LSITX vs. VPMCX
LSITX (ClearBridge Large Cap Growth Fund Class IS) and VPMCX (Vanguard PRIMECAP Fund Investor Shares) are both Large Cap Growth Equities funds. Both are actively managed. Over the past 10 years, LSITX returned 13.97%/yr vs 16.61%/yr for VPMCX. Their correlation of 0.88 means they have usually moved in the same direction. LSITX charges 0.64%/yr vs 0.35%/yr for VPMCX.
Performance
LSITX vs. VPMCX - 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 VPMCX's 20.66% return. Over the past 10 years, LSITX has underperformed VPMCX with an annualized return of 13.97%, while VPMCX has yielded a comparatively higher 16.61% annualized return.
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%
VPMCX
- 1D
- 0.07%
- 1M
- -5.05%
- 6M
- 14.10%
- YTD
- 20.66%
- 1Y
- 41.95%
- 3Y*
- 23.49%
- 5Y*
- 14.85%
- 10Y*
- 16.61%
- ALL TIME*
- 15.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSITX vs. VPMCX - 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% |
VPMCX Vanguard PRIMECAP Fund Investor Shares | 20.66% | 29.60% | 13.23% | 28.16% | -15.22% | 21.64% | 17.16% | 27.78% | -1.99% | 28.17% |
Correlation
The correlation between LSITX and VPMCX is 0.71, 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. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2013 | 0.88 |
The correlation between LSITX and VPMCX shifts across timeframes, from 0.71 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LSITX vs. VPMCX — Risk / Return Rank
LSITX
VPMCX
LSITX vs. VPMCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth Fund Class IS (LSITX) and Vanguard PRIMECAP Fund Investor Shares (VPMCX). 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 | VPMCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.40 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.06 | 3.58 | -3.52 |
| Martin ratioReturn relative to average drawdown | 0.17 | 13.98 | -13.81 |
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Drawdowns
LSITX vs. VPMCX - Drawdown Comparison
The maximum LSITX drawdown since its inception was -38.08%, smaller than the maximum VPMCX drawdown of -50.45%. Use the drawdown chart below to compare losses from any high point for LSITX and VPMCX.
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Drawdown Indicators
| LSITX | VPMCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.08% | -50.45% | +12.37% |
Max Drawdown (1Y)Largest decline over 1 year | -16.81% | -11.73% | -5.08% |
Max Drawdown (3Y)Largest decline over 3 years | -20.90% | -20.56% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -38.08% | -25.25% | -12.83% |
Max Drawdown (10Y)Largest decline over 10 years | -38.08% | -32.65% | -5.43% |
Current DrawdownCurrent decline from peak | -6.19% | -7.52% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -7.39% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.70% | 3.00% | +2.70% |
Volatility
LSITX vs. VPMCX - Volatility Comparison
The current volatility for ClearBridge Large Cap Growth Fund Class IS (LSITX) is 4.54%, while Vanguard PRIMECAP Fund Investor Shares (VPMCX) has a volatility of 5.56%. This indicates that LSITX experiences smaller price fluctuations and is considered to be less risky than VPMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSITX | VPMCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 5.56% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.89% | 15.75% | -2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.39% | 18.75% | -2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.39% | 18.74% | +2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.52% | 19.36% | +1.16% |
LSITX vs. VPMCX - Expense Ratio Comparison
LSITX has a 0.64% expense ratio, which is higher than VPMCX's 0.35% expense ratio.
Dividends
LSITX vs. VPMCX - Dividend Comparison
LSITX's dividend yield for the trailing twelve months is around 9.46%, less than VPMCX's 13.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VPMCX Vanguard PRIMECAP Fund Investor Shares | 13.56% | 16.36% | 6.62% | 7.16% | 9.85% | 10.08% | 9.74% | 7.15% | 8.32% | 4.53% | 5.05% | 5.91% |
Frequently Asked Questions
LSITX and VPMCX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VPMCX has higher volatility (5.56%) compared to LSITX (4.54%). In terms of maximum drawdown, LSITX dropped -38.08% vs VPMCX's -50.45%.
VPMCX currently has the higher Sharpe Ratio (2.25 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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