LRGE vs. DGRW
Compare and contrast key facts about ClearBridge Large Cap Growth ESG ETF (LRGE) and WisdomTree U.S. Dividend Growth Fund (DGRW).
LRGE and DGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LRGE is an actively managed fund by Franklin Templeton. It was launched on May 22, 2017. DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LRGE or DGRW.
Key characteristics
| LRGE | DGRW | |
|---|---|---|
| YTD Return | 25.83% | 21.14% |
| 1Y Return | 46.74% | 36.21% |
| 3Y Return (Ann) | 9.26% | 12.96% |
| 5Y Return (Ann) | 17.27% | 15.42% |
| Sharpe Ratio | 3.03 | 3.27 |
| Sortino Ratio | 3.98 | 4.52 |
| Omega Ratio | 1.54 | 1.61 |
| Calmar Ratio | 2.51 | 3.53 |
| Martin Ratio | 19.80 | 21.96 |
| Ulcer Index | 2.26% | 1.60% |
| Daily Std Dev | 14.74% | 10.69% |
| Max Drawdown | -37.03% | -32.04% |
| Current Drawdown | 0.00% | -0.70% |
Correlation
The correlation between LRGE and DGRW 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.
Performance
LRGE vs. DGRW - Performance Comparison
In the year-to-date period, LRGE achieves a 25.83% return, which is significantly higher than DGRW's 21.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LRGE vs. DGRW - Expense Ratio Comparison
LRGE has a 0.59% expense ratio, which is higher than DGRW's 0.28% expense ratio.
Risk-Adjusted Performance
LRGE vs. DGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth ESG ETF (LRGE) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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
LRGE vs. DGRW - Dividend Comparison
LRGE's dividend yield for the trailing twelve months is around 0.09%, less than DGRW's 1.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LRGE ClearBridge Large Cap Growth ESG ETF | 0.09% | 0.11% | 2.01% | 1.20% | 0.37% | 0.37% | 2.14% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.48% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
Drawdowns
LRGE vs. DGRW - Drawdown Comparison
The maximum LRGE drawdown since its inception was -37.03%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for LRGE and DGRW. For additional features, visit the drawdowns tool.
Volatility
LRGE vs. DGRW - Volatility Comparison
ClearBridge Large Cap Growth ESG ETF (LRGE) has a higher volatility of 3.32% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 2.46%. This indicates that LRGE's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.