SOPAX vs. SWPPX
Compare and contrast key facts about ClearBridge Dividend Strategy Fund (SOPAX) and Schwab S&P 500 Index Fund (SWPPX).
SOPAX is managed by Franklin Templeton. It was launched on Nov 6, 1992. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
SOPAX vs. SWPPX - Performance Comparison
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SOPAX vs. SWPPX - 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% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, SOPAX achieves a -1.64% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, SOPAX has underperformed SWPPX with an annualized return of 11.37%, while SWPPX has yielded a comparatively higher 13.71% 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%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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SOPAX vs. SWPPX - Expense Ratio Comparison
SOPAX has a 1.02% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
SOPAX vs. SWPPX — Risk / Return Rank
SOPAX
SWPPX
SOPAX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Dividend Strategy Fund (SOPAX) and Schwab S&P 500 Index Fund (SWPPX). 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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.84 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.30 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.06 | -0.17 |
Martin ratioReturn relative to average drawdown | 3.89 | 5.14 | -1.25 |
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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.84 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.68 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.76 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.48 | +0.46 |
Correlation
The correlation between SOPAX and SWPPX 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.
Dividends
SOPAX vs. SWPPX - Dividend Comparison
SOPAX's dividend yield for the trailing twelve months is around 13.58%, more than SWPPX's 1.19% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
SOPAX vs. SWPPX - Drawdown Comparison
The maximum SOPAX drawdown since its inception was -46.78%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SOPAX and SWPPX.
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Drawdown Indicators
| SOPAX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.78% | -55.06% | +8.28% |
Max Drawdown (1Y)Largest decline over 1 year | -9.94% | -12.10% | +2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -19.31% | -24.51% | +5.20% |
Max Drawdown (10Y)Largest decline over 10 years | -34.72% | -33.80% | -0.92% |
Current DrawdownCurrent decline from peak | -7.59% | -8.89% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -10.00% | +5.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 2.49% | -0.22% |
Volatility
SOPAX vs. SWPPX - Volatility Comparison
The current volatility for ClearBridge Dividend Strategy Fund (SOPAX) is 3.21%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 4.29%. This indicates that SOPAX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOPAX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 4.29% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 6.90% | 9.11% | -2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.51% | 18.14% | -4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.23% | 16.89% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 18.19% | -1.84% |