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SAIFX vs. VTV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAIFX vs. VTV - Performance Comparison

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

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SAIFX vs. VTV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAIFX
ClearBridge Large Cap Value Fund
0.26%10.57%8.54%15.07%-6.41%25.88%5.93%28.68%-8.78%14.44%
VTV
Vanguard Value ETF
3.30%15.27%15.95%9.32%-2.09%26.53%2.33%25.66%-5.47%17.15%

Returns By Period

In the year-to-date period, SAIFX achieves a 0.26% return, which is significantly lower than VTV's 3.30% return. Over the past 10 years, SAIFX has underperformed VTV with an annualized return of 9.92%, while VTV has yielded a comparatively higher 11.80% annualized return.


SAIFX

1D
0.10%
1M
-6.88%
YTD
0.26%
6M
2.49%
1Y
10.21%
3Y*
11.35%
5Y*
8.32%
10Y*
9.92%

VTV

1D
1.64%
1M
-4.81%
YTD
3.30%
6M
6.34%
1Y
16.02%
3Y*
15.09%
5Y*
10.86%
10Y*
11.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

SAIFX vs. VTV — Risk / Return Rank

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

SAIFX
SAIFX Risk / Return Rank: 3434
Overall Rank
SAIFX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SAIFX Sortino Ratio Rank: 3333
Sortino Ratio Rank
SAIFX Omega Ratio Rank: 3535
Omega Ratio Rank
SAIFX Calmar Ratio Rank: 3232
Calmar Ratio Rank
SAIFX Martin Ratio Rank: 3737
Martin Ratio Rank

VTV
VTV Risk / Return Rank: 6767
Overall Rank
VTV Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 6565
Sortino Ratio Rank
VTV Omega Ratio Rank: 6767
Omega Ratio Rank
VTV Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTV Martin Ratio Rank: 7272
Martin Ratio Rank
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. VTV - Risk-Adjusted Trends 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.


SAIFXVTVDifference

Sharpe ratio

Return per unit of total volatility

0.75

1.08

-0.33

Sortino ratio

Return per unit of downside risk

1.13

1.56

-0.43

Omega ratio

Gain probability vs. loss probability

1.17

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

0.89

1.53

-0.64

Martin ratio

Return relative to average drawdown

3.87

6.93

-3.07

SAIFX vs. VTV - Sharpe Ratio Comparison

The current SAIFX Sharpe Ratio is 0.75, which is lower than the VTV Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of SAIFX and VTV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SAIFXVTVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.08

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.79

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.71

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.49

+0.24

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.


Dividends

SAIFX vs. VTV - Dividend Comparison

SAIFX's dividend yield for the trailing twelve months is around 11.54%, more than VTV's 2.02% yield.


TTM20252024202320222021202020192018201720162015
SAIFX
ClearBridge Large Cap Value Fund
11.54%11.93%11.70%3.18%1.50%5.09%8.07%6.56%8.25%2.81%2.29%3.83%
VTV
Vanguard Value ETF
2.02%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%

Drawdowns

SAIFX vs. VTV - Drawdown Comparison

The maximum SAIFX drawdown since its inception was -53.58%, 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.


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Drawdown Indicators


SAIFXVTVDifference

Max Drawdown

Largest peak-to-trough decline

-53.58%

-59.27%

+5.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-11.32%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-19.79%

-17.04%

-2.75%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

-36.78%

+1.27%

Current Drawdown

Current decline from peak

-7.02%

-4.81%

-2.21%

Average Drawdown

Average peak-to-trough decline

-6.76%

-7.92%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.50%

+0.05%

Volatility

SAIFX vs. VTV - Volatility Comparison

The current volatility for ClearBridge Large Cap Value Fund (SAIFX) is 3.26%, while Vanguard Value ETF (VTV) has a volatility of 3.78%. This indicates that SAIFX experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAIFXVTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

3.78%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

7.51%

7.72%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

14.93%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

13.88%

+1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

16.67%

+0.71%