SOPAX vs. DON
Compare and contrast key facts about ClearBridge Dividend Strategy Fund (SOPAX) and WisdomTree US MidCap Dividend ETF (DON).
SOPAX is managed by Franklin Templeton. It was launched on Nov 6, 1992. DON is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree MidCap Dividend Index. It was launched on Jun 16, 2006.
Performance
SOPAX vs. DON - Performance Comparison
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SOPAX vs. DON - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOPAX ClearBridge Dividend Strategy Fund | -1.64% | 12.27% | 16.77% | 14.13% | -8.41% | 26.36% | 7.62% | 30.97% | -5.18% | 18.58% |
DON WisdomTree US MidCap Dividend ETF | 2.25% | 3.86% | 14.20% | 14.04% | -4.72% | 30.29% | -5.40% | 23.31% | -8.26% | 14.86% |
Returns By Period
In the year-to-date period, SOPAX achieves a -1.64% return, which is significantly lower than DON's 2.25% return. Over the past 10 years, SOPAX has outperformed DON with an annualized return of 11.37%, while DON has yielded a comparatively lower 8.98% annualized return.
SOPAX
- 1D
- 0.49%
- 1M
- -7.32%
- YTD
- -1.64%
- 6M
- -0.65%
- 1Y
- 9.19%
- 3Y*
- 13.27%
- 5Y*
- 10.13%
- 10Y*
- 11.37%
DON
- 1D
- 1.78%
- 1M
- -5.15%
- YTD
- 2.25%
- 6M
- 1.70%
- 1Y
- 8.75%
- 3Y*
- 11.36%
- 5Y*
- 7.79%
- 10Y*
- 8.98%
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SOPAX vs. DON - Expense Ratio Comparison
SOPAX has a 1.02% expense ratio, which is higher than DON's 0.38% expense ratio.
Return for Risk
SOPAX vs. DON — Risk / Return Rank
SOPAX
DON
SOPAX vs. DON - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Dividend Strategy Fund (SOPAX) and WisdomTree US MidCap Dividend ETF (DON). 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.
| SOPAX | DON | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.48 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.11 | 0.81 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.11 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 0.69 | +0.20 |
Martin ratioReturn relative to average drawdown | 3.89 | 2.61 | +1.28 |
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
| SOPAX | DON | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.48 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.44 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.44 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.41 | +0.53 |
Correlation
The correlation between SOPAX and DON is 0.86, 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
SOPAX vs. DON - Dividend Comparison
SOPAX's dividend yield for the trailing twelve months is around 13.58%, more than DON's 2.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOPAX ClearBridge Dividend Strategy Fund | 13.58% | 13.65% | 9.54% | 9.20% | 5.68% | 9.93% | 1.76% | 7.32% | 6.56% | 6.75% | 3.03% | 1.53% |
DON WisdomTree US MidCap Dividend ETF | 2.41% | 2.53% | 2.27% | 2.41% | 2.71% | 2.12% | 2.77% | 2.38% | 2.55% | 2.25% | 2.48% | 2.89% |
Drawdowns
SOPAX vs. DON - Drawdown Comparison
The maximum SOPAX drawdown since its inception was -46.78%, smaller than the maximum DON drawdown of -61.94%. Use the drawdown chart below to compare losses from any high point for SOPAX and DON.
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Drawdown Indicators
| SOPAX | DON | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.78% | -61.94% | +15.16% |
Max Drawdown (1Y)Largest decline over 1 year | -9.94% | -13.82% | +3.88% |
Max Drawdown (5Y)Largest decline over 5 years | -19.31% | -21.46% | +2.15% |
Max Drawdown (10Y)Largest decline over 10 years | -34.72% | -46.80% | +12.08% |
Current DrawdownCurrent decline from peak | -7.59% | -6.50% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -7.95% | +3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 3.66% | -1.39% |
Volatility
SOPAX vs. DON - Volatility Comparison
The current volatility for ClearBridge Dividend Strategy Fund (SOPAX) is 3.21%, while WisdomTree US MidCap Dividend ETF (DON) has a volatility of 4.16%. This indicates that SOPAX experiences smaller price fluctuations and is considered to be less risky than DON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOPAX | DON | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 4.16% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 6.90% | 9.55% | -2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.51% | 18.43% | -4.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.23% | 17.86% | -3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 20.26% | -3.91% |