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LMVTX vs. ACTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMVTX vs. ACTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Value Trust (LMVTX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). The values are adjusted to include any dividend payments, if applicable.

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LMVTX vs. ACTIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LMVTX
ClearBridge Value Trust
-1.35%9.80%14.22%18.80%-7.00%10.47%
ACTIX
Advisors Capital Tactical Fixed Income Fund
-1.36%6.08%3.07%5.97%-9.94%0.75%

Returns By Period

The year-to-date returns for both stocks are quite close, with LMVTX having a -1.35% return and ACTIX slightly lower at -1.36%.


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%

ACTIX

1D
0.43%
1M
-2.39%
YTD
-1.36%
6M
-0.92%
1Y
3.08%
3Y*
3.94%
5Y*
0.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LMVTX vs. ACTIX - Expense Ratio Comparison

LMVTX has a 1.74% expense ratio, which is lower than ACTIX's 2.09% expense ratio.


Return for Risk

LMVTX vs. ACTIX — 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

ACTIX
ACTIX Risk / Return Rank: 3232
Overall Rank
ACTIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ACTIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
ACTIX Omega Ratio Rank: 2525
Omega Ratio Rank
ACTIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ACTIX Martin Ratio Rank: 3838
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. ACTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Value Trust (LMVTX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). 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.


LMVTXACTIXDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.69

-0.10

Sortino ratio

Return per unit of downside risk

0.90

0.97

-0.07

Omega ratio

Gain probability vs. loss probability

1.14

1.14

0.00

Calmar ratio

Return relative to maximum drawdown

0.65

1.11

-0.47

Martin ratio

Return relative to average drawdown

2.70

4.03

-1.33

LMVTX vs. ACTIX - Sharpe Ratio Comparison

The current LMVTX Sharpe Ratio is 0.59, which is comparable to the ACTIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of LMVTX and ACTIX, 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


LMVTXACTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.69

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.00

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.00

+0.56

Correlation

The correlation between LMVTX and ACTIX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LMVTX vs. ACTIX - Dividend Comparison

LMVTX's dividend yield for the trailing twelve months is around 10.48%, more than ACTIX's 3.13% yield.


TTM2025202420232022202120202019201820172016
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%
ACTIX
Advisors Capital Tactical Fixed Income Fund
3.13%3.09%3.18%2.44%1.10%0.45%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LMVTX vs. ACTIX - Drawdown Comparison

The maximum LMVTX drawdown since its inception was -72.54%, smaller than the maximum ACTIX drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for LMVTX and ACTIX.


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Drawdown Indicators


LMVTXACTIXDifference

Max Drawdown

Largest peak-to-trough decline

-72.54%

-96.41%

+23.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.00%

-3.07%

-9.93%

Max Drawdown (5Y)

Largest decline over 5 years

-20.79%

-96.41%

+75.62%

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

Current Drawdown

Current decline from peak

-7.87%

-96.20%

+88.33%

Average Drawdown

Average peak-to-trough decline

-12.01%

-27.55%

+15.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

0.85%

+2.26%

Volatility

LMVTX vs. ACTIX - Volatility Comparison

ClearBridge Value Trust (LMVTX) has a higher volatility of 4.22% compared to Advisors Capital Tactical Fixed Income Fund (ACTIX) at 1.82%. This indicates that LMVTX's price experiences larger fluctuations and is considered to be riskier than ACTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMVTXACTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

1.82%

+2.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

2.51%

+6.69%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

4.68%

+12.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

1,202.55%

-1,184.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.22%

1,201.12%

-1,181.90%