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SHAPX vs. VASGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SHAPX and VASGX is 0.96, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

SHAPX vs. VASGX - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%900.00%December2025FebruaryMarchAprilMay
337.61%
872.61%
SHAPX
VASGX

Key characteristics

Sharpe Ratio

SHAPX:

0.26

VASGX:

0.60

Sortino Ratio

SHAPX:

0.47

VASGX:

0.90

Omega Ratio

SHAPX:

1.08

VASGX:

1.13

Calmar Ratio

SHAPX:

0.23

VASGX:

0.56

Martin Ratio

SHAPX:

0.66

VASGX:

2.02

Ulcer Index

SHAPX:

7.68%

VASGX:

4.21%

Daily Std Dev

SHAPX:

19.10%

VASGX:

14.20%

Max Drawdown

SHAPX:

-78.30%

VASGX:

-51.16%

Current Drawdown

SHAPX:

-11.95%

VASGX:

-5.06%

Returns By Period

In the year-to-date period, SHAPX achieves a -1.10% return, which is significantly lower than VASGX's 2.01% return. Over the past 10 years, SHAPX has underperformed VASGX with an annualized return of 5.99%, while VASGX has yielded a comparatively higher 6.54% annualized return.


SHAPX

YTD

-1.10%

1M

1.30%

6M

-6.22%

1Y

4.19%

5Y*

9.15%

10Y*

5.99%

VASGX

YTD

2.01%

1M

4.60%

6M

-1.14%

1Y

6.47%

5Y*

9.46%

10Y*

6.54%

*Annualized

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SHAPX vs. VASGX - Expense Ratio Comparison

SHAPX has a 0.93% expense ratio, which is higher than VASGX's 0.14% expense ratio.


Expense ratio chart for SHAPX: current value is 0.93%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SHAPX: 0.93%
Expense ratio chart for VASGX: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VASGX: 0.14%

Risk-Adjusted Performance

SHAPX vs. VASGX — Risk-Adjusted Performance Rank

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

SHAPX
The Risk-Adjusted Performance Rank of SHAPX is 3636
Overall Rank
The Sharpe Ratio Rank of SHAPX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of SHAPX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of SHAPX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SHAPX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SHAPX is 3333
Martin Ratio Rank

VASGX
The Risk-Adjusted Performance Rank of VASGX is 5353
Overall Rank
The Sharpe Ratio Rank of VASGX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VASGX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VASGX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of VASGX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of VASGX is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SHAPX vs. VASGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Appreciation Fund (SHAPX) and Vanguard LifeStrategy Growth Fund (VASGX). 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 chart of Sharpe ratio for SHAPX, currently valued at 0.26, compared to the broader market-2.00-1.000.001.002.003.00
SHAPX: 0.26
VASGX: 0.60
The chart of Sortino ratio for SHAPX, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.00
SHAPX: 0.47
VASGX: 0.90
The chart of Omega ratio for SHAPX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
SHAPX: 1.08
VASGX: 1.13
The chart of Calmar ratio for SHAPX, currently valued at 0.23, compared to the broader market0.002.004.006.008.00
SHAPX: 0.23
VASGX: 0.56
The chart of Martin ratio for SHAPX, currently valued at 0.66, compared to the broader market0.0010.0020.0030.0040.00
SHAPX: 0.66
VASGX: 2.02

The current SHAPX Sharpe Ratio is 0.26, which is lower than the VASGX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of SHAPX and VASGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.26
0.60
SHAPX
VASGX

Dividends

SHAPX vs. VASGX - Dividend Comparison

SHAPX's dividend yield for the trailing twelve months is around 0.51%, less than VASGX's 2.39% yield.


TTM20242023202220212020201920182017201620152014
SHAPX
ClearBridge Appreciation Fund
0.51%0.50%0.67%0.84%0.50%0.78%1.12%1.12%1.00%1.02%0.99%0.87%
VASGX
Vanguard LifeStrategy Growth Fund
2.39%2.44%2.34%2.10%1.87%1.68%2.32%2.56%2.09%2.22%2.20%2.10%

Drawdowns

SHAPX vs. VASGX - Drawdown Comparison

The maximum SHAPX drawdown since its inception was -78.30%, which is greater than VASGX's maximum drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for SHAPX and VASGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.95%
-5.06%
SHAPX
VASGX

Volatility

SHAPX vs. VASGX - Volatility Comparison

ClearBridge Appreciation Fund (SHAPX) has a higher volatility of 12.55% compared to Vanguard LifeStrategy Growth Fund (VASGX) at 9.51%. This indicates that SHAPX's price experiences larger fluctuations and is considered to be riskier than VASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
12.55%
9.51%
SHAPX
VASGX