SAIFX vs. QQQ
Compare and contrast key facts about ClearBridge Large Cap Value Fund (SAIFX) and Invesco QQQ (QQQ).
SAIFX is managed by Franklin Templeton. It was launched on May 29, 1958. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAIFX or QQQ.
Performance
SAIFX vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, SAIFX achieves a 13.51% return, which is significantly lower than QQQ's 21.78% return. Over the past 10 years, SAIFX has underperformed QQQ with an annualized return of 6.47%, while QQQ has yielded a comparatively higher 17.95% annualized return.
SAIFX
13.51%
1.45%
6.96%
18.42%
7.10%
6.47%
QQQ
21.78%
1.15%
10.25%
29.54%
20.42%
17.95%
Key characteristics
| SAIFX | QQQ | |
|---|---|---|
| Sharpe Ratio | 1.85 | 1.70 |
| Sortino Ratio | 2.64 | 2.29 |
| Omega Ratio | 1.34 | 1.31 |
| Calmar Ratio | 3.55 | 2.19 |
| Martin Ratio | 9.49 | 7.96 |
| Ulcer Index | 2.01% | 3.72% |
| Daily Std Dev | 10.32% | 17.39% |
| Max Drawdown | -56.29% | -82.98% |
| Current Drawdown | -1.51% | -3.42% |
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SAIFX vs. QQQ - Expense Ratio Comparison
SAIFX has a 0.56% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Correlation
The correlation between SAIFX and QQQ is 0.73, 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. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Value Fund (SAIFX) and Invesco QQQ (QQQ). 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. QQQ - Dividend Comparison
SAIFX's dividend yield for the trailing twelve months is around 1.27%, more than QQQ's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
SAIFX vs. QQQ - Drawdown Comparison
The maximum SAIFX drawdown since its inception was -56.29%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for SAIFX and QQQ. For additional features, visit the drawdowns tool.
Volatility
SAIFX vs. QQQ - Volatility Comparison
The current volatility for ClearBridge Large Cap Value Fund (SAIFX) is 4.40%, while Invesco QQQ (QQQ) has a volatility of 5.62%. This indicates that SAIFX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.