LROIX vs. SHRAX
Compare and contrast key facts about BrandywineGLOBAL - Global Unconstrained Bond Fund (LROIX) and ClearBridge Aggressive Growth Fund (SHRAX).
LROIX is managed by Franklin Templeton. It was launched on Feb 27, 2011. SHRAX is managed by Franklin Templeton. It was launched on Oct 24, 1983.
Performance
LROIX vs. SHRAX - Performance Comparison
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LROIX vs. SHRAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LROIX BrandywineGLOBAL - Global Unconstrained Bond Fund | -0.31% | 10.95% | -1.85% | 3.64% | -4.69% | -0.88% | 6.89% | 5.47% | -3.09% | 7.11% |
SHRAX ClearBridge Aggressive Growth Fund | -10.22% | 13.50% | 12.02% | 24.09% | -25.43% | 7.35% | 19.74% | 24.26% | -7.93% | 14.22% |
Returns By Period
In the year-to-date period, LROIX achieves a -0.31% return, which is significantly higher than SHRAX's -10.22% return. Over the past 10 years, LROIX has underperformed SHRAX with an annualized return of 2.34%, while SHRAX has yielded a comparatively higher 6.76% annualized return.
LROIX
- 1D
- 0.09%
- 1M
- -1.07%
- YTD
- -0.31%
- 6M
- 0.86%
- 1Y
- 6.93%
- 3Y*
- 3.49%
- 5Y*
- 1.59%
- 10Y*
- 2.34%
SHRAX
- 1D
- -0.61%
- 1M
- -10.28%
- YTD
- -10.22%
- 6M
- -11.78%
- 1Y
- 10.43%
- 3Y*
- 9.70%
- 5Y*
- 1.40%
- 10Y*
- 6.76%
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LROIX vs. SHRAX - Expense Ratio Comparison
LROIX has a 0.85% expense ratio, which is lower than SHRAX's 1.11% expense ratio.
Return for Risk
LROIX vs. SHRAX — Risk / Return Rank
LROIX
SHRAX
LROIX vs. SHRAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Global Unconstrained Bond Fund (LROIX) and ClearBridge Aggressive Growth Fund (SHRAX). 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.
| LROIX | SHRAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.14 | 0.45 | +1.69 |
Sortino ratioReturn per unit of downside risk | 3.53 | 0.80 | +2.73 |
Omega ratioGain probability vs. loss probability | 1.67 | 1.11 | +0.56 |
Calmar ratioReturn relative to maximum drawdown | 2.78 | 0.53 | +2.25 |
Martin ratioReturn relative to average drawdown | 16.09 | 1.70 | +14.40 |
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
| LROIX | SHRAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 0.45 | +1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.07 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.33 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.44 | -0.01 |
Correlation
The correlation between LROIX and SHRAX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
LROIX vs. SHRAX - Dividend Comparison
LROIX's dividend yield for the trailing twelve months is around 4.19%, less than SHRAX's 24.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LROIX BrandywineGLOBAL - Global Unconstrained Bond Fund | 4.19% | 5.49% | 6.60% | 3.21% | 1.34% | 2.20% | 0.97% | 0.00% | 3.57% | 3.65% | 0.00% | 3.22% |
SHRAX ClearBridge Aggressive Growth Fund | 24.81% | 22.27% | 20.39% | 13.77% | 15.63% | 26.11% | 18.42% | 12.71% | 18.97% | 5.97% | 4.76% | 4.03% |
Drawdowns
LROIX vs. SHRAX - Drawdown Comparison
The maximum LROIX drawdown since its inception was -14.54%, smaller than the maximum SHRAX drawdown of -57.26%. Use the drawdown chart below to compare losses from any high point for LROIX and SHRAX.
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Drawdown Indicators
| LROIX | SHRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.54% | -57.26% | +42.72% |
Max Drawdown (1Y)Largest decline over 1 year | -2.55% | -14.59% | +12.04% |
Max Drawdown (5Y)Largest decline over 5 years | -14.39% | -33.77% | +19.38% |
Max Drawdown (10Y)Largest decline over 10 years | -14.54% | -33.77% | +19.23% |
Current DrawdownCurrent decline from peak | -1.07% | -14.59% | +13.52% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -11.29% | +7.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.44% | 4.56% | -4.12% |
Volatility
LROIX vs. SHRAX - Volatility Comparison
The current volatility for BrandywineGLOBAL - Global Unconstrained Bond Fund (LROIX) is 0.50%, while ClearBridge Aggressive Growth Fund (SHRAX) has a volatility of 5.92%. This indicates that LROIX experiences smaller price fluctuations and is considered to be less risky than SHRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LROIX | SHRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 5.92% | -5.42% |
Volatility (6M)Calculated over the trailing 6-month period | 1.23% | 13.22% | -11.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.25% | 22.89% | -19.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.06% | 20.79% | -14.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.86% | 20.82% | -14.96% |