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ISIN
US5439156077
Inception Date
Jan 3, 1994
Min. Investment
$1,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

GILAX Performance Chart

Lord Abbett Fundamental Equity Fund (GILAX) is up 3.1% since the beginning of the year. GILAX is currently trading at $14 per share. Investors who bought $1,000 worth of GILAX shares 5 years ago would now be looking at an investment worth $1,584.


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S&P 500 Index

Returns By Period

Lord Abbett Fundamental Equity Fund (GILAX) has returned 3.09% so far this year and 18.41% over the past 12 months. Over the last ten years, GILAX has returned 9.86% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Lord Abbett Fundamental Equity Fund

1D
-0.64%
1M
-1.48%
YTD
3.09%
6M
4.56%
1Y
18.41%
3Y*
16.93%
5Y*
9.63%
10Y*
9.86%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GILAX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 1994, GILAX's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.

Historically, 63% of months were positive and 37% were negative. The best month was Oct 2011 with a return of +14.2%, while the worst month was Mar 2020 at -17.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, GILAX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -12.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.80%1.22%-4.81%6.10%-1.26%-0.64%3.09%
20255.50%-1.41%-4.00%-2.91%3.97%3.66%1.88%2.44%3.17%-0.35%3.08%0.64%16.30%
20240.79%5.57%5.44%-4.30%3.27%-0.40%4.69%2.12%0.52%0.07%6.24%-5.21%19.60%
20234.62%-2.26%-2.31%1.77%-3.77%6.83%4.33%-2.25%-4.43%-2.22%7.86%4.49%12.26%
2022-3.02%-0.69%1.13%-6.72%1.85%-9.16%6.29%-1.88%-8.13%11.04%5.47%-4.60%-10.02%
2021-0.57%5.22%5.32%3.94%1.90%-0.97%1.14%3.07%-2.90%5.73%-2.28%5.96%28.08%

Benchmark Metrics

Lord Abbett Fundamental Equity Fund has an annualized alpha of 1.19%, beta of 0.91, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since January 04, 1994.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (91.22%) than losses (88.75%) - typical of diversified or defensive assets.
  • With beta of 0.91 and R2 of 0.91, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.19%
Beta
0.91
0.91
Upside Capture
91.22%
Downside Capture
88.75%

Expense Ratio

GILAX has a high expense ratio of 1.71%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

GILAX ranks 41 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


GILAX Risk / Return Rank: 4141
Overall Rank
GILAX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GILAX Sortino Ratio Rank: 3939
Sortino Ratio Rank
GILAX Omega Ratio Rank: 3838
Omega Ratio Rank
GILAX Calmar Ratio Rank: 4343
Calmar Ratio Rank
GILAX Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Lord Abbett Fundamental Equity Fund (GILAX) and compare them to S&P 500 Index.


GILAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.81

2.39

-0.58

Sortino ratio

Return per unit of downside risk

2.61

3.25

-0.65

Omega ratio

Gain probability vs. loss probability

1.32

1.43

-0.11

Calmar ratio

Return relative to maximum drawdown

2.48

3.11

-0.63

Martin ratio

Return relative to average drawdown

9.73

14.38

-4.65

Dividends

Dividend History

Lord Abbett Fundamental Equity Fund provided a 8.62% dividend yield over the last twelve months, with an annual payout of $1.21 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.21$1.21$0.95$0.02$0.57$1.61$0.09$1.18$0.91$1.43$0.57$1.14

Dividend yield

8.62%8.89%7.47%0.14%5.58%13.50%0.84%11.27%9.48%12.37%4.89%10.61%

Monthly Dividends

The table displays the monthly dividend distributions for Lord Abbett Fundamental Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.21$1.21
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.95$0.00$0.95
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.02
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.57$0.00$0.57
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.61$0.00$1.61

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Lord Abbett Fundamental Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Lord Abbett Fundamental Equity Fund was 47.62%, occurring on Mar 9, 2009. Recovery took 460 trading sessions.

The current Lord Abbett Fundamental Equity Fund drawdown is 2.44%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-47.62%Mar 2009
1y 7mo1y 10mo
3y 5moJul 2007 - Jan 2011
COVID crash2020
-38.77%Mar 2020
2mo 2d8mo 16d
10mo 18dJan 2020 - Dec 2020
Dot-com crash2000–2002
-29.68%Oct 2002
1y 4mo1y 1mo
2y 5moJun 2001 - Dec 2003
2011 bear market2011
-24.81%Oct 2011
5mo 4d1y 3mo
1y 8moMay 2011 - Jan 2013
Bear market2022
-20.46%Sep 2022
8mo 20d1y 3mo
2y 9dJan 2022 - Jan 2024

Drawdown Indicators


GILAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-47.62%

-56.78%

+9.16%

Max Drawdown (1Y)

Largest decline over 1 year

-7.67%

-9.10%

+1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-16.32%

-18.90%

+2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-20.46%

-25.43%

+4.97%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

-33.92%

-4.85%

Current Drawdown

Current decline from peak

-2.44%

0.00%

-2.44%

Average Drawdown

Average peak-to-trough decline

-5.84%

-10.72%

+4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

1.97%

-0.02%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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