SAIFX vs. VTV
Compare and contrast key facts about ClearBridge Large Cap Value Fund (SAIFX) and Vanguard Value ETF (VTV).
SAIFX is managed by Franklin Templeton. It was launched on May 29, 1958. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAIFX or VTV.
Performance
SAIFX vs. VTV - Performance Comparison
Returns By Period
In the year-to-date period, SAIFX achieves a 15.82% return, which is significantly lower than VTV's 22.63% return. Over the past 10 years, SAIFX has underperformed VTV with an annualized return of 6.55%, while VTV has yielded a comparatively higher 10.66% annualized return.
SAIFX
15.82%
5.08%
11.35%
19.52%
7.59%
6.55%
VTV
22.63%
2.63%
13.26%
30.21%
11.92%
10.66%
Key characteristics
| SAIFX | VTV | |
|---|---|---|
| Sharpe Ratio | 1.88 | 2.95 |
| Sortino Ratio | 2.70 | 4.14 |
| Omega Ratio | 1.35 | 1.53 |
| Calmar Ratio | 3.63 | 5.94 |
| Martin Ratio | 9.70 | 18.97 |
| Ulcer Index | 2.01% | 1.59% |
| Daily Std Dev | 10.37% | 10.25% |
| Max Drawdown | -56.29% | -59.27% |
| Current Drawdown | 0.00% | 0.00% |
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SAIFX vs. VTV - Expense Ratio Comparison
SAIFX has a 0.56% expense ratio, which is higher than VTV's 0.04% expense ratio.
Correlation
The correlation between SAIFX and VTV 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.
Risk-Adjusted Performance
SAIFX vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Value Fund (SAIFX) and Vanguard Value ETF (VTV). 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. VTV - Dividend Comparison
SAIFX's dividend yield for the trailing twelve months is around 1.24%, less than VTV's 2.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAIFX ClearBridge Large Cap Value Fund | 1.24% | 1.35% | 1.35% | 1.07% | 1.55% | 1.78% | 1.91% | 1.47% | 1.56% | 2.30% | 1.74% | 1.46% |
VTV Vanguard Value ETF | 2.20% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
SAIFX vs. VTV - Drawdown Comparison
The maximum SAIFX drawdown since its inception was -56.29%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for SAIFX and VTV. For additional features, visit the drawdowns tool.
Volatility
SAIFX vs. VTV - Volatility Comparison
ClearBridge Large Cap Value Fund (SAIFX) has a higher volatility of 4.35% compared to Vanguard Value ETF (VTV) at 3.78%. This indicates that SAIFX's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.