SBLGX vs. VOO
Compare and contrast key facts about ClearBridge Large Cap Growth Fund (SBLGX) and Vanguard S&P 500 ETF (VOO).
SBLGX is managed by Franklin Templeton. It was launched on Aug 29, 1997. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBLGX or VOO.
Key characteristics
SBLGX | VOO | |
---|---|---|
YTD Return | 21.49% | 19.30% |
1Y Return | 35.45% | 28.36% |
3Y Return (Ann) | 7.43% | 10.06% |
5Y Return (Ann) | 15.06% | 15.26% |
10Y Return (Ann) | 14.06% | 12.92% |
Sharpe Ratio | 2.23 | 2.26 |
Daily Std Dev | 15.85% | 12.63% |
Max Drawdown | -53.70% | -33.99% |
Current Drawdown | -0.35% | -0.28% |
Correlation
The correlation between SBLGX and VOO 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.
Performance
SBLGX vs. VOO - Performance Comparison
In the year-to-date period, SBLGX achieves a 21.49% return, which is significantly higher than VOO's 19.30% return. Over the past 10 years, SBLGX has outperformed VOO with an annualized return of 14.06%, while VOO has yielded a comparatively lower 12.92% 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. VOO - Expense Ratio Comparison
SBLGX has a 0.99% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
SBLGX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth Fund (SBLGX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
SBLGX's dividend yield for the trailing twelve months is around 8.41%, more than VOO's 1.28% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ClearBridge Large Cap Growth Fund | 8.41% | 12.39% | 9.34% | 12.48% | 6.17% | 5.12% | 4.00% | 4.41% | 2.08% | 2.94% | 6.53% | 8.54% |
Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SBLGX vs. VOO - Drawdown Comparison
The maximum SBLGX drawdown since its inception was -53.70%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SBLGX and VOO. For additional features, visit the drawdowns tool.
Volatility
SBLGX vs. VOO - Volatility Comparison
ClearBridge Large Cap Growth Fund (SBLGX) has a higher volatility of 4.47% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that SBLGX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.