SBLGX vs. FAEGX
Compare and contrast key facts about ClearBridge Large Cap Growth Fund (SBLGX) and Fidelity Advisor Equity Growth Fund Class M (FAEGX).
SBLGX is managed by Franklin Templeton. It was launched on Aug 29, 1997. FAEGX is managed by Fidelity. It was launched on Sep 10, 1992.
Performance
SBLGX vs. FAEGX - Performance Comparison
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SBLGX vs. FAEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBLGX ClearBridge Large Cap Growth Fund | -9.62% | 8.44% | 27.60% | 45.00% | -32.96% | 21.71% | 30.84% | 31.69% | -0.44% | 25.06% |
FAEGX Fidelity Advisor Equity Growth Fund Class M | -5.52% | 13.98% | 14.72% | 34.88% | -24.83% | 22.39% | 43.02% | 33.25% | -0.19% | 34.52% |
Returns By Period
In the year-to-date period, SBLGX achieves a -9.62% return, which is significantly lower than FAEGX's -5.52% return. Over the past 10 years, SBLGX has underperformed FAEGX with an annualized return of 13.03%, while FAEGX has yielded a comparatively higher 15.08% annualized return.
SBLGX
- 1D
- 3.63%
- 1M
- -5.64%
- YTD
- -9.62%
- 6M
- -10.67%
- 1Y
- 5.39%
- 3Y*
- 15.91%
- 5Y*
- 7.74%
- 10Y*
- 13.03%
FAEGX
- 1D
- 4.29%
- 1M
- -5.39%
- YTD
- -5.52%
- 6M
- -5.14%
- 1Y
- 16.86%
- 3Y*
- 14.86%
- 5Y*
- 7.94%
- 10Y*
- 15.08%
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SBLGX vs. FAEGX - Expense Ratio Comparison
SBLGX has a 0.99% expense ratio, which is lower than FAEGX's 1.21% expense ratio.
Return for Risk
SBLGX vs. FAEGX — Risk / Return Rank
SBLGX
FAEGX
SBLGX vs. FAEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth Fund (SBLGX) and Fidelity Advisor Equity Growth Fund Class M (FAEGX). 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.
| SBLGX | FAEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.28 | 0.81 | -0.52 |
Sortino ratioReturn per unit of downside risk | 0.57 | 1.28 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.18 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.36 | 1.36 | -1.00 |
Martin ratioReturn relative to average drawdown | 1.17 | 4.71 | -3.54 |
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
| SBLGX | FAEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 0.81 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.38 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.73 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.51 | -0.06 |
Correlation
The correlation between SBLGX and FAEGX is 0.94, 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
SBLGX vs. FAEGX - Dividend Comparison
SBLGX's dividend yield for the trailing twelve months is around 14.03%, more than FAEGX's 0.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBLGX ClearBridge Large Cap Growth Fund | 14.03% | 12.68% | 5.39% | 12.39% | 9.34% | 12.48% | 6.17% | 5.12% | 4.00% | 4.41% | 2.08% | 2.94% |
FAEGX Fidelity Advisor Equity Growth Fund Class M | 0.69% | 0.65% | 0.00% | 0.58% | 2.34% | 13.01% | 12.18% | 9.80% | 7.24% | 12.32% | 6.48% | 2.40% |
Drawdowns
SBLGX vs. FAEGX - Drawdown Comparison
The maximum SBLGX drawdown since its inception was -53.64%, smaller than the maximum FAEGX drawdown of -63.85%. Use the drawdown chart below to compare losses from any high point for SBLGX and FAEGX.
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Drawdown Indicators
| SBLGX | FAEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.64% | -63.85% | +10.21% |
Max Drawdown (1Y)Largest decline over 1 year | -16.95% | -12.79% | -4.16% |
Max Drawdown (5Y)Largest decline over 5 years | -38.28% | -31.02% | -7.26% |
Max Drawdown (10Y)Largest decline over 10 years | -38.28% | -31.16% | -7.12% |
Current DrawdownCurrent decline from peak | -13.93% | -9.01% | -4.92% |
Average DrawdownAverage peak-to-trough decline | -12.97% | -16.23% | +3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.27% | 3.69% | +1.58% |
Volatility
SBLGX vs. FAEGX - Volatility Comparison
The current volatility for ClearBridge Large Cap Growth Fund (SBLGX) is 6.71%, while Fidelity Advisor Equity Growth Fund Class M (FAEGX) has a volatility of 7.78%. This indicates that SBLGX experiences smaller price fluctuations and is considered to be less risky than FAEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBLGX | FAEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 7.78% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.01% | 13.35% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.27% | 21.85% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.14% | 20.80% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.40% | 20.80% | -0.40% |