SHRAX vs. SPY
Compare and contrast key facts about ClearBridge Aggressive Growth Fund (SHRAX) and State Street SPDR S&P 500 ETF (SPY).
SHRAX is managed by Franklin Templeton. It was launched on Oct 24, 1983. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
SHRAX vs. SPY - Performance Comparison
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SHRAX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHRAX ClearBridge Aggressive Growth Fund | -7.17% | 13.50% | 12.02% | 24.09% | -25.43% | 7.35% | 19.74% | 24.26% | -7.93% | 14.22% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, SHRAX achieves a -7.17% return, which is significantly lower than SPY's -3.65% return. Over the past 10 years, SHRAX has underperformed SPY with an annualized return of 7.12%, while SPY has yielded a comparatively higher 14.06% annualized return.
SHRAX
- 1D
- 3.40%
- 1M
- -6.68%
- YTD
- -7.17%
- 6M
- -8.75%
- 1Y
- 13.06%
- 3Y*
- 10.93%
- 5Y*
- 1.80%
- 10Y*
- 7.12%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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SHRAX vs. SPY - Expense Ratio Comparison
SHRAX has a 1.11% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
SHRAX vs. SPY — Risk / Return Rank
SHRAX
SPY
SHRAX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Aggressive Growth Fund (SHRAX) and State Street SPDR S&P 500 ETF (SPY). 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.
| SHRAX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.96 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.49 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.53 | -0.58 |
Martin ratioReturn relative to average drawdown | 3.02 | 7.27 | -4.25 |
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
| SHRAX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.96 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.70 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.79 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.56 | -0.12 |
Correlation
The correlation between SHRAX and SPY is 0.84, 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
SHRAX vs. SPY - Dividend Comparison
SHRAX's dividend yield for the trailing twelve months is around 23.99%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHRAX ClearBridge Aggressive Growth Fund | 23.99% | 22.27% | 20.39% | 13.77% | 15.63% | 26.11% | 18.42% | 12.71% | 18.97% | 5.97% | 4.76% | 4.03% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
SHRAX vs. SPY - Drawdown Comparison
The maximum SHRAX drawdown since its inception was -57.26%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SHRAX and SPY.
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Drawdown Indicators
| SHRAX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.26% | -55.19% | -2.07% |
Max Drawdown (1Y)Largest decline over 1 year | -14.59% | -12.05% | -2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -33.77% | -24.50% | -9.27% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -33.72% | -0.05% |
Current DrawdownCurrent decline from peak | -11.69% | -5.53% | -6.16% |
Average DrawdownAverage peak-to-trough decline | -11.29% | -9.09% | -2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.62% | 2.54% | +2.08% |
Volatility
SHRAX vs. SPY - Volatility Comparison
ClearBridge Aggressive Growth Fund (SHRAX) has a higher volatility of 7.07% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that SHRAX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHRAX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 5.35% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 13.63% | 9.50% | +4.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.09% | 19.06% | +4.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.84% | 17.06% | +3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.85% | 17.92% | +2.93% |