SBMAX vs. ^GSPC

In the year-to-date period, SBMAX achieves a -1.51% return, which is significantly lower than ^GSPC's 0.51% return. Over the past 10 years, SBMAX has underperformed ^GSPC with an annualized return of 6.36%, while ^GSPC has yielded a comparatively higher 10.85% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for ClearBridge Mid Cap Fund (SBMAX) and S&P 500 (^GSPC). 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.

The current SBMAX Sharpe Ratio is 0.29, which is lower than the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SBMAX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum SBMAX drawdown since its inception was -54.25%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SBMAX and ^GSPC.

ClearBridge Mid Cap Fund (SBMAX) has a higher volatility of 5.21% compared to S&P 500 (^GSPC) at 4.77%. This indicates that SBMAX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.