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SHRAX vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SHRAX and VIG is 0.82, 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.


-0.50.00.51.00.8

Performance

SHRAX vs. VIG - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember
-10.91%
8.43%
SHRAX
VIG

Key characteristics

Sharpe Ratio

SHRAX:

-0.27

VIG:

1.63

Sortino Ratio

SHRAX:

-0.18

VIG:

2.30

Omega Ratio

SHRAX:

0.97

VIG:

1.30

Calmar Ratio

SHRAX:

-0.11

VIG:

3.31

Martin Ratio

SHRAX:

-1.21

VIG:

10.01

Ulcer Index

SHRAX:

5.16%

VIG:

1.68%

Daily Std Dev

SHRAX:

23.14%

VIG:

10.35%

Max Drawdown

SHRAX:

-57.84%

VIG:

-46.81%

Current Drawdown

SHRAX:

-55.99%

VIG:

-3.91%

Returns By Period

In the year-to-date period, SHRAX achieves a -5.68% return, which is significantly lower than VIG's 16.97% return. Over the past 10 years, SHRAX has underperformed VIG with an annualized return of -6.87%, while VIG has yielded a comparatively higher 11.43% annualized return.


SHRAX

YTD

-5.68%

1M

-19.08%

6M

-10.91%

1Y

-5.68%

5Y*

-10.82%

10Y*

-6.87%

VIG

YTD

16.97%

1M

-3.91%

6M

8.43%

1Y

16.97%

5Y*

11.56%

10Y*

11.43%

*Annualized

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SHRAX vs. VIG - Expense Ratio Comparison

SHRAX has a 1.11% expense ratio, which is higher than VIG's 0.06% expense ratio.


SHRAX
ClearBridge Aggressive Growth Fund
Expense ratio chart for SHRAX: current value at 1.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.11%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

SHRAX vs. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Aggressive Growth Fund (SHRAX) and Vanguard Dividend Appreciation ETF (VIG). 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.


Sharpe ratio
The chart of Sharpe ratio for SHRAX, currently valued at -0.27, compared to the broader market-1.000.001.002.003.00-0.271.63
The chart of Sortino ratio for SHRAX, currently valued at -0.18, compared to the broader market-2.000.002.004.006.008.00-0.182.30
The chart of Omega ratio for SHRAX, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.30
The chart of Calmar ratio for SHRAX, currently valued at -0.11, compared to the broader market0.002.004.006.008.0010.0012.00-0.113.31
The chart of Martin ratio for SHRAX, currently valued at -1.21, compared to the broader market0.0010.0020.0030.0040.0050.00-1.2110.01
SHRAX
VIG

The current SHRAX Sharpe Ratio is -0.27, which is lower than the VIG Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of SHRAX and VIG, 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember
-0.27
1.63
SHRAX
VIG

Dividends

SHRAX vs. VIG - Dividend Comparison

SHRAX has not paid dividends to shareholders, while VIG's dividend yield for the trailing twelve months is around 1.73%.


TTM20232022202120202019201820172016201520142013
SHRAX
ClearBridge Aggressive Growth Fund
0.00%0.15%0.00%0.00%0.18%0.48%0.25%0.19%0.36%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%

Drawdowns

SHRAX vs. VIG - Drawdown Comparison

The maximum SHRAX drawdown since its inception was -57.84%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for SHRAX and VIG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-55.99%
-3.91%
SHRAX
VIG

Volatility

SHRAX vs. VIG - Volatility Comparison

ClearBridge Aggressive Growth Fund (SHRAX) has a higher volatility of 19.25% compared to Vanguard Dividend Appreciation ETF (VIG) at 3.60%. This indicates that SHRAX's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
19.25%
3.60%
SHRAX
VIG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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