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

Correlation

The correlation between SAIFX and FBGRX is 0.92, 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.


-0.50.00.51.0
Correlation: 0.9

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%10,000.00%NovemberDecember2025FebruaryMarchApril
636.74%
8,961.38%
SAIFX
FBGRX

Key characteristics

Sharpe Ratio

SAIFX:

-0.00

FBGRX:

0.35

Sortino Ratio

SAIFX:

0.11

FBGRX:

0.67

Omega Ratio

SAIFX:

1.02

FBGRX:

1.09

Calmar Ratio

SAIFX:

-0.00

FBGRX:

0.36

Martin Ratio

SAIFX:

-0.01

FBGRX:

1.21

Ulcer Index

SAIFX:

4.75%

FBGRX:

8.05%

Daily Std Dev

SAIFX:

15.83%

FBGRX:

28.07%

Max Drawdown

SAIFX:

-53.58%

FBGRX:

-57.42%

Current Drawdown

SAIFX:

-11.25%

FBGRX:

-16.48%

Returns By Period

In the year-to-date period, SAIFX achieves a -4.37% return, which is significantly higher than FBGRX's -12.46% return. Over the past 10 years, SAIFX has underperformed FBGRX with an annualized return of 8.09%, while FBGRX has yielded a comparatively higher 15.89% annualized return.


SAIFX

YTD

-4.37%

1M

-5.43%

6M

-5.35%

1Y

0.04%

5Y*

12.57%

10Y*

8.09%

FBGRX

YTD

-12.46%

1M

-2.33%

6M

-7.16%

1Y

7.74%

5Y*

18.70%

10Y*

15.89%

*Annualized

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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.


Expense ratio chart for FBGRX: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FBGRX: 0.79%
Expense ratio chart for SAIFX: current value is 0.56%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SAIFX: 0.56%

Risk-Adjusted Performance

SAIFX vs. FBGRX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SAIFX
The Risk-Adjusted Performance Rank of SAIFX is 2121
Overall Rank
The Sharpe Ratio Rank of SAIFX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SAIFX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SAIFX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SAIFX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of SAIFX is 2121
Martin Ratio Rank

FBGRX
The Risk-Adjusted Performance Rank of FBGRX is 4949
Overall Rank
The Sharpe Ratio Rank of FBGRX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FBGRX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of FBGRX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FBGRX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of FBGRX is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SAIFX, currently valued at -0.00, compared to the broader market-1.000.001.002.003.00
SAIFX: -0.00
FBGRX: 0.35
The chart of Sortino ratio for SAIFX, currently valued at 0.11, compared to the broader market-2.000.002.004.006.008.00
SAIFX: 0.11
FBGRX: 0.67
The chart of Omega ratio for SAIFX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
SAIFX: 1.02
FBGRX: 1.09
The chart of Calmar ratio for SAIFX, currently valued at -0.00, compared to the broader market0.002.004.006.008.0010.00
SAIFX: -0.00
FBGRX: 0.36
The chart of Martin ratio for SAIFX, currently valued at -0.01, compared to the broader market0.0010.0020.0030.0040.0050.00
SAIFX: -0.01
FBGRX: 1.21

The current SAIFX Sharpe Ratio is -0.00, which is lower than the FBGRX Sharpe Ratio of 0.35. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.00
0.35
SAIFX
FBGRX

Dividends

SAIFX vs. FBGRX - Dividend Comparison

SAIFX's dividend yield for the trailing twelve months is around 12.27%, more than FBGRX's 6.79% yield.


TTM20242023202220212020201920182017201620152014
SAIFX
ClearBridge Large Cap Value Fund
12.27%11.70%3.18%1.51%5.09%8.07%6.56%8.25%2.81%2.29%3.83%1.74%
FBGRX
Fidelity Blue Chip Growth Fund
6.79%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.28%4.05%5.07%6.08%

Drawdowns

SAIFX vs. FBGRX - Drawdown Comparison

The maximum SAIFX drawdown since its inception was -53.58%, smaller than 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.25%
-16.48%
SAIFX
FBGRX

Volatility

SAIFX vs. FBGRX - Volatility Comparison

The current volatility for ClearBridge Large Cap Value Fund (SAIFX) is 11.45%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 18.29%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
11.45%
18.29%
SAIFX
FBGRX