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SBMAX vs. SHAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBMAX vs. SHAPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Mid Cap Fund (SBMAX) and ClearBridge Appreciation Fund (SHAPX). The values are adjusted to include any dividend payments, if applicable.

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SBMAX vs. SHAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBMAX
ClearBridge Mid Cap Fund
-5.21%4.21%9.79%13.51%-25.19%28.37%16.25%32.77%-12.92%12.69%
SHAPX
ClearBridge Appreciation Fund
-6.24%14.32%22.37%19.50%-12.56%23.52%14.53%29.84%-2.19%18.31%

Returns By Period

In the year-to-date period, SBMAX achieves a -5.21% return, which is significantly higher than SHAPX's -6.24% return. Over the past 10 years, SBMAX has underperformed SHAPX with an annualized return of 7.09%, while SHAPX has yielded a comparatively higher 11.99% annualized return.


SBMAX

1D
-1.03%
1M
-9.90%
YTD
-5.21%
6M
-8.88%
1Y
5.82%
3Y*
6.56%
5Y*
1.27%
10Y*
7.09%

SHAPX

1D
-0.06%
1M
-7.91%
YTD
-6.24%
6M
-5.30%
1Y
10.69%
3Y*
14.58%
5Y*
10.06%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBMAX vs. SHAPX - Expense Ratio Comparison

SBMAX has a 1.13% expense ratio, which is higher than SHAPX's 0.93% expense ratio.


Return for Risk

SBMAX vs. SHAPX — Risk / Return Rank

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

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

SHAPX
SHAPX Risk / Return Rank: 3535
Overall Rank
SHAPX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SHAPX Sortino Ratio Rank: 3434
Sortino Ratio Rank
SHAPX Omega Ratio Rank: 3737
Omega Ratio Rank
SHAPX Calmar Ratio Rank: 3232
Calmar Ratio Rank
SHAPX Martin Ratio Rank: 4040
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.

SBMAX vs. SHAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Mid Cap Fund (SBMAX) and ClearBridge Appreciation Fund (SHAPX). 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.


SBMAXSHAPXDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.72

-0.43

Sortino ratio

Return per unit of downside risk

0.54

1.13

-0.59

Omega ratio

Gain probability vs. loss probability

1.08

1.17

-0.09

Calmar ratio

Return relative to maximum drawdown

0.29

0.89

-0.60

Martin ratio

Return relative to average drawdown

1.08

4.11

-3.03

SBMAX vs. SHAPX - Sharpe Ratio Comparison

The current SBMAX Sharpe Ratio is 0.29, which is lower than the SHAPX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of SBMAX and SHAPX, 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


SBMAXSHAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.72

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.68

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.72

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.77

-0.34

Correlation

The correlation between SBMAX and SHAPX is 0.87, 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

SBMAX vs. SHAPX - Dividend Comparison

SBMAX's dividend yield for the trailing twelve months is around 9.41%, less than SHAPX's 15.01% yield.


TTM20252024202320222021202020192018201720162015
SBMAX
ClearBridge Mid Cap Fund
9.41%8.92%8.73%1.83%4.96%12.79%7.27%7.78%4.52%6.52%1.70%5.00%
SHAPX
ClearBridge Appreciation Fund
15.01%14.08%9.00%4.17%8.85%6.54%4.13%7.09%6.71%5.10%3.29%4.76%

Drawdowns

SBMAX vs. SHAPX - Drawdown Comparison

The maximum SBMAX drawdown since its inception was -52.41%, which is greater than SHAPX's maximum drawdown of -46.19%. Use the drawdown chart below to compare losses from any high point for SBMAX and SHAPX.


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Drawdown Indicators


SBMAXSHAPXDifference

Max Drawdown

Largest peak-to-trough decline

-52.41%

-46.19%

-6.22%

Max Drawdown (1Y)

Largest decline over 1 year

-14.19%

-10.57%

-3.62%

Max Drawdown (5Y)

Largest decline over 5 years

-31.55%

-20.53%

-11.02%

Max Drawdown (10Y)

Largest decline over 10 years

-39.88%

-32.21%

-7.67%

Current Drawdown

Current decline from peak

-10.32%

-8.74%

-1.58%

Average Drawdown

Average peak-to-trough decline

-9.71%

-4.79%

-4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

2.29%

+1.49%

Volatility

SBMAX vs. SHAPX - Volatility Comparison

ClearBridge Mid Cap Fund (SBMAX) has a higher volatility of 5.79% compared to ClearBridge Appreciation Fund (SHAPX) at 3.74%. This indicates that SBMAX's price experiences larger fluctuations and is considered to be riskier than SHAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBMAXSHAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

3.74%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

7.86%

+3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.12%

15.90%

+4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.80%

14.85%

+4.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.21%

16.70%

+3.51%