SAIFX vs. ACSTX
Compare and contrast key facts about ClearBridge Large Cap Value Fund (SAIFX) and Invesco Comstock Fund (ACSTX).
SAIFX is managed by Franklin Templeton. It was launched on May 29, 1958. ACSTX is managed by Invesco. It was launched on Oct 7, 1968.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAIFX or ACSTX.
Performance
SAIFX vs. ACSTX - Performance Comparison
Returns By Period
In the year-to-date period, SAIFX achieves a 14.01% return, which is significantly lower than ACSTX's 19.28% return. Over the past 10 years, SAIFX has underperformed ACSTX with an annualized return of 6.42%, while ACSTX has yielded a comparatively higher 8.84% annualized return.
SAIFX
14.01%
2.76%
8.32%
18.07%
7.26%
6.42%
ACSTX
19.28%
3.01%
9.07%
27.34%
13.23%
8.84%
Key characteristics
| SAIFX | ACSTX | |
|---|---|---|
| Sharpe Ratio | 1.75 | 2.50 |
| Sortino Ratio | 2.51 | 3.56 |
| Omega Ratio | 1.32 | 1.46 |
| Calmar Ratio | 3.35 | 4.70 |
| Martin Ratio | 8.96 | 18.28 |
| Ulcer Index | 2.01% | 1.48% |
| Daily Std Dev | 10.32% | 10.83% |
| Max Drawdown | -56.29% | -61.03% |
| Current Drawdown | -1.08% | -0.89% |
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SAIFX vs. ACSTX - Expense Ratio Comparison
SAIFX has a 0.56% expense ratio, which is lower than ACSTX's 0.80% expense ratio.
Correlation
The correlation between SAIFX and ACSTX is 0.91, 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.
Risk-Adjusted Performance
SAIFX vs. ACSTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Value Fund (SAIFX) and Invesco Comstock Fund (ACSTX). 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
SAIFX vs. ACSTX - Dividend Comparison
SAIFX's dividend yield for the trailing twelve months is around 1.26%, less than ACSTX's 1.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAIFX ClearBridge Large Cap Value Fund | 1.26% | 1.35% | 1.35% | 1.07% | 1.55% | 1.78% | 1.91% | 1.47% | 1.56% | 2.30% | 1.74% | 1.46% |
ACSTX Invesco Comstock Fund | 1.45% | 1.74% | 1.90% | 1.42% | 2.05% | 2.07% | 1.82% | 1.43% | 2.10% | 1.55% | 1.59% | 1.18% |
Drawdowns
SAIFX vs. ACSTX - Drawdown Comparison
The maximum SAIFX drawdown since its inception was -56.29%, smaller than the maximum ACSTX drawdown of -61.03%. Use the drawdown chart below to compare losses from any high point for SAIFX and ACSTX. For additional features, visit the drawdowns tool.
Volatility
SAIFX vs. ACSTX - Volatility Comparison
ClearBridge Large Cap Value Fund (SAIFX) and Invesco Comstock Fund (ACSTX) have volatilities of 4.30% and 4.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.