SAIFX vs. MGK
Compare and contrast key facts about ClearBridge Large Cap Value Fund (SAIFX) and Vanguard Mega Cap Growth ETF (MGK).
SAIFX is managed by Franklin Templeton. It was launched on May 29, 1958. MGK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Large Cap Growth Index. It was launched on Dec 17, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAIFX or MGK.
Performance
SAIFX vs. MGK - Performance Comparison
Returns By Period
In the year-to-date period, SAIFX achieves a 15.18% return, which is significantly lower than MGK's 29.83% return. Over the past 10 years, SAIFX has underperformed MGK with an annualized return of 6.48%, while MGK has yielded a comparatively higher 16.23% annualized return.
SAIFX
15.18%
4.21%
11.02%
18.86%
7.48%
6.48%
MGK
29.83%
1.82%
14.74%
34.36%
20.06%
16.23%
Key characteristics
| SAIFX | MGK | |
|---|---|---|
| Sharpe Ratio | 1.86 | 2.03 |
| Sortino Ratio | 2.67 | 2.66 |
| Omega Ratio | 1.34 | 1.37 |
| Calmar Ratio | 3.59 | 2.59 |
| Martin Ratio | 9.58 | 9.82 |
| Ulcer Index | 2.01% | 3.57% |
| Daily Std Dev | 10.37% | 17.30% |
| Max Drawdown | -56.29% | -48.36% |
| Current Drawdown | -0.06% | -1.38% |
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SAIFX vs. MGK - Expense Ratio Comparison
SAIFX has a 0.56% expense ratio, which is higher than MGK's 0.07% expense ratio.
Correlation
The correlation between SAIFX and MGK is 0.80, 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. MGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Value Fund (SAIFX) and Vanguard Mega Cap Growth ETF (MGK). 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. MGK - Dividend Comparison
SAIFX's dividend yield for the trailing twelve months is around 1.25%, more than MGK's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAIFX ClearBridge Large Cap Value Fund | 1.25% | 1.35% | 1.35% | 1.07% | 1.55% | 1.78% | 1.91% | 1.47% | 1.56% | 2.30% | 1.74% | 1.46% |
MGK Vanguard Mega Cap Growth ETF | 0.42% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
Drawdowns
SAIFX vs. MGK - Drawdown Comparison
The maximum SAIFX drawdown since its inception was -56.29%, which is greater than MGK's maximum drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for SAIFX and MGK. For additional features, visit the drawdowns tool.
Volatility
SAIFX vs. MGK - Volatility Comparison
The current volatility for ClearBridge Large Cap Value Fund (SAIFX) is 4.36%, while Vanguard Mega Cap Growth ETF (MGK) has a volatility of 5.40%. This indicates that SAIFX experiences smaller price fluctuations and is considered to be less risky than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.