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SBLGX vs. SHRAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBLGX vs. SHRAX - Performance Comparison

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

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SBLGX vs. SHRAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SHRAX
ClearBridge Aggressive Growth Fund
-7.17%13.50%12.02%24.09%-25.43%7.35%19.74%24.26%-7.93%14.22%

Returns By Period

In the year-to-date period, SBLGX achieves a -9.62% return, which is significantly lower than SHRAX's -7.17% return. Over the past 10 years, SBLGX has outperformed SHRAX with an annualized return of 13.03%, while SHRAX has yielded a comparatively lower 7.12% 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%

SHRAX

1D
3.40%
1M
-6.68%
YTD
-7.17%
6M
-8.75%
1Y
13.06%
3Y*
10.93%
5Y*
1.80%
10Y*
7.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBLGX vs. SHRAX - Expense Ratio Comparison

SBLGX has a 0.99% expense ratio, which is lower than SHRAX's 1.11% expense ratio.


Return for Risk

SBLGX vs. SHRAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBLGX
SBLGX Risk / Return Rank: 1111
Overall Rank
SBLGX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SBLGX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SBLGX Omega Ratio Rank: 1111
Omega Ratio Rank
SBLGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
SBLGX Martin Ratio Rank: 1212
Martin Ratio Rank

SHRAX
SHRAX Risk / Return Rank: 2626
Overall Rank
SHRAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SHRAX Sortino Ratio Rank: 2525
Sortino Ratio Rank
SHRAX Omega Ratio Rank: 2323
Omega Ratio Rank
SHRAX Calmar Ratio Rank: 3232
Calmar Ratio Rank
SHRAX Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SBLGX vs. SHRAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth Fund (SBLGX) and ClearBridge Aggressive Growth Fund (SHRAX). 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.


SBLGXSHRAXDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.62

-0.33

Sortino ratio

Return per unit of downside risk

0.57

1.04

-0.47

Omega ratio

Gain probability vs. loss probability

1.08

1.14

-0.06

Calmar ratio

Return relative to maximum drawdown

0.36

0.96

-0.59

Martin ratio

Return relative to average drawdown

1.17

3.02

-1.85

SBLGX vs. SHRAX - Sharpe Ratio Comparison

The current SBLGX Sharpe Ratio is 0.28, which is lower than the SHRAX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of SBLGX and SHRAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SBLGXSHRAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.62

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.09

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.34

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.45

+0.01

Correlation

The correlation between SBLGX and SHRAX is 0.86, 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. SHRAX - Dividend Comparison

SBLGX's dividend yield for the trailing twelve months is around 14.03%, less than SHRAX's 23.99% yield.


TTM20252024202320222021202020192018201720162015
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%
SHRAX
ClearBridge Aggressive Growth Fund
23.99%22.27%20.39%13.77%15.63%26.11%18.42%12.71%18.97%5.97%4.76%4.03%

Drawdowns

SBLGX vs. SHRAX - Drawdown Comparison

The maximum SBLGX drawdown since its inception was -53.64%, smaller than the maximum SHRAX drawdown of -57.26%. Use the drawdown chart below to compare losses from any high point for SBLGX and SHRAX.


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Drawdown Indicators


SBLGXSHRAXDifference

Max Drawdown

Largest peak-to-trough decline

-53.64%

-57.26%

+3.62%

Max Drawdown (1Y)

Largest decline over 1 year

-16.95%

-14.59%

-2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-38.28%

-33.77%

-4.51%

Max Drawdown (10Y)

Largest decline over 10 years

-38.28%

-33.77%

-4.51%

Current Drawdown

Current decline from peak

-13.93%

-11.69%

-2.24%

Average Drawdown

Average peak-to-trough decline

-12.97%

-11.29%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

4.62%

+0.65%

Volatility

SBLGX vs. SHRAX - Volatility Comparison

The current volatility for ClearBridge Large Cap Growth Fund (SBLGX) is 6.71%, while ClearBridge Aggressive Growth Fund (SHRAX) has a volatility of 7.07%. This indicates that SBLGX experiences smaller price fluctuations and is considered to be less risky than SHRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBLGXSHRAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

7.07%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

12.01%

13.63%

-1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

21.27%

23.09%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.14%

20.84%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.40%

20.85%

-0.45%