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ClearBridge Mid Cap Fund Class A SBMAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SBMAX | Replication |
|---|---|---|
| Annualized growth | 0.6% | 6.2% |
| Annualized volatility | 19.2% | 18.8% |
| Sharpe ratio | 0.13 | 0.41 |
| Maximum drawdown | 31.1% | 28.7% |
| Replication fit (R²) | 0.94 · Tracking error 4.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model SBMAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOT | Mid-Cap · Growth | 29.3% |
| IJH | US Mid Cap | 25.4% |
| VBK | Small-Cap · Growth | 19.9% |
| VBR | Small-Cap · Value | 15.9% |
| XLB | Sector · Materials | 9.5% |