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 | 30.95% | 26.88% |
| 1Y Return | 29.39% | 37.59% |
| 3Y Return (Ann) | -3.21% | 10.23% |
| 5Y Return (Ann) | 6.62% | 15.93% |
| 10Y Return (Ann) | 7.73% | 13.41% |
| Sharpe Ratio | 1.69 | 3.06 |
| Sortino Ratio | 2.12 | 4.08 |
| Omega Ratio | 1.34 | 1.58 |
| Calmar Ratio | 0.88 | 4.43 |
| Martin Ratio | 8.75 | 20.25 |
| Ulcer Index | 3.33% | 1.85% |
| Daily Std Dev | 17.28% | 12.23% |
| Max Drawdown | -53.70% | -33.99% |
| Current Drawdown | -10.17% | -0.30% |
Correlation
The correlation between SBLGX and VOO 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. VOO - Performance Comparison
In the year-to-date period, SBLGX achieves a 30.95% return, which is significantly higher than VOO's 26.88% return. Over the past 10 years, SBLGX has underperformed VOO with an annualized return of 7.73%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. 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 has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.23% | 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 4.51% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. 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.