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ClearBridge International Value Fund Class A SBIEX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SBIEX | Replication |
|---|---|---|
| Annualized growth | 9.4% | 11.4% |
| Annualized volatility | 17.4% | 15.5% |
| Sharpe ratio | 0.61 | 0.78 |
| Maximum drawdown | 28.3% | 26.4% |
| Replication fit (R²) | 0.93 · Tracking error 4.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model SBIEX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFV | Intl · Value | 61.7% |
| VEA | Intl · Developed | 28.0% |
| EFG | Intl · Growth | 6.8% |
| VWO | Emerging Markets | 3.5% |