ALFAX vs. VSGIX
Compare and contrast key facts about Lord Abbett Alpha Strategy Fund (ALFAX) and Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX).
ALFAX is managed by Lord Abbett. It was launched on Mar 18, 1998. VSGIX is managed by Vanguard. It was launched on May 24, 2000.
Performance
ALFAX vs. VSGIX - Performance Comparison
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ALFAX vs. VSGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALFAX Lord Abbett Alpha Strategy Fund | -2.53% | 8.80% | 13.18% | 13.92% | -23.50% | 15.01% | 26.16% | 24.95% | -9.72% | 20.61% |
VSGIX Vanguard Small-Cap Growth Index Fund Institutional Shares | -3.91% | 8.44% | 14.95% | 23.07% | -28.39% | 5.70% | 35.29% | 32.77% | -5.70% | 21.94% |
Returns By Period
In the year-to-date period, ALFAX achieves a -2.53% return, which is significantly higher than VSGIX's -3.91% return. Over the past 10 years, ALFAX has underperformed VSGIX with an annualized return of 8.73%, while VSGIX has yielded a comparatively higher 9.99% annualized return.
ALFAX
- 1D
- -1.32%
- 1M
- -9.32%
- YTD
- -2.53%
- 6M
- -1.61%
- 1Y
- 16.40%
- 3Y*
- 8.86%
- 5Y*
- 1.80%
- 10Y*
- 8.73%
VSGIX
- 1D
- -1.76%
- 1M
- -9.43%
- YTD
- -3.91%
- 6M
- -2.46%
- 1Y
- 15.68%
- 3Y*
- 10.86%
- 5Y*
- 1.70%
- 10Y*
- 9.99%
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ALFAX vs. VSGIX - Expense Ratio Comparison
ALFAX has a 1.40% expense ratio, which is higher than VSGIX's 0.06% expense ratio.
Return for Risk
ALFAX vs. VSGIX — Risk / Return Rank
ALFAX
VSGIX
ALFAX vs. VSGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Alpha Strategy Fund (ALFAX) and Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ALFAX | VSGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.63 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.04 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.14 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 0.87 | +0.20 |
Martin ratioReturn relative to average drawdown | 4.45 | 3.51 | +0.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALFAX | VSGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.63 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.07 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.44 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.37 | +0.03 |
Correlation
The correlation between ALFAX and VSGIX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ALFAX vs. VSGIX - Dividend Comparison
ALFAX's dividend yield for the trailing twelve months is around 5.44%, more than VSGIX's 0.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALFAX Lord Abbett Alpha Strategy Fund | 5.44% | 5.30% | 0.80% | 0.46% | 6.94% | 5.38% | 7.99% | 14.66% | 16.61% | 11.96% | 11.85% | 15.83% |
VSGIX Vanguard Small-Cap Growth Index Fund Institutional Shares | 0.56% | 0.55% | 0.55% | 0.68% | 0.56% | 0.37% | 0.45% | 0.58% | 0.80% | 0.82% | 1.09% | 0.98% |
Drawdowns
ALFAX vs. VSGIX - Drawdown Comparison
The maximum ALFAX drawdown since its inception was -57.11%, roughly equal to the maximum VSGIX drawdown of -58.66%. Use the drawdown chart below to compare losses from any high point for ALFAX and VSGIX.
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Drawdown Indicators
| ALFAX | VSGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.11% | -58.66% | +1.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.07% | -14.50% | +1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -33.88% | -38.36% | +4.48% |
Max Drawdown (10Y)Largest decline over 10 years | -40.29% | -38.70% | -1.59% |
Current DrawdownCurrent decline from peak | -10.31% | -11.38% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -12.94% | -11.40% | -1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.59% | -0.46% |
Volatility
ALFAX vs. VSGIX - Volatility Comparison
The current volatility for Lord Abbett Alpha Strategy Fund (ALFAX) is 6.61%, while Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX) has a volatility of 7.60%. This indicates that ALFAX experiences smaller price fluctuations and is considered to be less risky than VSGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALFAX | VSGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 7.60% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 15.12% | -2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 24.20% | -4.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.76% | 23.49% | -3.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.59% | 22.88% | -2.29% |