PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SBLGX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SBLGX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Large Cap Growth Fund (SBLGX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.66%
11.92%
SBLGX
FXAIX

Returns By Period

In the year-to-date period, SBLGX achieves a 27.84% return, which is significantly higher than FXAIX's 25.56% return. Over the past 10 years, SBLGX has underperformed FXAIX with an annualized return of 7.35%, while FXAIX has yielded a comparatively higher 13.05% annualized return.


SBLGX

YTD

27.84%

1M

0.64%

6M

12.70%

1Y

23.16%

5Y (annualized)

5.96%

10Y (annualized)

7.35%

FXAIX

YTD

25.56%

1M

1.00%

6M

11.92%

1Y

31.93%

5Y (annualized)

15.65%

10Y (annualized)

13.05%

Key characteristics


SBLGXFXAIX
Sharpe Ratio1.342.69
Sortino Ratio1.733.58
Omega Ratio1.271.50
Calmar Ratio0.703.90
Martin Ratio6.9417.55
Ulcer Index3.34%1.88%
Daily Std Dev17.33%12.25%
Max Drawdown-53.70%-33.79%
Current Drawdown-12.31%-1.35%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SBLGX vs. FXAIX - Expense Ratio Comparison

SBLGX has a 0.99% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


SBLGX
ClearBridge Large Cap Growth Fund
Expense ratio chart for SBLGX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Correlation

-0.50.00.51.00.9

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.

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.


Sharpe ratio
The chart of Sharpe ratio for SBLGX, currently valued at 1.34, compared to the broader market0.002.004.001.342.69
The chart of Sortino ratio for SBLGX, currently valued at 1.72, compared to the broader market0.005.0010.001.723.58
The chart of Omega ratio for SBLGX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.50
The chart of Calmar ratio for SBLGX, currently valued at 0.70, compared to the broader market0.005.0010.0015.0020.0025.000.703.90
The chart of Martin ratio for SBLGX, currently valued at 6.92, compared to the broader market0.0020.0040.0060.0080.00100.006.9217.55
SBLGX
FXAIX

The current SBLGX Sharpe Ratio is 1.34, which is lower than the FXAIX Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of SBLGX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.34
2.69
SBLGX
FXAIX

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 1.23%.


TTM20232022202120202019201820172016201520142013
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
1.23%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.31%
-1.35%
SBLGX
FXAIX

Volatility

SBLGX vs. FXAIX - Volatility Comparison

ClearBridge Large Cap Growth Fund (SBLGX) has a higher volatility of 4.76% compared to Fidelity 500 Index Fund (FXAIX) at 4.06%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.76%
4.06%
SBLGX
FXAIX