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.
Performance
SASMX vs. IWM - Performance Comparison
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SASMX vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IWM iShares Russell 2000 ETF | 0.93% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
Returns By Period
In the year-to-date period, SASMX achieves a -5.57% return, which is significantly lower than IWM's 0.93% return. Over the past 10 years, SASMX has outperformed IWM with an annualized return of 10.53%, while IWM has yielded a comparatively lower 9.76% 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%
IWM
- 1D
- 3.50%
- 1M
- -4.96%
- YTD
- 0.93%
- 6M
- 3.02%
- 1Y
- 25.66%
- 3Y*
- 12.94%
- 5Y*
- 3.34%
- 10Y*
- 9.76%
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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.
Return for Risk
SASMX vs. IWM — Risk / Return Rank
SASMX
IWM
SASMX vs. IWM - Risk-Adjusted Trends 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.
| SASMX | IWM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 1.11 | -0.68 |
Sortino ratioReturn per unit of downside risk | 0.78 | 1.66 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.21 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.82 | -1.23 |
Martin ratioReturn relative to average drawdown | 1.99 | 6.76 | -4.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SASMX | IWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 1.11 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.15 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.43 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.34 | +0.06 |
Correlation
The correlation between SASMX and IWM is 0.92, 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. IWM - Dividend Comparison
SASMX's dividend yield for the trailing twelve months is around 21.50%, more than IWM's 1.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IWM iShares Russell 2000 ETF | 1.02% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Drawdowns
SASMX vs. IWM - Drawdown Comparison
The maximum SASMX drawdown since its inception was -54.81%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for SASMX and IWM.
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Drawdown Indicators
| SASMX | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -59.05% | +4.24% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -13.74% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -42.19% | -31.91% | -10.28% |
Max Drawdown (10Y)Largest decline over 10 years | -42.19% | -41.13% | -1.06% |
Current DrawdownCurrent decline from peak | -16.62% | -7.91% | -8.71% |
Average DrawdownAverage peak-to-trough decline | -14.15% | -10.83% | -3.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.16% | 3.70% | +0.46% |
Volatility
SASMX vs. IWM - Volatility Comparison
ClearBridge Small Cap Growth Fund (SASMX) has a higher volatility of 8.22% compared to iShares Russell 2000 ETF (IWM) at 7.47%. 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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Volatility by Period
| SASMX | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | 7.47% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 15.62% | 14.47% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.94% | 23.18% | +1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.53% | 22.55% | +1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.77% | 22.99% | +0.78% |