LOMAX vs. SAIFX
LOMAX (Edgar Lomax Value Fund) and SAIFX (ClearBridge Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, LOMAX returned 10.88%/yr vs 11.16%/yr for SAIFX. Their correlation of 0.90 suggests significant overlap in exposure. LOMAX charges 0.70%/yr vs 0.56%/yr for SAIFX.
Performance
LOMAX vs. SAIFX - Performance Comparison
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Returns By Period
In the year-to-date period, LOMAX achieves a 10.68% return, which is significantly higher than SAIFX's 9.96% return. Both investments have delivered pretty close results over the past 10 years, with LOMAX having a 10.88% annualized return and SAIFX not far ahead at 11.16%.
LOMAX
- 1D
- 0.51%
- 1M
- -0.06%
- YTD
- 10.68%
- 6M
- 10.34%
- 1Y
- 24.20%
- 3Y*
- 16.71%
- 5Y*
- 10.45%
- 10Y*
- 10.88%
SAIFX
- 1D
- 0.16%
- 1M
- 1.26%
- YTD
- 9.96%
- 6M
- 9.51%
- 1Y
- 21.09%
- 3Y*
- 13.83%
- 5Y*
- 9.02%
- 10Y*
- 11.16%
LOMAX vs. SAIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LOMAX Edgar Lomax Value Fund | 10.68% | 18.09% | 10.29% | 5.19% | -0.46% | 25.80% | -5.77% | 23.27% | -3.31% | 19.52% |
SAIFX ClearBridge Large Cap Value Fund | 9.96% | 10.57% | 8.54% | 15.07% | -6.41% | 25.88% | 5.93% | 28.68% | -8.78% | 14.44% |
Correlation
The correlation between LOMAX and SAIFX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 1997 | 0.90 |
The correlation between LOMAX and SAIFX has been stable across timeframes, ranging from 0.80 to 0.90 - a consistent structural relationship.
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Return for Risk
LOMAX vs. SAIFX — Risk / Return Rank
LOMAX
SAIFX
LOMAX vs. SAIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Edgar Lomax Value Fund (LOMAX) and ClearBridge Large Cap Value Fund (SAIFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LOMAX | SAIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.39 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.18 | 3.11 | +2.07 |
| Martin ratioReturn relative to average drawdown | 16.86 | 12.37 | +4.49 |
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Drawdowns
LOMAX vs. SAIFX - Drawdown Comparison
The maximum LOMAX drawdown since its inception was -57.82%, which is greater than SAIFX's maximum drawdown of -53.58%. Use the drawdown chart below to compare losses from any high point for LOMAX and SAIFX.
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Drawdown Indicators
| LOMAX | SAIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.82% | -53.58% | -4.24% |
Max Drawdown (1Y)Largest decline over 1 year | -4.86% | -7.11% | +2.25% |
Max Drawdown (3Y)Largest decline over 3 years | -11.93% | -17.65% | +5.72% |
Max Drawdown (5Y)Largest decline over 5 years | -17.50% | -19.79% | +2.29% |
Max Drawdown (10Y)Largest decline over 10 years | -37.81% | -35.51% | -2.30% |
Current DrawdownCurrent decline from peak | -2.30% | -0.35% | -1.95% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -6.73% | -2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 1.78% | -0.29% |
Volatility
LOMAX vs. SAIFX - Volatility Comparison
Edgar Lomax Value Fund (LOMAX) has a higher volatility of 3.36% compared to ClearBridge Large Cap Value Fund (SAIFX) at 2.92%. This indicates that LOMAX's price experiences larger fluctuations and is considered to be riskier than SAIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOMAX | SAIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 2.92% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 7.19% | 7.56% | -0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.97% | 10.33% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.22% | 15.57% | -2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.52% | 17.38% | -0.86% |
LOMAX vs. SAIFX - Expense Ratio Comparison
LOMAX has a 0.70% expense ratio, which is higher than SAIFX's 0.56% expense ratio.
Dividends
LOMAX vs. SAIFX - Dividend Comparison
LOMAX's dividend yield for the trailing twelve months is around 5.73%, less than SAIFX's 10.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOMAX Edgar Lomax Value Fund | 5.73% | 6.34% | 6.27% | 4.66% | 7.73% | 5.11% | 12.52% | 2.16% | 15.97% | 8.80% | 2.68% | 15.54% |
SAIFX ClearBridge Large Cap Value Fund | 10.88% | 11.93% | 11.70% | 3.18% | 1.50% | 5.09% | 8.07% | 6.56% | 8.25% | 2.81% | 2.29% | 3.83% |
Frequently Asked Questions
LOMAX and SAIFX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LOMAX has higher volatility (3.36%) compared to SAIFX (2.92%). In terms of maximum drawdown, LOMAX dropped -57.82% vs SAIFX's -53.58%.
LOMAX currently has the higher Sharpe Ratio (2.52 vs 2.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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