SHAPX vs. VOO
Compare and contrast key facts about ClearBridge Appreciation Fund (SHAPX) and Vanguard S&P 500 ETF (VOO).
SHAPX is managed by Franklin Templeton. It was launched on Mar 10, 1970. 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.
Performance
SHAPX vs. VOO - Performance Comparison
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SHAPX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHAPX ClearBridge Appreciation Fund | -3.71% | 14.32% | 22.37% | 19.50% | -12.56% | 23.52% | 14.53% | 29.84% | -2.19% | 18.31% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
The year-to-date returns for both investments are quite close, with SHAPX having a -3.71% return and VOO slightly higher at -3.66%. Over the past 10 years, SHAPX has underperformed VOO with an annualized return of 12.29%, while VOO has yielded a comparatively higher 14.14% annualized return.
SHAPX
- 1D
- 2.70%
- 1M
- -5.35%
- YTD
- -3.71%
- 6M
- -2.94%
- 1Y
- 13.34%
- 3Y*
- 15.60%
- 5Y*
- 10.41%
- 10Y*
- 12.29%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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SHAPX vs. VOO - Expense Ratio Comparison
SHAPX has a 0.93% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
SHAPX vs. VOO — Risk / Return Rank
SHAPX
VOO
SHAPX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Appreciation Fund (SHAPX) 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.
| SHAPX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.01 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.53 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.55 | -0.19 |
Martin ratioReturn relative to average drawdown | 6.17 | 7.31 | -1.14 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.01 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.71 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.79 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.83 | -0.05 |
Correlation
The correlation between SHAPX and VOO is 0.98, 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
SHAPX vs. VOO - Dividend Comparison
SHAPX's dividend yield for the trailing twelve months is around 14.62%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHAPX ClearBridge Appreciation Fund | 14.62% | 14.08% | 9.00% | 4.17% | 8.85% | 6.54% | 4.13% | 7.09% | 6.71% | 5.10% | 3.29% | 4.76% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
SHAPX vs. VOO - Drawdown Comparison
The maximum SHAPX drawdown since its inception was -46.19%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SHAPX and VOO.
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Drawdown Indicators
| SHAPX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.19% | -33.99% | -12.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.57% | -11.98% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -20.53% | -24.52% | +3.99% |
Max Drawdown (10Y)Largest decline over 10 years | -32.21% | -33.99% | +1.78% |
Current DrawdownCurrent decline from peak | -6.27% | -5.55% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -4.79% | -3.72% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.55% | -0.22% |
Volatility
SHAPX vs. VOO - Volatility Comparison
The current volatility for ClearBridge Appreciation Fund (SHAPX) is 4.83%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that SHAPX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHAPX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 5.34% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.30% | 9.47% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 18.11% | -2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 16.82% | -1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.72% | 17.99% | -1.27% |