Correlation
The correlation between SASMX and IWM 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. IWM
Compare and contrast key facts about ClearBridge Small Cap Growth Fund (SASMX) and iShares Russell 2000 ETF (IWM).
SASMX is managed by Franklin Templeton. It was launched on Jul 1, 1998. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SASMX or IWM.
Performance
SASMX vs. IWM - Performance Comparison
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Key characteristics
SASMX:
0.13
IWM:
0.07
SASMX:
0.32
IWM:
0.24
SASMX:
1.04
IWM:
1.03
SASMX:
0.06
IWM:
0.04
SASMX:
0.26
IWM:
0.11
SASMX:
8.88%
IWM:
9.92%
SASMX:
25.82%
IWM:
24.44%
SASMX:
-66.90%
IWM:
-59.05%
SASMX:
-28.13%
IWM:
-14.96%
Returns By Period
In the year-to-date period, SASMX achieves a -3.22% return, which is significantly higher than IWM's -6.98% return. Over the past 10 years, SASMX has outperformed IWM with an annualized return of 7.36%, while IWM has yielded a comparatively lower 6.51% annualized return.
SASMX
-3.22%
5.28%
-11.76%
2.89%
2.55%
4.40%
7.36%
IWM
-6.98%
4.59%
-14.77%
0.80%
4.86%
9.47%
6.51%
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SASMX vs. IWM - Expense Ratio Comparison
SASMX has a 1.16% expense ratio, which is higher than IWM's 0.19% expense ratio.
Risk-Adjusted Performance
SASMX vs. IWM — Risk-Adjusted Performance Rank
SASMX
IWM
SASMX vs. IWM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Small Cap Growth Fund (SASMX) and iShares Russell 2000 ETF (IWM). 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. IWM - Dividend Comparison
SASMX's dividend yield for the trailing twelve months is around 8.79%, more than IWM's 1.20% 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% | 3.54% | 3.01% | 1.26% | 3.89% |
IWM iShares Russell 2000 ETF | 1.20% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% |
Drawdowns
SASMX vs. IWM - Drawdown Comparison
The maximum SASMX drawdown since its inception was -66.90%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for SASMX and IWM.
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Volatility
SASMX vs. IWM - Volatility Comparison
ClearBridge Small Cap Growth Fund (SASMX) has a higher volatility of 6.89% compared to iShares Russell 2000 ETF (IWM) at 6.46%. This indicates that SASMX's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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