LMVTX vs. TWEIX
Compare and contrast key facts about ClearBridge Value Trust (LMVTX) and American Century Equity Income Fund (TWEIX).
LMVTX is managed by Legg Mason. It was launched on Apr 16, 1982. TWEIX is managed by American Century Investments. It was launched on Aug 1, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LMVTX or TWEIX.
Performance
LMVTX vs. TWEIX - Performance Comparison
Returns By Period
In the year-to-date period, LMVTX achieves a 21.49% return, which is significantly higher than TWEIX's 15.26% return. Over the past 10 years, LMVTX has outperformed TWEIX with an annualized return of 4.93%, while TWEIX has yielded a comparatively lower 2.37% annualized return.
LMVTX
21.49%
3.90%
11.62%
16.25%
5.27%
4.93%
TWEIX
15.26%
0.74%
10.27%
13.59%
2.62%
2.37%
Key characteristics
| LMVTX | TWEIX | |
|---|---|---|
| Sharpe Ratio | 1.06 | 1.49 |
| Sortino Ratio | 1.35 | 1.89 |
| Omega Ratio | 1.22 | 1.30 |
| Calmar Ratio | 0.64 | 0.93 |
| Martin Ratio | 4.15 | 5.76 |
| Ulcer Index | 4.04% | 2.41% |
| Daily Std Dev | 15.85% | 9.29% |
| Max Drawdown | -82.88% | -44.31% |
| Current Drawdown | -7.77% | -0.51% |
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LMVTX vs. TWEIX - Expense Ratio Comparison
LMVTX has a 1.74% expense ratio, which is higher than TWEIX's 0.94% expense ratio.
Correlation
The correlation between LMVTX and TWEIX is 0.79, 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.
Risk-Adjusted Performance
LMVTX vs. TWEIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Value Trust (LMVTX) and American Century Equity Income Fund (TWEIX). 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.
Dividends
LMVTX vs. TWEIX - Dividend Comparison
LMVTX's dividend yield for the trailing twelve months is around 0.51%, less than TWEIX's 2.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMVTX ClearBridge Value Trust | 0.51% | 0.62% | 0.39% | 0.00% | 0.19% | 0.00% | 0.00% | 0.00% | 0.10% | 0.00% | 0.00% | 0.25% |
TWEIX American Century Equity Income Fund | 2.30% | 2.54% | 2.31% | 1.86% | 2.00% | 2.26% | 2.84% | 1.86% | 1.96% | 2.55% | 2.49% | 2.39% |
Drawdowns
LMVTX vs. TWEIX - Drawdown Comparison
The maximum LMVTX drawdown since its inception was -82.88%, which is greater than TWEIX's maximum drawdown of -44.31%. Use the drawdown chart below to compare losses from any high point for LMVTX and TWEIX. For additional features, visit the drawdowns tool.
Volatility
LMVTX vs. TWEIX - Volatility Comparison
ClearBridge Value Trust (LMVTX) has a higher volatility of 4.53% compared to American Century Equity Income Fund (TWEIX) at 2.56%. This indicates that LMVTX's price experiences larger fluctuations and is considered to be riskier than TWEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.