LADYX vs. LGLIX

Last updated Jun 4, 2026

LADYX (Lord Abbett Developing Growth Fund Class I) and LGLIX (Lord Abbett Growth Leaders Fund) are both mutual funds - LADYX is a Small Cap Growth Equities fund managed by Lord Abbett, while LGLIX is a Large Cap Growth Equities fund managed by Lord Abbett. Over the past 10 years, LADYX returned 15.15%/yr vs 18.20%/yr for LGLIX. Their correlation of 0.89 suggests significant overlap in exposure. LADYX charges 0.67%/yr vs 0.64%/yr for LGLIX.

Performance

LADYX vs. LGLIX - Performance Comparison

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

Returns By Period

In the year-to-date period, LADYX achieves a 31.32% return, which is significantly higher than LGLIX's 10.47% return. Over the past 10 years, LADYX has underperformed LGLIX with an annualized return of 15.15%, while LGLIX has yielded a comparatively higher 18.20% annualized return.

LADYX

• 1D: 0.93%
• 1M: 10.50%
• YTD: 31.32%
• 6M: 28.85%
• 1Y: 61.46%
• 3Y*: 22.02%
• 5Y*: 5.08%
• 10Y*: 15.15%

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)

LADYX vs. LGLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LADYX Lord Abbett Developing Growth Fund Class I	31.32%	14.64%	22.21%	8.74%	-35.92%	-2.50%	72.82%	31.89%	4.89%	30.27%
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 LADYX and LGLIX is 0.82, 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	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Jun 30, 2011	0.89

The correlation between LADYX and LGLIX has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

Return for Risk

LADYX vs. LGLIX — Risk / Return Rank

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

LADYX

LADYX Risk / Return Rank: 68
LADYX Sharpe Ratio Rank: 66
LADYX Sortino Ratio Rank: 52
LADYX Omega Ratio Rank: 51
LADYX Calmar Ratio Rank: 88
LADYX Martin Ratio Rank: 85

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.

LADYX vs. LGLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Developing Growth Fund Class I (LADYX) 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.

	LADYX	LGLIX	Difference
Sharpe ratio: Return per unit of total volatility	2.39	1.30	+1.08
Sortino ratio: Return per unit of downside risk	3.02	1.77	+1.25
Omega ratio: Gain probability vs. loss probability	1.39	1.23	+0.16
Calmar ratio: Return relative to maximum drawdown	4.32	1.30	+3.01
Martin ratio: Return relative to average drawdown	16.07	3.76	+12.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LADYX vs. LGLIX - Sharpe Ratio Comparison

The current LADYX Sharpe Ratio is 2.39, which is higher than the LGLIX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of LADYX 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

	LADYX	LGLIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.39	1.30	+1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.18	0.45	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	0.74	-0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.70	-0.31

Drawdowns

LADYX vs. LGLIX - Drawdown Comparison

The maximum LADYX drawdown since its inception was -60.18%, which is greater than LGLIX's maximum drawdown of -45.95%. Use the drawdown chart below to compare losses from any high point for LADYX and LGLIX.

Drawdown Indicators

	LADYX	LGLIX	Difference
Max Drawdown Largest peak-to-trough decline	-60.18%	-45.95%	-14.23%
Max Drawdown (1Y) Largest decline over 1 year	-14.67%	-21.01%	+6.34%
Max Drawdown (3Y) Largest decline over 3 years	-32.06%	-29.25%	-2.81%
Max Drawdown (5Y) Largest decline over 5 years	-50.98%	-45.95%	-5.03%
Max Drawdown (10Y) Largest decline over 10 years	-54.05%	-45.95%	-8.10%
Current Drawdown Current decline from peak	-0.34%	0.00%	-0.34%
Average Drawdown Average peak-to-trough decline	-20.14%	-9.34%	-10.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.93%	7.27%	-3.34%

Volatility

LADYX vs. LGLIX - Volatility Comparison

Lord Abbett Developing Growth Fund Class I (LADYX) has a higher volatility of 9.55% compared to Lord Abbett Growth Leaders Fund (LGLIX) at 5.23%. This indicates that LADYX's price experiences larger fluctuations and is considered to be riskier than LGLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LADYX	LGLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.55%	5.23%	+4.32%
Volatility (6M) Calculated over the trailing 6-month period	21.54%	15.72%	+5.82%
Volatility (1Y) Calculated over the trailing 1-year period	26.55%	21.07%	+5.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.67%	25.84%	+1.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.23%	24.79%	+2.44%

LADYX vs. LGLIX - Expense Ratio Comparison

LADYX has a 0.67% expense ratio, which is higher than LGLIX's 0.64% expense ratio.

Dividends

LADYX vs. LGLIX - Dividend Comparison

LADYX has not paid dividends to shareholders, while LGLIX's dividend yield for the trailing twelve months is around 1.80%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LADYX Lord Abbett Developing Growth Fund Class I	0.00%	0.00%	0.21%	0.00%	0.00%	9.60%	7.58%	18.36%	28.34%	0.00%	0.00%	8.82%
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 LADYX and LGLIX in my portfolio?

LADYX and LGLIX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LADYX or LGLIX?

LADYX has higher volatility (9.55%) compared to LGLIX (5.23%). In terms of maximum drawdown, LADYX dropped -60.18% vs LGLIX's -45.95%.

Which has better risk-adjusted returns?

LADYX currently has the higher Sharpe Ratio (2.39 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.