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ISIN
US54400B5049
Inception Date
Jul 31, 2019
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

LIFLX Performance Chart

Lord Abbett Focused Large Cap Value Fund (LIFLX) is up 1.6% since the beginning of the year. LIFLX is currently trading at $16 per share. Investors who bought $1,000 worth of LIFLX shares 5 years ago would now be looking at an investment worth $1,573.


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S&P 500 Index

Returns By Period

Lord Abbett Focused Large Cap Value Fund (LIFLX) has returned 1.55% so far this year and 15.86% over the past 12 months.


Lord Abbett Focused Large Cap Value Fund

1D
-0.24%
1M
-0.36%
YTD
1.55%
6M
1.42%
1Y
15.86%
3Y*
19.17%
5Y*
9.48%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LIFLX Monthly Returns History

Based on dividend-adjusted daily data since Jul 31, 2019, LIFLX's average daily return is +0.06%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +19.8%, while the worst month was Mar 2020 at -25.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, LIFLX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +11.7%, while the worst single day was Mar 16, 2020 at -14.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.53%-0.36%-4.68%4.66%-0.78%-0.55%1.55%
20255.78%-1.25%-4.41%-1.47%5.43%3.67%2.86%2.98%2.12%-1.13%2.99%0.48%19.02%
20241.22%6.45%5.17%-4.22%3.37%0.00%4.27%2.38%0.73%0.58%5.62%-5.27%21.38%
20235.87%-2.54%-3.86%1.40%-4.45%7.14%5.60%-2.74%-3.86%-2.35%9.52%5.12%14.33%
2022-1.43%0.39%-0.52%-8.10%5.23%-10.42%4.79%-2.69%-8.80%11.45%7.43%-4.92%-9.71%
2021-0.13%6.62%7.55%3.85%2.67%-1.49%-0.48%2.71%-2.42%3.19%-2.53%6.34%28.30%

Benchmark Metrics

Lord Abbett Focused Large Cap Value Fund has an annualized alpha of -2.13%, beta of 1.02, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since August 01, 2019.

  • This fund participated in 108.75% of S&P 500 Index downside but only 97.96% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.13% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.02 and R2 of 0.77, 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
-2.13%
Beta
1.02
0.77
Upside Capture
97.96%
Downside Capture
108.75%

Expense Ratio

LIFLX has an expense ratio of 0.68%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LIFLX ranks 28 for risk / return — below 28% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


LIFLX Risk / Return Rank: 2828
Overall Rank
LIFLX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
LIFLX Sortino Ratio Rank: 2828
Sortino Ratio Rank
LIFLX Omega Ratio Rank: 2626
Omega Ratio Rank
LIFLX Calmar Ratio Rank: 2929
Calmar Ratio Rank
LIFLX Martin Ratio Rank: 3131
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 Focused Large Cap Value Fund (LIFLX) and compare them to S&P 500 Index.


LIFLXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.53

2.24

-0.71

Sortino ratio

Return per unit of downside risk

2.24

3.07

-0.83

Omega ratio

Gain probability vs. loss probability

1.27

1.41

-0.14

Calmar ratio

Return relative to maximum drawdown

1.99

2.93

-0.94

Martin ratio

Return relative to average drawdown

7.13

13.52

-6.39

Dividends

Dividend History

Lord Abbett Focused Large Cap Value Fund provided a 0.65% dividend yield over the last twelve months, with an annual payout of $0.11 per share.


0.00%10.00%20.00%30.00%40.00%$0.00$1.00$2.00$3.00$4.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.11$0.11$0.30$0.00$3.92$4.31$1.00$0.10

Dividend yield

0.65%0.66%2.21%0.00%38.99%27.93%6.48%0.61%

Monthly Dividends

The table displays the monthly dividend distributions for Lord Abbett Focused Large Cap Value 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$0.11$0.11
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.30
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.92$0.00$3.92
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.31$0.00$4.31

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 Focused Large Cap Value 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 Focused Large Cap Value Fund was 47.12%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current Lord Abbett Focused Large Cap Value Fund drawdown is 2.96%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-47.12%Mar 2020
2mo 2d8mo 6d
10mo 8dJan 2020 - Nov 2020
Bear market2022
-22.94%Sep 2022
8mo 20d1y 2mo
1y 11moJan 2022 - Dec 2023
2025 selloff2025
-16.43%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025
2019 pullback2019
-9.47%Aug 2019
14d27d
1mo 11dAug 2019 - Sep 2019
2021 pullback2021
-8.35%Jul 2021
1mo 10d2mo 28d
4mo 8dJun 2021 - Oct 2021

Drawdown Indicators


LIFLXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-47.12%

-56.78%

+9.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.22%

-9.10%

+0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-16.43%

-18.90%

+2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-22.94%

-25.43%

+2.49%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.96%

-0.74%

-2.22%

Average Drawdown

Average peak-to-trough decline

-6.29%

-10.72%

+4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

1.97%

+0.32%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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