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LMVTX vs. ACIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMVTX vs. ACIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Value Trust (LMVTX) and American Century Equity Income Fund Class I (ACIIX). The values are adjusted to include any dividend payments, if applicable.

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LMVTX vs. ACIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMVTX
ClearBridge Value Trust
-1.35%9.80%14.22%18.80%-7.00%26.93%10.63%26.25%-13.50%13.76%
ACIIX
American Century Equity Income Fund Class I
2.73%12.05%10.58%4.25%-2.96%17.16%1.19%24.50%-3.53%13.69%

Returns By Period

In the year-to-date period, LMVTX achieves a -1.35% return, which is significantly lower than ACIIX's 2.73% return. Over the past 10 years, LMVTX has outperformed ACIIX with an annualized return of 10.41%, while ACIIX has yielded a comparatively lower 8.89% annualized return.


LMVTX

1D
-0.35%
1M
-7.82%
YTD
-1.35%
6M
1.62%
1Y
9.40%
3Y*
12.96%
5Y*
8.25%
10Y*
10.41%

ACIIX

1D
0.00%
1M
-5.73%
YTD
2.73%
6M
4.62%
1Y
9.92%
3Y*
9.70%
5Y*
7.47%
10Y*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LMVTX vs. ACIIX - Expense Ratio Comparison

LMVTX has a 1.74% expense ratio, which is higher than ACIIX's 0.72% expense ratio.


Return for Risk

LMVTX vs. ACIIX — Risk / Return Rank

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

LMVTX
LMVTX Risk / Return Rank: 2323
Overall Rank
LMVTX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LMVTX Sortino Ratio Rank: 2121
Sortino Ratio Rank
LMVTX Omega Ratio Rank: 2424
Omega Ratio Rank
LMVTX Calmar Ratio Rank: 2222
Calmar Ratio Rank
LMVTX Martin Ratio Rank: 2525
Martin Ratio Rank

ACIIX
ACIIX Risk / Return Rank: 4545
Overall Rank
ACIIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ACIIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
ACIIX Omega Ratio Rank: 4444
Omega Ratio Rank
ACIIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
ACIIX Martin Ratio Rank: 4343
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.

LMVTX vs. ACIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Value Trust (LMVTX) and American Century Equity Income Fund Class I (ACIIX). 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.


LMVTXACIIXDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.93

-0.34

Sortino ratio

Return per unit of downside risk

0.90

1.35

-0.45

Omega ratio

Gain probability vs. loss probability

1.14

1.19

-0.05

Calmar ratio

Return relative to maximum drawdown

0.65

1.11

-0.46

Martin ratio

Return relative to average drawdown

2.70

4.37

-1.67

LMVTX vs. ACIIX - Sharpe Ratio Comparison

The current LMVTX Sharpe Ratio is 0.59, which is lower than the ACIIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of LMVTX and ACIIX, 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


LMVTXACIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.93

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.70

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.67

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.53

+0.03

Correlation

The correlation between LMVTX and ACIIX is 0.82, 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

LMVTX vs. ACIIX - Dividend Comparison

LMVTX's dividend yield for the trailing twelve months is around 10.48%, more than ACIIX's 10.28% yield.


TTM20252024202320222021202020192018201720162015
LMVTX
ClearBridge Value Trust
10.48%10.33%10.32%12.03%7.85%18.06%5.41%0.00%1.34%0.00%0.10%0.00%
ACIIX
American Century Equity Income Fund Class I
10.28%10.55%11.71%8.21%8.96%7.02%2.18%7.57%9.05%12.14%8.08%10.72%

Drawdowns

LMVTX vs. ACIIX - Drawdown Comparison

The maximum LMVTX drawdown since its inception was -72.54%, which is greater than ACIIX's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for LMVTX and ACIIX.


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Drawdown Indicators


LMVTXACIIXDifference

Max Drawdown

Largest peak-to-trough decline

-72.54%

-39.16%

-33.38%

Max Drawdown (1Y)

Largest decline over 1 year

-13.00%

-8.96%

-4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-20.79%

-13.49%

-7.30%

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

-32.76%

-7.71%

Current Drawdown

Current decline from peak

-7.87%

-5.73%

-2.14%

Average Drawdown

Average peak-to-trough decline

-12.01%

-5.26%

-6.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.30%

+0.81%

Volatility

LMVTX vs. ACIIX - Volatility Comparison

ClearBridge Value Trust (LMVTX) has a higher volatility of 4.22% compared to American Century Equity Income Fund Class I (ACIIX) at 2.76%. This indicates that LMVTX's price experiences larger fluctuations and is considered to be riskier than ACIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMVTXACIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

2.76%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

6.05%

+3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

11.61%

+5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

10.74%

+7.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.22%

13.37%

+5.85%