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

Correlation

The correlation between SAIFX and OIEJX is 0.96, 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.


-0.50.00.51.01.0

Performance

SAIFX vs. OIEJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Large Cap Value Fund (SAIFX) and JPMorgan Equity Income Fund R6 (OIEJX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember
-5.39%
6.97%
SAIFX
OIEJX

Key characteristics

Sharpe Ratio

SAIFX:

-0.16

OIEJX:

1.15

Sortino Ratio

SAIFX:

-0.11

OIEJX:

1.68

Omega Ratio

SAIFX:

0.98

OIEJX:

1.20

Calmar Ratio

SAIFX:

-0.14

OIEJX:

1.40

Martin Ratio

SAIFX:

-0.68

OIEJX:

5.48

Ulcer Index

SAIFX:

3.29%

OIEJX:

2.21%

Daily Std Dev

SAIFX:

13.72%

OIEJX:

10.59%

Max Drawdown

SAIFX:

-56.29%

OIEJX:

-36.88%

Current Drawdown

SAIFX:

-16.30%

OIEJX:

-8.05%

Returns By Period

In the year-to-date period, SAIFX achieves a -2.14% return, which is significantly lower than OIEJX's 12.26% return. Over the past 10 years, SAIFX has underperformed OIEJX with an annualized return of 4.83%, while OIEJX has yielded a comparatively higher 8.24% annualized return.


SAIFX

YTD

-2.14%

1M

-16.30%

6M

-5.39%

1Y

-2.14%

5Y*

4.43%

10Y*

4.83%

OIEJX

YTD

12.26%

1M

-8.05%

6M

6.97%

1Y

12.26%

5Y*

7.71%

10Y*

8.24%

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SAIFX vs. OIEJX - Expense Ratio Comparison

SAIFX has a 0.56% expense ratio, which is higher than OIEJX's 0.45% expense ratio.


SAIFX
ClearBridge Large Cap Value Fund
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%
Expense ratio chart for OIEJX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

SAIFX vs. OIEJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Value Fund (SAIFX) and JPMorgan Equity Income Fund R6 (OIEJX). 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 -0.16, compared to the broader market-1.000.001.002.003.00-0.161.15
The chart of Sortino ratio for SAIFX, currently valued at -0.11, compared to the broader market-2.000.002.004.006.008.00-0.111.68
The chart of Omega ratio for SAIFX, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.20
The chart of Calmar ratio for SAIFX, currently valued at -0.14, compared to the broader market0.002.004.006.008.0010.0012.00-0.141.40
The chart of Martin ratio for SAIFX, currently valued at -0.68, compared to the broader market0.0010.0020.0030.0040.0050.00-0.685.48
SAIFX
OIEJX

The current SAIFX Sharpe Ratio is -0.16, which is lower than the OIEJX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of SAIFX and OIEJX, 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-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember
-0.16
1.15
SAIFX
OIEJX

Dividends

SAIFX vs. OIEJX - Dividend Comparison

SAIFX's dividend yield for the trailing twelve months is around 1.13%, less than OIEJX's 8.28% yield.


TTM20232022202120202019201820172016201520142013
SAIFX
ClearBridge Large Cap Value Fund
1.13%1.35%1.35%1.07%1.55%1.78%1.91%1.47%1.56%2.30%1.74%1.46%
OIEJX
JPMorgan Equity Income Fund R6
8.28%2.30%2.21%1.75%2.05%2.01%2.46%1.83%2.11%2.26%2.16%2.06%

Drawdowns

SAIFX vs. OIEJX - Drawdown Comparison

The maximum SAIFX drawdown since its inception was -56.29%, which is greater than OIEJX's maximum drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for SAIFX and OIEJX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-16.30%
-8.05%
SAIFX
OIEJX

Volatility

SAIFX vs. OIEJX - Volatility Comparison

ClearBridge Large Cap Value Fund (SAIFX) has a higher volatility of 9.28% compared to JPMorgan Equity Income Fund R6 (OIEJX) at 3.30%. This indicates that SAIFX's price experiences larger fluctuations and is considered to be riskier than OIEJX 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%AugustSeptemberOctoberNovemberDecember
9.28%
3.30%
SAIFX
OIEJX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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