RGSVX vs. VGENX
RGSVX (ClearBridge Global Infrastructure Income Fund) and VGENX (Vanguard Energy Opportunities Fund Investor Shares) are both mutual funds - RGSVX is a Infrastructure Equities fund managed by Legg Mason, while VGENX is a Energy Equities fund actively managed by Vanguard. Over the past 5 years, RGSVX returned 8.95%/yr vs 23.72%/yr for VGENX. Their 0.59 correlation means they have sometimes moved together and sometimes differently. RGSVX charges 0.89%/yr vs 0.45%/yr for VGENX.
Performance
RGSVX vs. VGENX - Performance Comparison
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Returns By Period
In the year-to-date period, RGSVX achieves a 13.05% return, which is significantly lower than VGENX's 22.83% return.
RGSVX
- 1D
- 1.27%
- 1M
- 0.54%
- 6M
- 7.30%
- YTD
- 13.05%
- 1Y
- 20.45%
- 3Y*
- 13.63%
- 5Y*
- 8.95%
- 10Y*
- —
- ALL TIME*
- 9.74%
VGENX
- 1D
- 0.65%
- 1M
- 5.57%
- 6M
- 13.63%
- YTD
- 22.83%
- 1Y
- 32.73%
- 3Y*
- 25.56%
- 5Y*
- 23.72%
- 10Y*
- 9.76%
- ALL TIME*
- 10.01%
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 |
RGSVX vs. VGENX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RGSVX ClearBridge Global Infrastructure Income Fund | 13.05% | 26.02% | 2.19% | 3.64% | -5.85% | 12.09% | 12.33% | 26.21% | -7.94% | 17.05% |
VGENX Vanguard Energy Opportunities Fund Investor Shares | 22.83% | 20.67% | 30.25% | 8.78% | 23.59% | 27.71% | -30.85% | 13.23% | -17.19% | 3.22% |
Correlation
The correlation between RGSVX and VGENX is 0.55, 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. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.59 |
The correlation between RGSVX and VGENX has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.
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Return for Risk
RGSVX vs. VGENX — Risk / Return Rank
RGSVX
VGENX
RGSVX vs. VGENX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Global Infrastructure Income Fund (RGSVX) and Vanguard Energy Opportunities Fund Investor Shares (VGENX). 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.
| RGSVX | VGENX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.43 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 3.69 | -0.53 |
| Martin ratioReturn relative to average drawdown | 8.93 | 12.28 | -3.35 |
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Drawdowns
RGSVX vs. VGENX - Drawdown Comparison
The maximum RGSVX drawdown since its inception was -35.19%, smaller than the maximum VGENX drawdown of -65.37%. Use the drawdown chart below to compare losses from any high point for RGSVX and VGENX.
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Drawdown Indicators
| RGSVX | VGENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.19% | -65.37% | +30.18% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -8.76% | +2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -12.38% | -12.30% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -19.72% | -4.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.19% | — |
Current DrawdownCurrent decline from peak | -2.90% | -2.02% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -5.58% | -14.90% | +9.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.63% | -0.34% |
Volatility
RGSVX vs. VGENX - Volatility Comparison
The current volatility for ClearBridge Global Infrastructure Income Fund (RGSVX) is 3.15%, while Vanguard Energy Opportunities Fund Investor Shares (VGENX) has a volatility of 4.89%. This indicates that RGSVX experiences smaller price fluctuations and is considered to be less risky than VGENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RGSVX | VGENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.15% | 4.89% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 10.82% | -1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.44% | 13.02% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 18.66% | -4.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 23.06% | -7.49% |
RGSVX vs. VGENX - Expense Ratio Comparison
RGSVX has a 0.89% expense ratio, which is higher than VGENX's 0.45% expense ratio.
Dividends
RGSVX vs. VGENX - Dividend Comparison
RGSVX's dividend yield for the trailing twelve months is around 3.21%, less than VGENX's 6.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RGSVX ClearBridge Global Infrastructure Income Fund | 3.21% | 3.00% | 4.04% | 4.78% | 4.90% | 4.65% | 3.79% | 2.99% | 2.79% | 2.20% | 0.00% | 0.00% |
VGENX Vanguard Energy Opportunities Fund Investor Shares | 6.98% | 4.71% | 33.96% | 6.83% | 4.63% | 3.63% | 4.46% | 3.30% | 2.96% | 2.96% | 1.84% | 2.63% |
Frequently Asked Questions
RGSVX and VGENX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGENX has higher volatility (4.89%) compared to RGSVX (3.15%). In terms of maximum drawdown, RGSVX dropped -35.19% vs VGENX's -65.37%.
VGENX currently has the higher Sharpe Ratio (2.49 vs 1.80), 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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