LMVTX vs. FLCOX
Compare and contrast key facts about ClearBridge Value Trust (LMVTX) and Fidelity Large Cap Value Index Fund (FLCOX).
LMVTX is managed by Legg Mason. It was launched on Apr 16, 1982. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
LMVTX vs. FLCOX - Performance Comparison
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LMVTX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LMVTX ClearBridge Value Trust | 0.99% | 9.80% | 14.22% | 18.80% | -7.00% | 26.93% | 10.63% | 26.25% | -13.50% | 12.76% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, LMVTX achieves a 0.99% return, which is significantly lower than FLCOX's 2.08% return.
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%
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
- —
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LMVTX vs. FLCOX - Expense Ratio Comparison
LMVTX has a 1.74% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
LMVTX vs. FLCOX — Risk / Return Rank
LMVTX
FLCOX
LMVTX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Value Trust (LMVTX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.
| LMVTX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.02 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.48 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.44 | -0.47 |
Martin ratioReturn relative to average drawdown | 4.02 | 6.76 | -2.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LMVTX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.02 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.62 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.54 | +0.03 |
Correlation
The correlation between LMVTX and FLCOX is 0.93, 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. FLCOX - Dividend Comparison
LMVTX's dividend yield for the trailing twelve months is around 10.23%, more than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% |
Drawdowns
LMVTX vs. FLCOX - Drawdown Comparison
The maximum LMVTX drawdown since its inception was -72.54%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for LMVTX and FLCOX.
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Drawdown Indicators
| LMVTX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.54% | -38.28% | -34.26% |
Max Drawdown (1Y)Largest decline over 1 year | -13.00% | -11.81% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -19.00% | -1.79% |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | — | — |
Current DrawdownCurrent decline from peak | -5.68% | -4.82% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -12.01% | -4.52% | -7.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.51% | +0.62% |
Volatility
LMVTX vs. FLCOX - Volatility Comparison
ClearBridge Value Trust (LMVTX) has a higher volatility of 5.03% compared to Fidelity Large Cap Value Index Fund (FLCOX) at 4.38%. This indicates that LMVTX's price experiences larger fluctuations and is considered to be riskier than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LMVTX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 4.38% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 8.29% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 15.73% | +1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 14.83% | +2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 17.73% | +1.51% |