SASMX vs. VOO
Compare and contrast key facts about ClearBridge Small Cap Growth Fund (SASMX) and Vanguard S&P 500 ETF (VOO).
SASMX is managed by Franklin Templeton. It was launched on Jul 1, 1998. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
SASMX vs. VOO - Performance Comparison
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SASMX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, SASMX achieves a -5.57% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, SASMX has underperformed VOO with an annualized return of 10.53%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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SASMX vs. VOO - Expense Ratio Comparison
SASMX has a 1.16% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
SASMX vs. VOO — Risk / Return Rank
SASMX
VOO
SASMX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Small Cap Growth Fund (SASMX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 0.98 | -0.55 |
Sortino ratioReturn per unit of downside risk | 0.78 | 1.50 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.23 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.53 | -0.94 |
Martin ratioReturn relative to average drawdown | 1.99 | 7.29 | -5.30 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.98 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.70 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.78 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.83 | -0.43 |
Correlation
The correlation between SASMX and VOO is 0.83, 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. VOO - Dividend Comparison
SASMX's dividend yield for the trailing twelve months is around 21.50%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
SASMX vs. VOO - Drawdown Comparison
The maximum SASMX drawdown since its inception was -54.81%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SASMX and VOO.
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Drawdown Indicators
| SASMX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -33.99% | -20.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -11.98% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -42.19% | -24.52% | -17.67% |
Max Drawdown (10Y)Largest decline over 10 years | -42.19% | -33.99% | -8.20% |
Current DrawdownCurrent decline from peak | -16.62% | -6.29% | -10.33% |
Average DrawdownAverage peak-to-trough decline | -14.15% | -3.72% | -10.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.16% | 2.52% | +1.64% |
Volatility
SASMX vs. VOO - Volatility Comparison
ClearBridge Small Cap Growth Fund (SASMX) has a higher volatility of 8.22% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that SASMX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SASMX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | 5.29% | +2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 15.62% | 9.44% | +6.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.94% | 18.10% | +6.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.53% | 16.82% | +7.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.77% | 17.99% | +5.78% |