SAIFX vs. LOMAX

Last updated Jun 26, 2026

SAIFX (ClearBridge Large Cap Value Fund) and LOMAX (Edgar Lomax Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, SAIFX returned 11.18%/yr vs 10.95%/yr for LOMAX. Their correlation of 0.90 suggests significant overlap in exposure. SAIFX charges 0.56%/yr vs 0.70%/yr for LOMAX.

Performance

SAIFX vs. LOMAX - Performance Comparison

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

Returns By Period

In the year-to-date period, SAIFX achieves a 10.17% return, which is significantly lower than LOMAX's 11.37% return. Both investments have delivered pretty close results over the past 10 years, with SAIFX having a 11.18% annualized return and LOMAX not far behind at 10.95%.

SAIFX

• 1D: 0.40%
• 1M: 1.47%
• YTD: 10.17%
• 6M: 9.35%
• 1Y: 20.95%
• 3Y*: 13.90%
• 5Y*: 8.74%
• 10Y*: 11.18%

LOMAX

• 1D: -0.11%
• 1M: 1.24%
• YTD: 11.37%
• 6M: 10.27%
• 1Y: 24.97%
• 3Y*: 16.95%
• 5Y*: 10.32%
• 10Y*: 10.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SAIFX vs. LOMAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SAIFX ClearBridge Large Cap Value Fund	10.17%	10.57%	8.54%	15.07%	-6.41%	25.88%	5.93%	28.68%	-8.78%	14.44%
LOMAX Edgar Lomax Value Fund	11.37%	18.09%	10.29%	5.19%	-0.46%	25.80%	-5.77%	23.27%	-3.31%	19.52%

Correlation

The correlation between SAIFX and LOMAX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Dec 12, 1997	0.90

The correlation between SAIFX and LOMAX shifts across timeframes, from 0.79 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SAIFX vs. LOMAX — Risk / Return Rank

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

SAIFX

SAIFX Risk / Return Rank: 69
SAIFX Sharpe Ratio Rank: 67
SAIFX Sortino Ratio Rank: 69
SAIFX Omega Ratio Rank: 63
SAIFX Calmar Ratio Rank: 73
SAIFX Martin Ratio Rank: 71

LOMAX

LOMAX Risk / Return Rank: 88
LOMAX Sharpe Ratio Rank: 87
LOMAX Sortino Ratio Rank: 87
LOMAX Omega Ratio Rank: 77
LOMAX Calmar Ratio Rank: 95
LOMAX Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SAIFX vs. LOMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Value Fund (SAIFX) and Edgar Lomax Value Fund (LOMAX). 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.

	SAIFX	LOMAX	Difference
Sharpe ratio: Return per unit of total volatility	1.98	2.45	-0.47
Sortino ratio: Return per unit of downside risk	2.86	3.61	-0.75
Omega ratio: Gain probability vs. loss probability	1.36	1.42	-0.06
Calmar ratio: Return relative to maximum drawdown	2.86	5.03	-2.17
Martin ratio: Return relative to average drawdown	11.41	16.31	-4.90

SAIFX vs. LOMAX - Sharpe Ratio Comparison

The current SAIFX Sharpe Ratio is 1.98, which is comparable to the LOMAX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of SAIFX and LOMAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SAIFX vs. LOMAX - Drawdown Comparison

The maximum SAIFX drawdown since its inception was -53.58%, smaller than the maximum LOMAX drawdown of -57.82%. Use the drawdown chart below to compare losses from any high point for SAIFX and LOMAX.

Drawdown Indicators

	SAIFX	LOMAX	Difference
Max Drawdown Largest peak-to-trough decline	-53.58%	-57.82%	+4.24%
Max Drawdown (1Y) Largest decline over 1 year	-7.11%	-4.86%	-2.25%
Max Drawdown (3Y) Largest decline over 3 years	-17.65%	-11.93%	-5.72%
Max Drawdown (5Y) Largest decline over 5 years	-19.79%	-17.50%	-2.29%
Max Drawdown (10Y) Largest decline over 10 years	-35.51%	-37.81%	+2.30%
Current Drawdown Current decline from peak	-0.16%	-1.70%	+1.54%
Average Drawdown Average peak-to-trough decline	-6.72%	-9.38%	+2.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.78%	1.49%	+0.29%

Volatility

SAIFX vs. LOMAX - Volatility Comparison

The current volatility for ClearBridge Large Cap Value Fund (SAIFX) is 2.94%, while Edgar Lomax Value Fund (LOMAX) has a volatility of 3.39%. This indicates that SAIFX experiences smaller price fluctuations and is considered to be less risky than LOMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SAIFX	LOMAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.94%	3.39%	-0.45%
Volatility (6M) Calculated over the trailing 6-month period	7.57%	7.22%	+0.35%
Volatility (1Y) Calculated over the trailing 1-year period	10.30%	9.96%	+0.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.57%	13.22%	+2.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.33%	16.50%	+0.83%

SAIFX vs. LOMAX - Expense Ratio Comparison

SAIFX has a 0.56% expense ratio, which is lower than LOMAX's 0.70% expense ratio.

Dividends

SAIFX vs. LOMAX - Dividend Comparison

SAIFX's dividend yield for the trailing twelve months is around 10.86%, more than LOMAX's 5.69% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LOMAX Edgar Lomax Value Fund	5.69%	6.34%	6.27%	4.66%	7.73%	5.11%	12.52%	2.16%	15.97%	8.80%	2.68%	15.54%
SAIFX ClearBridge Large Cap Value Fund	10.86%	11.93%	11.70%	3.18%	1.50%	5.09%	8.07%	6.56%	8.25%	2.81%	2.29%	3.83%

Frequently Asked Questions

Can I hold both SAIFX and LOMAX in my portfolio?

SAIFX and LOMAX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SAIFX or LOMAX?

LOMAX has higher volatility (3.39%) compared to SAIFX (2.94%). In terms of maximum drawdown, SAIFX dropped -53.58% vs LOMAX's -57.82%.

Which has better risk-adjusted returns?

LOMAX currently has the higher Sharpe Ratio (2.45 vs 1.98), 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.