Correlation
The correlation between SASMX and IJT 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.
SASMX vs. IJT
Compare and contrast key facts about ClearBridge Small Cap Growth Fund (SASMX) and iShares S&P SmallCap 600 Growth ETF (IJT).
SASMX is managed by Franklin Templeton. It was launched on Jul 1, 1998. IJT is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/Citigroup Growth Index. It was launched on Jul 24, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SASMX or IJT.
Performance
SASMX vs. IJT - Performance Comparison
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Key characteristics
SASMX:
0.13
IJT:
-0.02
SASMX:
0.32
IJT:
0.15
SASMX:
1.04
IJT:
1.02
SASMX:
0.06
IJT:
-0.02
SASMX:
0.26
IJT:
-0.05
SASMX:
8.88%
IJT:
10.05%
SASMX:
25.82%
IJT:
24.30%
SASMX:
-66.90%
IJT:
-57.61%
SASMX:
-28.13%
IJT:
-14.49%
Returns By Period
In the year-to-date period, SASMX achieves a -3.22% return, which is significantly higher than IJT's -5.07% return. Over the past 10 years, SASMX has underperformed IJT with an annualized return of 7.36%, while IJT has yielded a comparatively higher 8.08% annualized return.
SASMX
-3.22%
5.69%
-11.76%
3.42%
2.55%
4.40%
7.36%
IJT
-5.07%
6.03%
-13.85%
-0.43%
4.84%
10.42%
8.08%
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SASMX vs. IJT - Expense Ratio Comparison
SASMX has a 1.16% expense ratio, which is higher than IJT's 0.25% expense ratio.
Risk-Adjusted Performance
SASMX vs. IJT — Risk-Adjusted Performance Rank
SASMX
IJT
SASMX vs. IJT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Small Cap Growth Fund (SASMX) and iShares S&P SmallCap 600 Growth ETF (IJT). 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.
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Dividends
SASMX vs. IJT - Dividend Comparison
SASMX's dividend yield for the trailing twelve months is around 8.79%, more than IJT's 1.15% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SASMX ClearBridge Small Cap Growth Fund | 8.79% | 8.51% | 0.43% | 0.00% | 11.84% | 7.04% | 7.62% | 15.70% | 3.55% | 3.01% | 1.26% | 3.89% |
IJT iShares S&P SmallCap 600 Growth ETF | 1.15% | 1.06% | 1.02% | 1.08% | 0.63% | 0.68% | 0.92% | 0.92% | 0.86% | 1.03% | 1.14% | 0.78% |
Drawdowns
SASMX vs. IJT - Drawdown Comparison
The maximum SASMX drawdown since its inception was -66.90%, which is greater than IJT's maximum drawdown of -57.61%. Use the drawdown chart below to compare losses from any high point for SASMX and IJT.
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Volatility
SASMX vs. IJT - Volatility Comparison
ClearBridge Small Cap Growth Fund (SASMX) has a higher volatility of 6.89% compared to iShares S&P SmallCap 600 Growth ETF (IJT) at 6.19%. This indicates that SASMX's price experiences larger fluctuations and is considered to be riskier than IJT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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