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LMVTX vs. LCSSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMVTX vs. LCSSX - Performance Comparison

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

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LMVTX vs. LCSSX - 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%
LCSSX
ClearBridge Select Fund
-10.67%7.26%21.54%24.25%-33.06%20.27%58.86%33.60%10.56%39.04%

Returns By Period

In the year-to-date period, LMVTX achieves a -1.35% return, which is significantly higher than LCSSX's -10.67% return. Over the past 10 years, LMVTX has underperformed LCSSX with an annualized return of 10.41%, while LCSSX has yielded a comparatively higher 15.67% 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%

LCSSX

1D
-0.70%
1M
-8.33%
YTD
-10.67%
6M
-12.76%
1Y
5.24%
3Y*
10.12%
5Y*
1.92%
10Y*
15.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LMVTX vs. LCSSX - Expense Ratio Comparison

LMVTX has a 1.74% expense ratio, which is higher than LCSSX's 0.99% expense ratio.


Return for Risk

LMVTX vs. LCSSX — 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

LCSSX
LCSSX Risk / Return Rank: 1111
Overall Rank
LCSSX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
LCSSX Sortino Ratio Rank: 1111
Sortino Ratio Rank
LCSSX Omega Ratio Rank: 1111
Omega Ratio Rank
LCSSX Calmar Ratio Rank: 1010
Calmar Ratio Rank
LCSSX Martin Ratio Rank: 1010
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. LCSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Value Trust (LMVTX) and ClearBridge Select Fund (LCSSX). 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.


LMVTXLCSSXDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.25

+0.34

Sortino ratio

Return per unit of downside risk

0.90

0.50

+0.40

Omega ratio

Gain probability vs. loss probability

1.14

1.07

+0.07

Calmar ratio

Return relative to maximum drawdown

0.65

0.22

+0.43

Martin ratio

Return relative to average drawdown

2.70

0.71

+1.99

LMVTX vs. LCSSX - Sharpe Ratio Comparison

The current LMVTX Sharpe Ratio is 0.59, which is higher than the LCSSX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of LMVTX and LCSSX, 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


LMVTXLCSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.25

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.09

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.72

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.73

-0.17

Correlation

The correlation between LMVTX and LCSSX is 0.77, 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. LCSSX - Dividend Comparison

LMVTX's dividend yield for the trailing twelve months is around 10.48%, while LCSSX has not paid dividends to shareholders.


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%
LCSSX
ClearBridge Select Fund
0.00%0.00%0.00%0.00%0.01%3.26%0.00%0.00%1.28%2.11%1.12%5.25%

Drawdowns

LMVTX vs. LCSSX - Drawdown Comparison

The maximum LMVTX drawdown since its inception was -72.54%, which is greater than LCSSX's maximum drawdown of -43.46%. Use the drawdown chart below to compare losses from any high point for LMVTX and LCSSX.


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Drawdown Indicators


LMVTXLCSSXDifference

Max Drawdown

Largest peak-to-trough decline

-72.54%

-43.46%

-29.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.00%

-14.24%

+1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.79%

-43.46%

+22.67%

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

-43.46%

+2.99%

Current Drawdown

Current decline from peak

-7.87%

-14.24%

+6.37%

Average Drawdown

Average peak-to-trough decline

-12.01%

-9.26%

-2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

4.34%

-1.23%

Volatility

LMVTX vs. LCSSX - Volatility Comparison

The current volatility for ClearBridge Value Trust (LMVTX) is 4.22%, while ClearBridge Select Fund (LCSSX) has a volatility of 5.54%. This indicates that LMVTX experiences smaller price fluctuations and is considered to be less risky than LCSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMVTXLCSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

5.54%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

11.39%

-2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

20.32%

-3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

21.82%

-4.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.22%

21.91%

-2.69%