SBLGX vs. FXAIX
Compare and contrast key facts about ClearBridge Large Cap Growth Fund (SBLGX) and Fidelity 500 Index Fund (FXAIX).
SBLGX is managed by Franklin Templeton. It was launched on Aug 29, 1997. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBLGX or FXAIX.
Key characteristics
| SBLGX | FXAIX | |
|---|---|---|
| YTD Return | 30.29% | 27.16% |
| 1Y Return | 30.88% | 39.89% |
| 3Y Return (Ann) | -3.56% | 10.29% |
| 5Y Return (Ann) | 6.50% | 16.01% |
| 10Y Return (Ann) | 7.67% | 13.33% |
| Sharpe Ratio | 1.73 | 3.13 |
| Sortino Ratio | 2.17 | 4.16 |
| Omega Ratio | 1.34 | 1.59 |
| Calmar Ratio | 0.90 | 4.59 |
| Martin Ratio | 9.00 | 20.80 |
| Ulcer Index | 3.33% | 1.86% |
| Daily Std Dev | 17.38% | 12.39% |
| Max Drawdown | -53.70% | -33.79% |
| Current Drawdown | -10.63% | 0.00% |
Correlation
The correlation between SBLGX and FXAIX is 0.93, 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.
Performance
SBLGX vs. FXAIX - Performance Comparison
In the year-to-date period, SBLGX achieves a 30.29% return, which is significantly higher than FXAIX's 27.16% return. Over the past 10 years, SBLGX has underperformed FXAIX with an annualized return of 7.67%, while FXAIX has yielded a comparatively higher 13.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SBLGX vs. FXAIX - Expense Ratio Comparison
SBLGX has a 0.99% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
SBLGX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth Fund (SBLGX) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
SBLGX vs. FXAIX - Dividend Comparison
SBLGX has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.21%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBLGX ClearBridge Large Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.15% | 0.01% | 0.00% | 0.08% | 0.02% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
SBLGX vs. FXAIX - Drawdown Comparison
The maximum SBLGX drawdown since its inception was -53.70%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for SBLGX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
SBLGX vs. FXAIX - Volatility Comparison
ClearBridge Large Cap Growth Fund (SBLGX) has a higher volatility of 4.57% compared to Fidelity 500 Index Fund (FXAIX) at 3.91%. This indicates that SBLGX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.