GFFFX vs. LGLIX

Last updated Jun 4, 2026

GFFFX (American Funds The Growth Fund of America) and LGLIX (Lord Abbett Growth Leaders Fund) are both Large Cap Growth Equities funds. Over the past 10 years, GFFFX returned 16.22%/yr vs 18.20%/yr for LGLIX. Their correlation of 0.92 suggests significant overlap in exposure. GFFFX charges 0.40%/yr vs 0.64%/yr for LGLIX.

Performance

GFFFX vs. LGLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The Growth Fund of America (GFFFX) and Lord Abbett Growth Leaders Fund (LGLIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with GFFFX having a 10.19% return and LGLIX slightly higher at 10.47%. Over the past 10 years, GFFFX has underperformed LGLIX with an annualized return of 16.22%, while LGLIX has yielded a comparatively higher 18.20% annualized return.

GFFFX

• 1D: -0.32%
• 1M: 6.84%
• YTD: 10.19%
• 6M: 9.81%
• 1Y: 26.45%
• 3Y*: 25.40%
• 5Y*: 12.74%
• 10Y*: 16.22%

LGLIX

• 1D: 0.13%
• 1M: 6.80%
• YTD: 10.47%
• 6M: 9.03%
• 1Y: 26.45%
• 3Y*: 28.69%
• 5Y*: 11.55%
• 10Y*: 18.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GFFFX vs. LGLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GFFFX American Funds The Growth Fund of America	10.19%	19.96%	28.28%	37.51%	-30.61%	19.55%	38.16%	28.43%	-2.96%	26.38%
LGLIX Lord Abbett Growth Leaders Fund	10.47%	16.49%	44.97%	33.29%	-38.73%	8.62%	77.55%	35.02%	-1.08%	31.64%

Correlation

The correlation between GFFFX and LGLIX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jun 30, 2011	0.92

The correlation between GFFFX and LGLIX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

Return for Risk

GFFFX vs. LGLIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GFFFX

GFFFX Risk / Return Rank: 34
GFFFX Sharpe Ratio Rank: 38
GFFFX Sortino Ratio Rank: 35
GFFFX Omega Ratio Rank: 36
GFFFX Calmar Ratio Rank: 28
GFFFX Martin Ratio Rank: 34

LGLIX

LGLIX Risk / Return Rank: 17
LGLIX Sharpe Ratio Rank: 21
LGLIX Sortino Ratio Rank: 18
LGLIX Omega Ratio Rank: 20
LGLIX Calmar Ratio Rank: 14
LGLIX Martin Ratio Rank: 13

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.

GFFFX vs. LGLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Growth Fund of America (GFFFX) and Lord Abbett Growth Leaders Fund (LGLIX). 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.

	GFFFX	LGLIX	Difference
Sharpe ratio: Return per unit of total volatility	1.79	1.30	+0.49
Sortino ratio: Return per unit of downside risk	2.45	1.77	+0.68
Omega ratio: Gain probability vs. loss probability	1.32	1.23	+0.09
Calmar ratio: Return relative to maximum drawdown	1.97	1.30	+0.67
Martin ratio: Return relative to average drawdown	7.70	3.76	+3.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GFFFX vs. LGLIX - Sharpe Ratio Comparison

The current GFFFX Sharpe Ratio is 1.79, which is higher than the LGLIX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of GFFFX and LGLIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GFFFX	LGLIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.79	1.30	+0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.45	+0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	0.74	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.70	+0.10

Drawdowns

GFFFX vs. LGLIX - Drawdown Comparison

The maximum GFFFX drawdown since its inception was -36.26%, smaller than the maximum LGLIX drawdown of -45.95%. Use the drawdown chart below to compare losses from any high point for GFFFX and LGLIX.

Drawdown Indicators

	GFFFX	LGLIX	Difference
Max Drawdown Largest peak-to-trough decline	-36.26%	-45.95%	+9.69%
Max Drawdown (1Y) Largest decline over 1 year	-13.74%	-21.01%	+7.27%
Max Drawdown (3Y) Largest decline over 3 years	-21.55%	-29.25%	+7.70%
Max Drawdown (5Y) Largest decline over 5 years	-36.26%	-45.95%	+9.69%
Max Drawdown (10Y) Largest decline over 10 years	-36.26%	-45.95%	+9.69%
Current Drawdown Current decline from peak	-0.32%	0.00%	-0.32%
Average Drawdown Average peak-to-trough decline	-5.57%	-9.34%	+3.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.51%	7.27%	-3.76%

Volatility

GFFFX vs. LGLIX - Volatility Comparison

The current volatility for American Funds The Growth Fund of America (GFFFX) is 3.67%, while Lord Abbett Growth Leaders Fund (LGLIX) has a volatility of 5.23%. This indicates that GFFFX experiences smaller price fluctuations and is considered to be less risky than LGLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GFFFX	LGLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.67%	5.23%	-1.56%
Volatility (6M) Calculated over the trailing 6-month period	11.66%	15.72%	-4.06%
Volatility (1Y) Calculated over the trailing 1-year period	15.16%	21.07%	-5.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.25%	25.84%	-5.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.69%	24.79%	-5.10%

GFFFX vs. LGLIX - Expense Ratio Comparison

GFFFX has a 0.40% expense ratio, which is lower than LGLIX's 0.64% expense ratio.

Dividends

GFFFX vs. LGLIX - Dividend Comparison

GFFFX's dividend yield for the trailing twelve months is around 9.94%, more than LGLIX's 1.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GFFFX American Funds The Growth Fund of America	9.94%	10.95%	9.23%	7.64%	4.32%	8.42%	4.51%	7.38%	12.29%	7.27%	6.87%	9.13%
LGLIX Lord Abbett Growth Leaders Fund	1.80%	1.99%	0.00%	0.00%	0.00%	23.83%	9.27%	8.01%	19.82%	6.46%	0.00%	4.84%

Frequently Asked Questions

Can I hold both GFFFX and LGLIX in my portfolio?

With a correlation of 0.90, GFFFX and LGLIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, GFFFX or LGLIX?

LGLIX has higher volatility (5.23%) compared to GFFFX (3.67%). In terms of maximum drawdown, GFFFX dropped -36.26% vs LGLIX's -45.95%.

Which has better risk-adjusted returns?

GFFFX currently has the higher Sharpe Ratio (1.79 vs 1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.