SHRAX vs. DODGX
Compare and contrast key facts about ClearBridge Aggressive Growth Fund (SHRAX) and Dodge & Cox Stock Fund Class I (DODGX).
SHRAX is managed by Franklin Templeton. It was launched on Oct 24, 1983. DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHRAX or DODGX.
Key characteristics
| SHRAX | DODGX | |
|---|---|---|
| YTD Return | 16.37% | 20.89% |
| 1Y Return | 16.24% | 33.65% |
| 3Y Return (Ann) | -15.35% | 9.39% |
| 5Y Return (Ann) | -8.15% | 14.42% |
| 10Y Return (Ann) | -4.96% | 11.48% |
| Sharpe Ratio | 0.90 | 3.05 |
| Sortino Ratio | 1.18 | 4.24 |
| Omega Ratio | 1.19 | 1.57 |
| Calmar Ratio | 0.30 | 5.45 |
| Martin Ratio | 2.95 | 23.31 |
| Ulcer Index | 5.50% | 1.43% |
| Daily Std Dev | 18.12% | 10.91% |
| Max Drawdown | -57.84% | -63.25% |
| Current Drawdown | -45.71% | -0.81% |
Correlation
The correlation between SHRAX and DODGX is 0.78, 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.
Performance
SHRAX vs. DODGX - Performance Comparison
In the year-to-date period, SHRAX achieves a 16.37% return, which is significantly lower than DODGX's 20.89% return. Over the past 10 years, SHRAX has underperformed DODGX with an annualized return of -4.96%, while DODGX has yielded a comparatively higher 11.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SHRAX vs. DODGX - Expense Ratio Comparison
SHRAX has a 1.11% expense ratio, which is higher than DODGX's 0.51% expense ratio.
Risk-Adjusted Performance
SHRAX vs. DODGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Aggressive Growth Fund (SHRAX) and Dodge & Cox Stock Fund Class I (DODGX). 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.
Dividends
SHRAX vs. DODGX - Dividend Comparison
SHRAX's dividend yield for the trailing twelve months is around 0.13%, less than DODGX's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHRAX ClearBridge Aggressive Growth Fund | 0.13% | 0.15% | 0.00% | 0.00% | 0.18% | 0.48% | 0.25% | 0.19% | 0.36% | 0.00% | 0.00% | 0.00% |
DODGX Dodge & Cox Stock Fund Class I | 1.39% | 1.45% | 1.43% | 1.25% | 1.74% | 1.88% | 1.68% | 1.53% | 1.64% | 1.51% | 3.17% | 1.25% |
Drawdowns
SHRAX vs. DODGX - Drawdown Comparison
The maximum SHRAX drawdown since its inception was -57.84%, smaller than the maximum DODGX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for SHRAX and DODGX. For additional features, visit the drawdowns tool.
Volatility
SHRAX vs. DODGX - Volatility Comparison
ClearBridge Aggressive Growth Fund (SHRAX) has a higher volatility of 4.84% compared to Dodge & Cox Stock Fund Class I (DODGX) at 4.11%. This indicates that SHRAX's price experiences larger fluctuations and is considered to be riskier than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.