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SAIFX vs. FBGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SAIFX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Large Cap Value Fund (SAIFX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%JuneJulyAugustSeptemberOctoberNovember
432.30%
6,932.57%
SAIFX
FBGRX

Returns By Period

In the year-to-date period, SAIFX achieves a 13.51% return, which is significantly lower than FBGRX's 33.68% return. Over the past 10 years, SAIFX has underperformed FBGRX with an annualized return of 6.47%, while FBGRX has yielded a comparatively higher 13.79% annualized return.


SAIFX

YTD

13.51%

1M

1.45%

6M

6.96%

1Y

18.42%

5Y (annualized)

7.10%

10Y (annualized)

6.47%

FBGRX

YTD

33.68%

1M

1.35%

6M

12.47%

1Y

42.12%

5Y (annualized)

17.66%

10Y (annualized)

13.79%

Key characteristics


SAIFXFBGRX
Sharpe Ratio1.852.19
Sortino Ratio2.642.88
Omega Ratio1.341.40
Calmar Ratio3.552.37
Martin Ratio9.4910.66
Ulcer Index2.01%3.97%
Daily Std Dev10.32%19.33%
Max Drawdown-56.29%-57.42%
Current Drawdown-1.51%-2.90%

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SAIFX vs. FBGRX - Expense Ratio Comparison

SAIFX has a 0.56% expense ratio, which is lower than FBGRX's 0.79% expense ratio.


FBGRX
Fidelity Blue Chip Growth Fund
Expense ratio chart for FBGRX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for SAIFX: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%

Correlation

-0.50.00.51.00.8

The correlation between SAIFX and FBGRX is 0.82, 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. FBGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Value Fund (SAIFX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.


Sharpe ratio
The chart of Sharpe ratio for SAIFX, currently valued at 1.85, compared to the broader market0.002.004.001.852.19
The chart of Sortino ratio for SAIFX, currently valued at 2.64, compared to the broader market0.005.0010.002.642.88
The chart of Omega ratio for SAIFX, currently valued at 1.34, compared to the broader market1.002.003.004.001.341.40
The chart of Calmar ratio for SAIFX, currently valued at 3.55, compared to the broader market0.005.0010.0015.0020.0025.003.552.37
The chart of Martin ratio for SAIFX, currently valued at 9.49, compared to the broader market0.0020.0040.0060.0080.00100.009.4910.66
SAIFX
FBGRX

The current SAIFX Sharpe Ratio is 1.85, which is comparable to the FBGRX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of SAIFX and FBGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.85
2.19
SAIFX
FBGRX

Dividends

SAIFX vs. FBGRX - Dividend Comparison

SAIFX's dividend yield for the trailing twelve months is around 1.27%, more than FBGRX's 0.20% yield.


TTM20232022202120202019201820172016201520142013
SAIFX
ClearBridge Large Cap Value Fund
1.27%1.35%1.35%1.07%1.55%1.78%1.91%1.47%1.56%2.30%1.74%1.46%
FBGRX
Fidelity Blue Chip Growth Fund
0.20%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%7.80%

Drawdowns

SAIFX vs. FBGRX - Drawdown Comparison

The maximum SAIFX drawdown since its inception was -56.29%, roughly equal to the maximum FBGRX drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for SAIFX and FBGRX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.51%
-2.90%
SAIFX
FBGRX

Volatility

SAIFX vs. FBGRX - Volatility Comparison

The current volatility for ClearBridge Large Cap Value Fund (SAIFX) is 4.40%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 5.74%. This indicates that SAIFX experiences smaller price fluctuations and is considered to be less risky than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.40%
5.74%
SAIFX
FBGRX