SYLD vs. LCSSX
Compare and contrast key facts about Cambria Shareholder Yield ETF (SYLD) and ClearBridge Select Fund (LCSSX).
SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013. LCSSX is managed by Legg Mason. It was launched on Nov 30, 2012.
Performance
SYLD vs. LCSSX - Performance Comparison
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SYLD vs. LCSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYLD Cambria Shareholder Yield ETF | 9.10% | 3.94% | 3.37% | 16.46% | -6.14% | 48.59% | 13.61% | 26.98% | -13.51% | 20.03% |
LCSSX ClearBridge Select Fund | -10.67% | 7.26% | 21.54% | 24.25% | -33.06% | 20.27% | 58.86% | 33.60% | 10.56% | 39.04% |
Returns By Period
In the year-to-date period, SYLD achieves a 9.10% return, which is significantly higher than LCSSX's -10.67% return. Over the past 10 years, SYLD has underperformed LCSSX with an annualized return of 12.45%, while LCSSX has yielded a comparatively higher 15.67% annualized return.
SYLD
- 1D
- 1.44%
- 1M
- -0.36%
- YTD
- 9.10%
- 6M
- 10.78%
- 1Y
- 20.74%
- 3Y*
- 10.94%
- 5Y*
- 6.86%
- 10Y*
- 12.45%
LCSSX
- 1D
- -0.70%
- 1M
- -8.33%
- YTD
- -10.67%
- 6M
- -12.76%
- 1Y
- 5.24%
- 3Y*
- 10.12%
- 5Y*
- 1.92%
- 10Y*
- 15.67%
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SYLD vs. LCSSX - Expense Ratio Comparison
SYLD has a 0.59% expense ratio, which is lower than LCSSX's 0.99% expense ratio.
Return for Risk
SYLD vs. LCSSX — Risk / Return Rank
SYLD
LCSSX
SYLD vs. LCSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) and ClearBridge Select Fund (LCSSX). 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.
| SYLD | LCSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.25 | +0.72 |
Sortino ratioReturn per unit of downside risk | 1.51 | 0.50 | +1.01 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.07 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 0.22 | +1.20 |
Martin ratioReturn relative to average drawdown | 5.52 | 0.71 | +4.81 |
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
| SYLD | LCSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.25 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.09 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.72 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.73 | -0.17 |
Correlation
The correlation between SYLD and LCSSX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SYLD vs. LCSSX - Dividend Comparison
SYLD's dividend yield for the trailing twelve months is around 1.94%, while LCSSX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYLD Cambria Shareholder Yield ETF | 1.94% | 2.25% | 2.04% | 1.92% | 2.20% | 2.37% | 1.99% | 2.08% | 2.52% | 1.57% | 1.92% | 6.93% |
LCSSX ClearBridge Select Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 3.26% | 0.00% | 0.00% | 1.28% | 2.11% | 1.12% | 5.25% |
Drawdowns
SYLD vs. LCSSX - Drawdown Comparison
The maximum SYLD drawdown since its inception was -45.36%, roughly equal to the maximum LCSSX drawdown of -43.46%. Use the drawdown chart below to compare losses from any high point for SYLD and LCSSX.
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Drawdown Indicators
| SYLD | LCSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.36% | -43.46% | -1.90% |
Max Drawdown (1Y)Largest decline over 1 year | -14.90% | -14.24% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -26.62% | -43.46% | +16.84% |
Max Drawdown (10Y)Largest decline over 10 years | -45.36% | -43.46% | -1.90% |
Current DrawdownCurrent decline from peak | -3.17% | -14.24% | +11.07% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -9.26% | +3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 4.34% | -0.51% |
Volatility
SYLD vs. LCSSX - Volatility Comparison
The current volatility for Cambria Shareholder Yield ETF (SYLD) is 4.04%, while ClearBridge Select Fund (LCSSX) has a volatility of 5.54%. This indicates that SYLD experiences smaller price fluctuations and is considered to be less risky than LCSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYLD | LCSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 5.54% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 11.47% | 11.39% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.53% | 20.32% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.91% | 21.82% | -0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.97% | 21.91% | +1.06% |