LSITX vs. IOLZX
LSITX (ClearBridge Large Cap Growth Fund Class IS) and IOLZX (ICON Equity Fund) are both Large Cap Growth Equities funds. Over the past 10 years, LSITX returned 13.97%/yr vs 14.35%/yr for IOLZX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. LSITX charges 0.64%/yr vs 1.04%/yr for IOLZX.
Performance
LSITX vs. IOLZX - Performance Comparison
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Returns By Period
In the year-to-date period, LSITX achieves a 0.10% return, which is significantly lower than IOLZX's 28.22% return. Both investments have delivered pretty close results over the past 10 years, with LSITX having a 13.97% annualized return and IOLZX not far ahead at 14.35%.
LSITX
- 1D
- -0.42%
- 1M
- 0.60%
- 6M
- -0.56%
- YTD
- 0.10%
- 1Y
- 0.76%
- 3Y*
- 14.42%
- 5Y*
- 7.89%
- 10Y*
- 13.97%
- ALL TIME*
- 14.51%
IOLZX
- 1D
- -0.03%
- 1M
- 0.03%
- 6M
- 22.00%
- YTD
- 28.22%
- 1Y
- 38.55%
- 3Y*
- 21.13%
- 5Y*
- 11.07%
- 10Y*
- 14.35%
- ALL TIME*
- 8.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
IOLZX ICON Equity Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
LSITX vs. IOLZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSITX ClearBridge Large Cap Growth Fund Class IS | 0.10% | 8.85% | 28.07% | 45.55% | -32.69% | 22.15% | 31.32% | 32.22% | -0.05% | 25.55% |
IOLZX ICON Equity Fund | 28.22% | 15.81% | 16.87% | 12.13% | -17.78% | 26.72% | 16.00% | 38.22% | -16.69% | 26.78% |
Correlation
The correlation between LSITX and IOLZX is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2013 | 0.76 |
The correlation between LSITX and IOLZX shifts across timeframes, from 0.58 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LSITX vs. IOLZX — Risk / Return Rank
LSITX
IOLZX
LSITX vs. IOLZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth Fund Class IS (LSITX) and ICON Equity Fund (IOLZX). 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.
| LSITX | IOLZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.33 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.06 | 2.68 | -2.62 |
| Martin ratioReturn relative to average drawdown | 0.17 | 9.37 | -9.20 |
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Drawdowns
LSITX vs. IOLZX - Drawdown Comparison
The maximum LSITX drawdown since its inception was -38.08%, smaller than the maximum IOLZX drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for LSITX and IOLZX.
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Drawdown Indicators
| LSITX | IOLZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.08% | -56.03% | +17.95% |
Max Drawdown (1Y)Largest decline over 1 year | -16.81% | -14.35% | -2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -20.90% | -24.71% | +3.81% |
Max Drawdown (5Y)Largest decline over 5 years | -38.08% | -27.77% | -10.31% |
Max Drawdown (10Y)Largest decline over 10 years | -38.08% | -41.04% | +2.96% |
Current DrawdownCurrent decline from peak | -6.19% | -2.03% | -4.16% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -12.56% | +6.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.70% | 4.10% | +1.60% |
Volatility
LSITX vs. IOLZX - Volatility Comparison
The current volatility for ClearBridge Large Cap Growth Fund Class IS (LSITX) is 4.54%, while ICON Equity Fund (IOLZX) has a volatility of 5.37%. This indicates that LSITX experiences smaller price fluctuations and is considered to be less risky than IOLZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSITX | IOLZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 5.37% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 12.89% | 16.04% | -3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.39% | 19.96% | -3.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.39% | 21.52% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.52% | 22.32% | -1.80% |
LSITX vs. IOLZX - Expense Ratio Comparison
LSITX has a 0.64% expense ratio, which is lower than IOLZX's 1.04% expense ratio.
Dividends
LSITX vs. IOLZX - Dividend Comparison
LSITX's dividend yield for the trailing twelve months is around 9.46%, more than IOLZX's 8.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IOLZX ICON Equity Fund | 8.34% | 10.69% | 22.21% | 4.75% | 18.57% | 14.12% | 0.00% | 3.46% | 1.60% | 0.00% | 0.00% | 0.00% |
LSITX ClearBridge Large Cap Growth Fund Class IS | 9.46% | 10.22% | 4.45% | 10.37% | 7.99% | 10.85% | 5.63% | 4.86% | 4.00% | 4.29% | 2.18% | 3.00% |
Frequently Asked Questions
LSITX and IOLZX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IOLZX has higher volatility (5.37%) compared to LSITX (4.54%). In terms of maximum drawdown, LSITX dropped -38.08% vs IOLZX's -56.03%.
IOLZX currently has the higher Sharpe Ratio (1.93 vs 0.06), 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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