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ISIN
US5439133050
CUSIP
543913305
Inception Date
Dec 13, 1995
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

LRSCX Performance Chart

Lord Abbett Small Cap Value Fund (LRSCX) is up 10.8% since the beginning of the year. LRSCX is currently trading at $16 per share. Investors who bought $1,000 worth of LRSCX shares 5 years ago would now be looking at an investment worth $1,244.


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S&P 500 Index

Returns By Period

Lord Abbett Small Cap Value Fund (LRSCX) has returned 10.76% so far this year and 23.93% over the past 12 months. Over the last ten years, LRSCX has returned 7.14% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Lord Abbett Small Cap Value Fund

1D
-0.81%
1M
-1.72%
YTD
10.76%
6M
11.95%
1Y
23.93%
3Y*
12.01%
5Y*
4.46%
10Y*
7.14%

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)

LRSCX Monthly Returns History

Based on dividend-adjusted daily data since Dec 13, 1995, LRSCX's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +17.9%, while the worst month was Mar 2020 at -27.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, LRSCX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -14.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.25%1.05%-5.62%11.10%-0.80%-0.81%10.76%
20251.83%-5.59%-5.59%-4.33%3.77%6.10%1.92%3.49%-1.36%-2.11%2.42%0.88%0.61%
2024-1.67%3.53%3.94%-6.00%6.31%-1.45%9.49%-1.00%-1.18%-1.38%11.17%-7.94%12.66%
20239.67%0.07%-4.15%-0.61%-1.91%8.42%4.82%-2.81%-5.43%-5.52%7.74%9.89%19.81%
2022-5.40%0.54%-1.67%-8.01%1.48%-11.13%8.67%-2.56%-10.20%12.05%4.22%-4.22%-17.48%
20212.52%10.69%4.08%4.09%1.33%-2.46%-3.19%1.39%-1.60%4.76%-2.44%5.25%26.24%

Benchmark Metrics

Lord Abbett Small Cap Value Fund has an annualized alpha of 2.70%, beta of 0.96, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since December 14, 1995.

  • This fund captured 107.55% of S&P 500 Index gains but only 99.15% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 2.70% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.96 and R2 of 0.71, 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
2.70%
Beta
0.96
0.71
Upside Capture
107.55%
Downside Capture
99.15%

Expense Ratio

LRSCX has a high expense ratio of 1.17%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

LRSCX ranks 26 for risk / return — below 26% 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.


LRSCX Risk / Return Rank: 2626
Overall Rank
LRSCX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LRSCX Sortino Ratio Rank: 2525
Sortino Ratio Rank
LRSCX Omega Ratio Rank: 2222
Omega Ratio Rank
LRSCX Calmar Ratio Rank: 3232
Calmar Ratio Rank
LRSCX Martin Ratio Rank: 2828
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 Small Cap Value Fund (LRSCX) and compare them to S&P 500 Index.


LRSCXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.38

2.39

-1.01

Sortino ratio

Return per unit of downside risk

2.09

3.25

-1.17

Omega ratio

Gain probability vs. loss probability

1.25

1.43

-0.19

Calmar ratio

Return relative to maximum drawdown

2.13

3.11

-0.99

Martin ratio

Return relative to average drawdown

6.64

14.38

-7.74

Dividends

Dividend History

Lord Abbett Small Cap Value Fund provided a 6.03% dividend yield over the last twelve months, with an annual payout of $0.96 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.96$0.96$1.69$0.02$0.47$2.69$0.16$2.95$3.06$2.93$3.11$5.06

Dividend yield

6.03%6.68%11.06%0.12%3.79%17.08%1.06%19.56%20.44%14.33%14.14%24.30%

Monthly Dividends

The table displays the monthly dividend distributions for Lord Abbett Small 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$0.96$0.96
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.69$1.69
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.69$2.69

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 Small 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 Small Cap Value Fund was 54.02%, occurring on Mar 9, 2009. Recovery took 438 trading sessions.

The current Lord Abbett Small Cap Value Fund drawdown is 3.10%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-54.02%Mar 2009
1y 5mo1y 8mo
3y 1moOct 2007 - Dec 2010
COVID crash2020
-50.25%Mar 2020
1y 6mo9mo 27d
2y 4moSep 2018 - Jan 2021
1998 bear market1998
-40.61%Oct 1998
5mo 19d1y 8mo
2y 2moApr 1998 - Jun 2000
2011 bear market2011
-31.69%Oct 2011
5mo 4d1y 3mo
1y 8moMay 2011 - Jan 2013
2025 selloff2025
-29.24%Apr 2025
4mo 13d10mo 4d
1y 2moNov 2024 - Feb 2026

Drawdown Indicators


LRSCXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-54.02%

-56.78%

+2.76%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

-9.10%

-2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-29.24%

-18.90%

-10.34%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

-25.43%

-3.81%

Max Drawdown (10Y)

Largest decline over 10 years

-50.25%

-33.92%

-16.33%

Current Drawdown

Current decline from peak

-3.10%

0.00%

-3.10%

Average Drawdown

Average peak-to-trough decline

-8.77%

-10.72%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

1.97%

+1.60%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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