PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Lord Abbett Small Cap Value Fund (LRSCX) Sortino Ratio: 2.22

Mutual Fund · Currency in USD · Last updated Jun 4, 2026

Under normal circumstances, the fund invests at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in equity securities of small companies. It may invest up to 10% of its net assets in securities of foreign companies, including emerging market companies, American Depositary Receipts ("ADRs"). The adviser defines foreign companies as those whose securities are traded primarily on non-U.S. securities exchanges.

LRSCX's Sortino Ratio of 2.22 indicates that for each unit of downside volatility, it generates 2.22 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

LRSCX Sortino Ratio Rank

LRSCX Sortino Ratio Rank: 28.128
Below Average

LRSCX ranks above 28.1% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Returns may not adequately compensate for downside risk taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better downside protection
  • Assess whether downside exposure aligns with your portfolio goals

LRSCX Sortino Ratio Market Positioning

The chart shows LRSCX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.

  • Red zone (bottom 25%): 2.10 or lower
  • Yellow zone (middle 50%): 2.10 to 3.66
  • Green zone (top 25%): 3.66 or higher
  • Top 1%: 9.17+
  • Median: 3.00 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Lord Abbett Small Cap Value Fund's Sortino Ratio with other mutual funds in the Small Cap Value Equities category across multiple time periods, showing how LRSCX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
AVALXAegis Value Fund4.43
MMEYXVictory Integrity Discovery Fund4.06
VSCAXInvesco Small Cap Value Fund3.96
QRSVXFPA Queens Road Small Cap Value Fund Investor Class3.90
WSCVXWalthausen Small Cap Value Fund3.90
TSLTXTransamerica Small Cap Value3.87
FESCXFirst Eagle Small Cap Opportunity Fund3.78
RYSEXRoyce Special Equity Fund3.74
HRTVXHeartland Value Fund3.69
ICISXVY Columbia Small Cap Value II Portfolio3.68
LRSCXLord Abbett Small Cap Value Fund2.22

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows LRSCX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when LRSCX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sortino Ratio Calculator

IHow does LRSCX fit in your portfolio?

Add your other holdings to see your portfolio's Sortino Ratio and find out.

Analyze Your Portfolio