SASMX vs. VSGAX
SASMX (ClearBridge Small Cap Growth Fund) and VSGAX (Vanguard Small-Cap Growth Index Fund Admiral Shares) are both Small Cap Growth Equities funds. Over the past 10 years, SASMX returned 11.27%/yr vs 10.76%/yr for VSGAX. Their 0.96 correlation means they have historically moved very closely together. SASMX charges 1.16%/yr vs 0.07%/yr for VSGAX.
Performance
SASMX vs. VSGAX - Performance Comparison
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Returns By Period
In the year-to-date period, SASMX achieves a 11.82% return, which is significantly lower than VSGAX's 13.34% return. Both investments have delivered pretty close results over the past 10 years, with SASMX having a 11.27% annualized return and VSGAX not far behind at 10.76%.
SASMX
- 1D
- 1.87%
- 1M
- -4.93%
- 6M
- 5.56%
- YTD
- 11.82%
- 1Y
- 19.97%
- 3Y*
- 10.64%
- 5Y*
- 1.47%
- 10Y*
- 11.27%
- ALL TIME*
- 10.03%
VSGAX
- 1D
- 2.22%
- 1M
- -4.69%
- 6M
- 9.35%
- YTD
- 13.34%
- 1Y
- 23.55%
- 3Y*
- 13.20%
- 5Y*
- 4.17%
- 10Y*
- 10.76%
- ALL TIME*
- 11.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SASMX vs. VSGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SASMX ClearBridge Small Cap Growth Fund | 11.82% | 9.52% | 12.95% | 8.64% | -28.82% | 12.11% | 43.54% | 25.31% | 3.77% | 24.98% |
VSGAX Vanguard Small-Cap Growth Index Fund Admiral Shares | 13.34% | 8.44% | 14.94% | 23.04% | -28.39% | 5.70% | 35.26% | 32.76% | -5.69% | 21.92% |
Correlation
The correlation between SASMX and VSGAX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2011 | 0.96 |
The correlation between SASMX and VSGAX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
SASMX vs. VSGAX — Risk / Return Rank
SASMX
VSGAX
SASMX vs. VSGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Small Cap Growth Fund (SASMX) and Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SASMX | VSGAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.17 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.77 | -0.62 |
| Martin ratioReturn relative to average drawdown | 3.91 | 6.03 | -2.12 |
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Drawdowns
SASMX vs. VSGAX - Drawdown Comparison
The maximum SASMX drawdown since its inception was -54.81%, which is greater than VSGAX's maximum drawdown of -38.70%. Use the drawdown chart below to compare losses from any high point for SASMX and VSGAX.
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Drawdown Indicators
| SASMX | VSGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -38.70% | -16.11% |
Max Drawdown (1Y)Largest decline over 1 year | -13.85% | -11.37% | -2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -26.25% | -27.47% | +1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -42.19% | -38.36% | -3.83% |
Max Drawdown (10Y)Largest decline over 10 years | -42.19% | -38.70% | -3.49% |
Current DrawdownCurrent decline from peak | -6.81% | -6.66% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -8.49% | -5.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 3.35% | +0.74% |
Volatility
SASMX vs. VSGAX - Volatility Comparison
ClearBridge Small Cap Growth Fund (SASMX) and Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) have volatilities of 5.38% and 5.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SASMX | VSGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 5.24% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 16.92% | 16.13% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.49% | 20.70% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.78% | 23.74% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.85% | 23.05% | +0.80% |
SASMX vs. VSGAX - Expense Ratio Comparison
SASMX has a 1.16% expense ratio, which is higher than VSGAX's 0.07% expense ratio.
Dividends
SASMX vs. VSGAX - Dividend Comparison
SASMX's dividend yield for the trailing twelve months is around 18.16%, more than VSGAX's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SASMX ClearBridge Small Cap Growth Fund | 18.16% | 20.31% | 17.01% | 0.43% | 0.00% | 11.84% | 7.04% | 7.62% | 15.70% | 3.55% | 3.01% | 1.26% |
VSGAX Vanguard Small-Cap Growth Index Fund Admiral Shares | 0.44% | 0.54% | 0.54% | 0.67% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.81% | 1.08% | 0.98% |
Frequently Asked Questions
With a correlation of 0.94, SASMX and VSGAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SASMX has higher volatility (5.38%) compared to VSGAX (5.24%). In terms of maximum drawdown, SASMX dropped -54.81% vs VSGAX's -38.70%.
VSGAX currently has the higher Sharpe Ratio (0.97 vs 0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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