TOWFX vs. SAIFX
TOWFX (Towpath Focus Fund) and SAIFX (ClearBridge Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 5 years, TOWFX returned 12.82%/yr vs 9.23%/yr for SAIFX. Their correlation of 0.88 means they have usually moved in the same direction. TOWFX charges 1.11%/yr vs 0.56%/yr for SAIFX.
Performance
TOWFX vs. SAIFX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with TOWFX having a 13.66% return and SAIFX slightly lower at 13.51%.
TOWFX
- 1D
- -0.32%
- 1M
- 3.49%
- 6M
- 10.02%
- YTD
- 13.66%
- 1Y
- 28.88%
- 3Y*
- 18.70%
- 5Y*
- 12.82%
- 10Y*
- —
- ALL TIME*
- 15.92%
SAIFX
- 1D
- 0.23%
- 1M
- 0.21%
- 6M
- 9.16%
- YTD
- 13.51%
- 1Y
- 23.57%
- 3Y*
- 12.63%
- 5Y*
- 9.23%
- 10Y*
- 10.97%
- ALL TIME*
- 13.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
TOWFX Towpath Focus Fund | $0.00 | $0.00 | $0.00 |
TOWFX vs. SAIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TOWFX Towpath Focus Fund | 13.66% | 23.51% | 13.22% | 12.33% | -2.06% | 26.52% | 19.46% | 0.00% |
SAIFX ClearBridge Large Cap Value Fund | 13.51% | 10.57% | 8.54% | 15.07% | -6.41% | 25.88% | 5.93% | 0.21% |
Correlation
The correlation between TOWFX and SAIFX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2019 | 0.88 |
The correlation between TOWFX and SAIFX shifts across timeframes, from 0.69 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TOWFX vs. SAIFX — Risk / Return Rank
TOWFX
SAIFX
TOWFX vs. SAIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Towpath Focus Fund (TOWFX) and ClearBridge Large Cap Value Fund (SAIFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TOWFX | SAIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.38 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 5.80 | 2.98 | +2.82 |
| Martin ratioReturn relative to average drawdown | 21.97 | 12.13 | +9.83 |
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Drawdowns
TOWFX vs. SAIFX - Drawdown Comparison
The maximum TOWFX drawdown since its inception was -96.18%, which is greater than SAIFX's maximum drawdown of -53.58%. Use the drawdown chart below to compare losses from any high point for TOWFX and SAIFX.
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Drawdown Indicators
| TOWFX | SAIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.18% | -53.58% | -42.60% |
Max Drawdown (1Y)Largest decline over 1 year | -4.72% | -7.11% | +2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -96.18% | -17.65% | -78.53% |
Max Drawdown (5Y)Largest decline over 5 years | -96.18% | -19.79% | -76.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.51% | — |
Current DrawdownCurrent decline from peak | -94.38% | -1.17% | -93.21% |
Average DrawdownAverage peak-to-trough decline | -24.74% | -6.71% | -18.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 1.75% | -0.50% |
Volatility
TOWFX vs. SAIFX - Volatility Comparison
Towpath Focus Fund (TOWFX) has a higher volatility of 3.24% compared to ClearBridge Large Cap Value Fund (SAIFX) at 2.77%. This indicates that TOWFX's price experiences larger fluctuations and is considered to be riskier than SAIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TOWFX | SAIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 2.77% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.28% | 7.36% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.45% | 10.25% | -0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1,041.96% | 15.51% | +1,026.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 908.81% | 17.29% | +891.52% |
TOWFX vs. SAIFX - Expense Ratio Comparison
TOWFX has a 1.11% expense ratio, which is higher than SAIFX's 0.56% expense ratio.
Dividends
TOWFX vs. SAIFX - Dividend Comparison
TOWFX's dividend yield for the trailing twelve months is around 1.60%, less than SAIFX's 10.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAIFX ClearBridge Large Cap Value Fund | 10.49% | 11.93% | 11.70% | 3.18% | 1.50% | 5.09% | 8.07% | 6.56% | 8.25% | 2.81% | 2.29% | 3.83% |
TOWFX Towpath Focus Fund | 1.60% | 1.82% | 1.49% | 2.81% | 2.05% | 5.69% | 5.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TOWFX and SAIFX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TOWFX has higher volatility (3.24%) compared to SAIFX (2.77%). In terms of maximum drawdown, TOWFX dropped -96.18% vs SAIFX's -53.58%.
TOWFX currently has the higher Sharpe Ratio (2.90 vs 2.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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