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SASMX vs. IJS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SASMX vs. IJS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Small Cap Growth Fund (SASMX) and iShares S&P SmallCap 600 Value ETF (IJS). The values are adjusted to include any dividend payments, if applicable.

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SASMX vs. IJS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SASMX
ClearBridge Small Cap Growth Fund
-5.57%9.52%12.95%8.64%-28.82%12.11%43.54%25.31%3.77%24.98%
IJS
iShares S&P SmallCap 600 Value ETF
4.34%6.54%7.33%14.68%-11.34%30.53%2.63%24.11%-12.86%11.35%

Returns By Period

In the year-to-date period, SASMX achieves a -5.57% return, which is significantly lower than IJS's 4.34% return. Over the past 10 years, SASMX has outperformed IJS with an annualized return of 10.53%, while IJS has yielded a comparatively lower 9.34% annualized return.


SASMX

1D
-1.99%
1M
-10.34%
YTD
-5.57%
6M
-7.76%
1Y
12.39%
3Y*
6.02%
5Y*
-0.59%
10Y*
10.53%

IJS

1D
2.19%
1M
-3.37%
YTD
4.34%
6M
7.80%
1Y
23.41%
3Y*
9.98%
5Y*
4.72%
10Y*
9.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SASMX vs. IJS - Expense Ratio Comparison

SASMX has a 1.16% expense ratio, which is higher than IJS's 0.25% expense ratio.


Return for Risk

SASMX vs. IJS — Risk / Return Rank

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

SASMX
SASMX Risk / Return Rank: 1818
Overall Rank
SASMX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SASMX Sortino Ratio Rank: 1818
Sortino Ratio Rank
SASMX Omega Ratio Rank: 1717
Omega Ratio Rank
SASMX Calmar Ratio Rank: 2020
Calmar Ratio Rank
SASMX Martin Ratio Rank: 1919
Martin Ratio Rank

IJS
IJS Risk / Return Rank: 6161
Overall Rank
IJS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 6262
Sortino Ratio Rank
IJS Omega Ratio Rank: 5757
Omega Ratio Rank
IJS Calmar Ratio Rank: 6464
Calmar Ratio Rank
IJS Martin Ratio Rank: 6262
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.

SASMX vs. IJS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Small Cap Growth Fund (SASMX) and iShares S&P SmallCap 600 Value ETF (IJS). 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.


SASMXIJSDifference

Sharpe ratio

Return per unit of total volatility

0.43

0.99

-0.56

Sortino ratio

Return per unit of downside risk

0.78

1.51

-0.73

Omega ratio

Gain probability vs. loss probability

1.10

1.20

-0.10

Calmar ratio

Return relative to maximum drawdown

0.60

1.52

-0.92

Martin ratio

Return relative to average drawdown

1.99

5.74

-3.75

SASMX vs. IJS - Sharpe Ratio Comparison

The current SASMX Sharpe Ratio is 0.43, which is lower than the IJS Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SASMX and IJS, 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


SASMXIJSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.99

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.21

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.40

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.39

+0.01

Correlation

The correlation between SASMX and IJS is 0.85, 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

SASMX vs. IJS - Dividend Comparison

SASMX's dividend yield for the trailing twelve months is around 21.50%, more than IJS's 1.42% yield.


TTM20252024202320222021202020192018201720162015
SASMX
ClearBridge Small Cap Growth Fund
21.50%20.31%17.01%0.43%0.00%11.84%7.04%7.62%15.70%3.55%3.01%1.26%
IJS
iShares S&P SmallCap 600 Value ETF
1.42%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%

Drawdowns

SASMX vs. IJS - Drawdown Comparison

The maximum SASMX drawdown since its inception was -54.81%, smaller than the maximum IJS drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for SASMX and IJS.


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Drawdown Indicators


SASMXIJSDifference

Max Drawdown

Largest peak-to-trough decline

-54.81%

-60.11%

+5.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-15.68%

+1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-42.19%

-28.65%

-13.54%

Max Drawdown (10Y)

Largest decline over 10 years

-42.19%

-47.68%

+5.49%

Current Drawdown

Current decline from peak

-16.62%

-6.22%

-10.40%

Average Drawdown

Average peak-to-trough decline

-14.15%

-9.95%

-4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

4.14%

+0.02%

Volatility

SASMX vs. IJS - Volatility Comparison

ClearBridge Small Cap Growth Fund (SASMX) has a higher volatility of 8.22% compared to iShares S&P SmallCap 600 Value ETF (IJS) at 5.39%. This indicates that SASMX's price experiences larger fluctuations and is considered to be riskier than IJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SASMXIJSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

5.39%

+2.83%

Volatility (6M)

Calculated over the trailing 6-month period

15.62%

13.52%

+2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

24.94%

23.75%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.53%

22.14%

+2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.77%

23.61%

+0.16%