20.88%7.38%44.45%31.76%40.13%74.70%-64.47%19.60%-25.73%0.07%

Returns By Period

In the year-to-date period, LMSIX achieves a -2.37% return, which is significantly lower than EMO's 20.88% return. Both investments have delivered pretty close results over the past 10 years, with LMSIX having a 9.58% annualized return and EMO not far behind at 9.52%.


LMSIX

1D
-1.48%
1M
-6.89%
YTD
-2.37%
6M
-0.22%
1Y
28.19%
3Y*
15.18%
5Y*
6.69%
10Y*
9.58%

EMO

1D
-0.92%
1M
2.78%
YTD
20.88%
6M
23.15%
1Y
19.30%
3Y*
34.99%
5Y*
33.19%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LMSIX vs. EMO - Expense Ratio Comparison

LMSIX has a 1.03% expense ratio, which is lower than EMO's 13.90% expense ratio.


Return for Risk

LMSIX vs. EMO — Risk / Return Rank

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

LMSIX
LMSIX Risk / Return Rank: 7575
Overall Rank
LMSIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
LMSIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
LMSIX Omega Ratio Rank: 6565
Omega Ratio Rank
LMSIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
LMSIX Martin Ratio Rank: 8181
Martin Ratio Rank

EMO
EMO Risk / Return Rank: 4242
Overall Rank
EMO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EMO Sortino Ratio Rank: 4343
Sortino Ratio Rank
EMO Omega Ratio Rank: 4848
Omega Ratio Rank
EMO Calmar Ratio Rank: 4242
Calmar Ratio Rank
EMO Martin Ratio Rank: 3030
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.

LMSIX vs. EMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Small Cap Equity Fund (LMSIX) and ClearBridge Energy Midstream Opportunity Fund (EMO). 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.


LMSIXEMODifference

Sharpe ratio

Return per unit of total volatility

1.28

0.91

+0.37

Sortino ratio

Return per unit of downside risk

1.86

1.28

+0.58

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.98

1.07

+0.92

Martin ratio

Return relative to average drawdown

7.96

3.23

+4.73

LMSIX vs. EMO - Sharpe Ratio Comparison

The current LMSIX Sharpe Ratio is 1.28, which is higher than the EMO Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of LMSIX and EMO, 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


LMSIXEMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.91

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

1.25

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.23

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.12

+0.20

Correlation

The correlation between LMSIX and EMO is 0.48, 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

LMSIX vs. EMO - Dividend Comparison

LMSIX's dividend yield for the trailing twelve months is around 6.50%, less than EMO's 8.11% yield.


TTM20252024202320222021202020192018201720162015
LMSIX
Franklin U.S. Small Cap Equity Fund
6.50%6.35%4.05%3.70%5.18%21.64%3.60%1.48%11.17%8.85%4.79%7.52%
EMO
ClearBridge Energy Midstream Opportunity Fund
8.11%9.41%7.16%6.79%6.71%6.71%15.82%10.94%16.39%10.85%9.76%11.88%

Drawdowns

LMSIX vs. EMO - Drawdown Comparison

The maximum LMSIX drawdown since its inception was -61.16%, smaller than the maximum EMO drawdown of -95.06%. Use the drawdown chart below to compare losses from any high point for LMSIX and EMO.


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Drawdown Indicators


LMSIXEMODifference

Max Drawdown

Largest peak-to-trough decline

-61.16%

-95.06%

+33.90%

Max Drawdown (1Y)

Largest decline over 1 year

-13.01%

-18.81%

+5.80%

Max Drawdown (5Y)

Largest decline over 5 years

-27.66%

-28.59%

+0.93%

Max Drawdown (10Y)

Largest decline over 10 years

-50.26%

-93.02%

+42.76%

Current Drawdown

Current decline from peak

-9.22%

-2.55%

-6.67%

Average Drawdown

Average peak-to-trough decline

-10.95%

-32.27%

+21.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

6.22%

-2.98%

Volatility

LMSIX vs. EMO - Volatility Comparison

Franklin U.S. Small Cap Equity Fund (LMSIX) has a higher volatility of 6.30% compared to ClearBridge Energy Midstream Opportunity Fund (EMO) at 4.63%. This indicates that LMSIX's price experiences larger fluctuations and is considered to be riskier than EMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMSIXEMODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

4.63%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

13.61%

11.12%

+2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

22.28%

21.39%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.99%

26.78%

-4.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.46%

41.41%

-17.95%