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ClearBridge Value Fund Class A LGVAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

LGVAX compared with its replication portfolio
MeasureLGVAXReplication
Annualized growth10.5%13.2%
Annualized volatility16.8%16.1%
Sharpe ratio0.680.85
Maximum drawdown20.3%17.8%
Replication fit (R²)0.87 · Tracking error 5.9%

Replication portfolio

The published portfolio below is the investable basket used to model LGVAX’s historical return behavior.

LGVAX replication basket weights
TickerBuilding blockWeight
XLFSector · Financials29.9%
EFVIntl · Value26.7%
VBRSmall-Cap · Value23.0%
XLESector · Energy20.4%