SOPAX vs. SVPFX
Compare and contrast key facts about ClearBridge Dividend Strategy Fund (SOPAX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX).
SOPAX is managed by Franklin Templeton. It was launched on Nov 6, 1992. SVPFX is managed by Goldman Sachs. It was launched on Mar 28, 2021.
Performance
SOPAX vs. SVPFX - Performance Comparison
Loading graphics...
SOPAX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SOPAX ClearBridge Dividend Strategy Fund | -1.64% | 12.27% | 16.77% | 14.13% | -8.41% | 18.12% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 0.87% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Returns By Period
In the year-to-date period, SOPAX achieves a -1.64% return, which is significantly lower than SVPFX's 0.87% 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%
SVPFX
- 1D
- 0.36%
- 1M
- -0.45%
- YTD
- 0.87%
- 6M
- 2.58%
- 1Y
- 3.47%
- 3Y*
- 4.08%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SOPAX vs. SVPFX - Expense Ratio Comparison
SOPAX has a 1.02% expense ratio, which is higher than SVPFX's 0.38% expense ratio.
Return for Risk
SOPAX vs. SVPFX — Risk / Return Rank
SOPAX
SVPFX
SOPAX vs. SVPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Dividend Strategy Fund (SOPAX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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 | SVPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.44 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.11 | 0.61 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 0.57 | +0.31 |
Martin ratioReturn relative to average drawdown | 3.89 | 3.10 | +0.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SOPAX | SVPFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.44 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.38 | +0.57 |
Correlation
The correlation between SOPAX and SVPFX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SOPAX vs. SVPFX - Dividend Comparison
SOPAX's dividend yield for the trailing twelve months is around 13.58%, more than SVPFX's 2.49% 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% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.49% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SOPAX vs. SVPFX - Drawdown Comparison
The maximum SOPAX drawdown since its inception was -46.78%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for SOPAX and SVPFX.
Loading graphics...
Drawdown Indicators
| SOPAX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.78% | -6.37% | -40.41% |
Max Drawdown (1Y)Largest decline over 1 year | -9.94% | -5.22% | -4.72% |
Max Drawdown (5Y)Largest decline over 5 years | -19.31% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.72% | — | — |
Current DrawdownCurrent decline from peak | -7.59% | -0.45% | -7.14% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -1.99% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 0.98% | +1.29% |
Volatility
SOPAX vs. SVPFX - Volatility Comparison
ClearBridge Dividend Strategy Fund (SOPAX) has a higher volatility of 3.21% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.87%. This indicates that SOPAX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SOPAX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 0.87% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 6.90% | 1.37% | +5.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.51% | 8.02% | +5.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.23% | 5.60% | +8.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 5.60% | +10.75% |