SHRAX vs. VOO
Compare and contrast key facts about ClearBridge Aggressive Growth Fund (SHRAX) and Vanguard S&P 500 ETF (VOO).
SHRAX is managed by Franklin Templeton. It was launched on Oct 24, 1983. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHRAX or VOO.
Key characteristics
SHRAX | VOO | |
---|---|---|
YTD Return | 5.17% | 18.91% |
1Y Return | 19.12% | 28.20% |
3Y Return (Ann) | -1.46% | 9.93% |
5Y Return (Ann) | 6.54% | 15.31% |
10Y Return (Ann) | 5.45% | 12.87% |
Sharpe Ratio | 1.22 | 2.21 |
Daily Std Dev | 15.63% | 12.64% |
Max Drawdown | -57.26% | -33.99% |
Current Drawdown | -8.44% | -0.60% |
Correlation
The correlation between SHRAX and VOO is 0.89, 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. VOO - Performance Comparison
In the year-to-date period, SHRAX achieves a 5.17% return, which is significantly lower than VOO's 18.91% return. Over the past 10 years, SHRAX has underperformed VOO with an annualized return of 5.45%, while VOO has yielded a comparatively higher 12.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SHRAX vs. VOO - Expense Ratio Comparison
SHRAX has a 1.11% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
SHRAX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Aggressive Growth Fund (SHRAX) 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.
Dividends
SHRAX vs. VOO - Dividend Comparison
SHRAX's dividend yield for the trailing twelve months is around 13.10%, more than VOO's 1.28% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ClearBridge Aggressive Growth Fund | 13.10% | 13.77% | 15.63% | 26.11% | 18.42% | 12.71% | 18.97% | 5.97% | 4.76% | 4.03% | 1.97% | 0.79% |
Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SHRAX vs. VOO - Drawdown Comparison
The maximum SHRAX drawdown since its inception was -57.26%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SHRAX and VOO. For additional features, visit the drawdowns tool.
Volatility
SHRAX vs. VOO - Volatility Comparison
ClearBridge Aggressive Growth Fund (SHRAX) has a higher volatility of 4.81% compared to Vanguard S&P 500 ETF (VOO) at 3.83%. This indicates that SHRAX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.