SHAPX vs. SVPFX
Compare and contrast key facts about ClearBridge Appreciation Fund (SHAPX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX).
SHAPX is managed by Franklin Templeton. It was launched on Mar 10, 1970. SVPFX is managed by Goldman Sachs. It was launched on Mar 28, 2021.
Performance
SHAPX vs. SVPFX - Performance Comparison
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SHAPX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SHAPX ClearBridge Appreciation Fund | -6.24% | 14.32% | 22.37% | 19.50% | -12.56% | 14.92% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 0.87% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Returns By Period
In the year-to-date period, SHAPX achieves a -6.24% return, which is significantly lower than SVPFX's 0.87% return.
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%
SVPFX
- 1D
- 0.36%
- 1M
- -0.45%
- YTD
- 0.87%
- 6M
- 2.58%
- 1Y
- 3.47%
- 3Y*
- 4.08%
- 5Y*
- —
- 10Y*
- —
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SHAPX vs. SVPFX - Expense Ratio Comparison
SHAPX has a 0.93% expense ratio, which is higher than SVPFX's 0.38% expense ratio.
Return for Risk
SHAPX vs. SVPFX — Risk / Return Rank
SHAPX
SVPFX
SHAPX vs. SVPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Appreciation Fund (SHAPX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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.
| SHAPX | SVPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.44 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.13 | 0.61 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 0.57 | +0.32 |
Martin ratioReturn relative to average drawdown | 4.11 | 3.10 | +1.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHAPX | SVPFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.44 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.38 | +0.40 |
Correlation
The correlation between SHAPX and SVPFX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SHAPX vs. SVPFX - Dividend Comparison
SHAPX's dividend yield for the trailing twelve months is around 15.01%, more than SVPFX's 2.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.49% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SHAPX vs. SVPFX - Drawdown Comparison
The maximum SHAPX drawdown since its inception was -46.19%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for SHAPX and SVPFX.
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Drawdown Indicators
| SHAPX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.19% | -6.37% | -39.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.57% | -5.22% | -5.35% |
Max Drawdown (5Y)Largest decline over 5 years | -20.53% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.21% | — | — |
Current DrawdownCurrent decline from peak | -8.74% | -0.45% | -8.29% |
Average DrawdownAverage peak-to-trough decline | -4.79% | -1.99% | -2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 0.98% | +1.31% |
Volatility
SHAPX vs. SVPFX - Volatility Comparison
ClearBridge Appreciation Fund (SHAPX) has a higher volatility of 3.74% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.87%. This indicates that SHAPX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHAPX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 0.87% | +2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 1.37% | +6.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 8.02% | +7.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 5.60% | +9.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 5.60% | +11.10% |