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LABFX vs. FRGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LABFX vs. FRGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Multi-Asset Balanced Opportunity Fund (LABFX) and Fidelity 70% Allocation Fund (FRGAX). The values are adjusted to include any dividend payments, if applicable.

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LABFX vs. FRGAX - Yearly Performance Comparison


2026 (YTD)2025202420232022
LABFX
Lord Abbett Multi-Asset Balanced Opportunity Fund
-2.94%12.93%15.10%11.91%-1.41%
FRGAX
Fidelity 70% Allocation Fund
-3.53%17.10%12.91%17.57%-1.63%

Returns By Period

In the year-to-date period, LABFX achieves a -2.94% return, which is significantly higher than FRGAX's -3.53% return.


LABFX

1D
-0.08%
1M
-5.76%
YTD
-2.94%
6M
-1.32%
1Y
10.06%
3Y*
11.24%
5Y*
3.43%
10Y*
6.73%

FRGAX

1D
-0.17%
1M
-6.67%
YTD
-3.53%
6M
-1.21%
1Y
13.49%
3Y*
12.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LABFX vs. FRGAX - Expense Ratio Comparison

LABFX has a 0.50% expense ratio, which is higher than FRGAX's 0.02% expense ratio.


Return for Risk

LABFX vs. FRGAX — Risk / Return Rank

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

LABFX
LABFX Risk / Return Rank: 5959
Overall Rank
LABFX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
LABFX Sortino Ratio Rank: 5959
Sortino Ratio Rank
LABFX Omega Ratio Rank: 5858
Omega Ratio Rank
LABFX Calmar Ratio Rank: 5959
Calmar Ratio Rank
LABFX Martin Ratio Rank: 6060
Martin Ratio Rank

FRGAX
FRGAX Risk / Return Rank: 6464
Overall Rank
FRGAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FRGAX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FRGAX Omega Ratio Rank: 6363
Omega Ratio Rank
FRGAX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FRGAX Martin Ratio Rank: 6969
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.

LABFX vs. FRGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Multi-Asset Balanced Opportunity Fund (LABFX) and Fidelity 70% Allocation Fund (FRGAX). 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.


LABFXFRGAXDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.15

-0.06

Sortino ratio

Return per unit of downside risk

1.54

1.67

-0.14

Omega ratio

Gain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratio

Return relative to maximum drawdown

1.38

1.41

-0.02

Martin ratio

Return relative to average drawdown

5.73

6.55

-0.82

LABFX vs. FRGAX - Sharpe Ratio Comparison

The current LABFX Sharpe Ratio is 1.09, which is comparable to the FRGAX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of LABFX and FRGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LABFXFRGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.15

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.21

-0.61

Correlation

The correlation between LABFX and FRGAX is 0.96, 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

LABFX vs. FRGAX - Dividend Comparison

LABFX's dividend yield for the trailing twelve months is around 2.15%, more than FRGAX's 2.08% yield.


TTM20252024202320222021202020192018201720162015
LABFX
Lord Abbett Multi-Asset Balanced Opportunity Fund
2.15%2.27%2.52%2.25%1.81%13.30%5.83%3.04%5.83%4.39%3.32%7.83%
FRGAX
Fidelity 70% Allocation Fund
2.08%2.00%2.01%1.77%1.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LABFX vs. FRGAX - Drawdown Comparison

The maximum LABFX drawdown since its inception was -41.58%, which is greater than FRGAX's maximum drawdown of -11.77%. Use the drawdown chart below to compare losses from any high point for LABFX and FRGAX.


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Drawdown Indicators


LABFXFRGAXDifference

Max Drawdown

Largest peak-to-trough decline

-41.58%

-11.77%

-29.81%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-8.53%

+1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-26.26%

Max Drawdown (10Y)

Largest decline over 10 years

-26.26%

Current Drawdown

Current decline from peak

-6.10%

-7.03%

+0.93%

Average Drawdown

Average peak-to-trough decline

-5.20%

-1.62%

-3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

1.87%

-0.21%

Volatility

LABFX vs. FRGAX - Volatility Comparison

The current volatility for Lord Abbett Multi-Asset Balanced Opportunity Fund (LABFX) is 3.18%, while Fidelity 70% Allocation Fund (FRGAX) has a volatility of 3.78%. This indicates that LABFX experiences smaller price fluctuations and is considered to be less risky than FRGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LABFXFRGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

3.78%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

5.79%

6.72%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

9.52%

11.92%

-2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.35%

10.27%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.37%

10.27%

+1.10%