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.
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SASMX or VOO.
Performance
SASMX vs. VOO - Performance Comparison
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Key characteristics
SASMX:
0.13
VOO:
0.74
SASMX:
0.32
VOO:
1.04
SASMX:
1.04
VOO:
1.15
SASMX:
0.06
VOO:
0.68
SASMX:
0.26
VOO:
2.58
SASMX:
8.88%
VOO:
4.93%
SASMX:
25.82%
VOO:
19.54%
SASMX:
-66.90%
VOO:
-33.99%
SASMX:
-28.13%
VOO:
-3.55%
Returns By Period
In the year-to-date period, SASMX achieves a -3.22% return, which is significantly lower than VOO's 0.90% return. Over the past 10 years, SASMX has underperformed VOO with an annualized return of 7.36%, while VOO has yielded a comparatively higher 12.81% annualized return.
SASMX
-3.22%
5.28%
-11.76%
2.89%
2.55%
4.40%
7.36%
VOO
0.90%
5.53%
-1.46%
13.29%
14.31%
15.89%
12.81%
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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.
Risk-Adjusted Performance
SASMX vs. VOO — Risk-Adjusted Performance Rank
SASMX
VOO
SASMX vs. VOO - Risk-Adjusted Performance 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.
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Dividends
SASMX vs. VOO - Dividend Comparison
SASMX's dividend yield for the trailing twelve months is around 8.79%, more than VOO's 1.29% 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% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
SASMX vs. VOO - Drawdown Comparison
The maximum SASMX drawdown since its inception was -66.90%, 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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Volatility
SASMX vs. VOO - Volatility Comparison
ClearBridge Small Cap Growth Fund (SASMX) has a higher volatility of 6.89% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. 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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