SHRAX vs. VIG
Compare and contrast key facts about ClearBridge Aggressive Growth Fund (SHRAX) and Vanguard Dividend Appreciation ETF (VIG).
SHRAX is managed by Franklin Templeton. It was launched on Oct 24, 1983. VIG is a passively managed fund by Vanguard that tracks the performance of the NASDAQ US Dividend Achievers Select Index. It was launched on Apr 21, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHRAX or VIG.
Key characteristics
| SHRAX | VIG | |
|---|---|---|
| YTD Return | 17.13% | 20.60% |
| 1Y Return | 17.00% | 29.90% |
| 3Y Return (Ann) | -15.18% | 8.71% |
| 5Y Return (Ann) | -8.06% | 13.04% |
| 10Y Return (Ann) | -4.89% | 11.97% |
| Sharpe Ratio | 1.03 | 3.16 |
| Sortino Ratio | 1.33 | 4.43 |
| Omega Ratio | 1.21 | 1.59 |
| Calmar Ratio | 0.34 | 6.23 |
| Martin Ratio | 3.42 | 20.81 |
| Ulcer Index | 5.50% | 1.52% |
| Daily Std Dev | 18.15% | 9.98% |
| Max Drawdown | -57.84% | -46.81% |
| Current Drawdown | -45.35% | -0.14% |
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.
Performance
SHRAX vs. VIG - Performance Comparison
In the year-to-date period, SHRAX achieves a 17.13% return, which is significantly lower than VIG's 20.60% return. Over the past 10 years, SHRAX has underperformed VIG with an annualized return of -4.89%, while VIG has yielded a comparatively higher 11.97% 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. VIG - Expense Ratio Comparison
SHRAX has a 1.11% expense ratio, which is higher than VIG's 0.06% expense ratio.
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.
Dividends
SHRAX vs. VIG - Dividend Comparison
SHRAX's dividend yield for the trailing twelve months is around 0.12%, less than VIG's 1.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHRAX ClearBridge Aggressive Growth Fund | 0.12% | 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 | 1.69% | 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.
Volatility
SHRAX vs. VIG - Volatility Comparison
ClearBridge Aggressive Growth Fund (SHRAX) has a higher volatility of 4.76% compared to Vanguard Dividend Appreciation ETF (VIG) at 3.57%. 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.