LADYX vs. SGPIX

Last updated Aug 6, 2026

LADYX (Lord Abbett Developing Growth Fund Class I) and SGPIX (ProFunds Small Cap Growth Fund) are both Small Cap Growth Equities funds. Over the past 10 years, LADYX returned 13.72%/yr vs 8.78%/yr for SGPIX. Their correlation of 0.88 means they have usually moved in the same direction. LADYX charges 0.67%/yr vs 1.60%/yr for SGPIX.

Performance

LADYX vs. SGPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Developing Growth Fund Class I (LADYX) and ProFunds Small Cap Growth Fund (SGPIX). 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 LADYX having a 24.86% return and SGPIX slightly higher at 25.88%. Over the past 10 years, LADYX has outperformed SGPIX with an annualized return of 13.72%, while SGPIX has yielded a comparatively lower 8.78% annualized return.

LADYX

• 1D: 3.04%
• 1M: -5.24%
• 6M: 24.24%
• YTD: 24.86%
• 1Y: 41.66%
• 3Y*: 20.84%
• 5Y*: 2.76%
• 10Y*: 13.72%
• ALL TIME*: 9.63%

SGPIX

• 1D: 1.84%
• 1M: 1.10%
• 6M: 19.64%
• YTD: 25.88%
• 1Y: 31.98%
• 3Y*: 13.87%
• 5Y*: 4.08%
• 10Y*: 8.78%
• ALL TIME*: 8.22%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LADYX Lord Abbett Developing Growth Fund Class I	$0.00	$0.00	$0.00
SGPIX ProFunds Small Cap Growth Fund	$0.00	$0.00	$0.00

LADYX vs. SGPIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LADYX Lord Abbett Developing Growth Fund Class I	24.86%	14.64%	22.21%	8.74%	-35.92%	-2.50%	72.82%	31.89%	4.89%	30.27%
SGPIX ProFunds Small Cap Growth Fund	25.88%	3.52%	7.53%	15.35%	-22.72%	13.29%	17.43%	18.95%	-5.76%	12.73%

Correlation

The correlation between LADYX and SGPIX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.78
Correlation (3Y) Balances recent behavior with more history.	0.79
Correlation (5Y) Shows whether the relationship held over a longer period.	0.83
Correlation (10Y) Provides a long-term view across more market conditions.	0.80
Correlation (All Time) Calculated using the full available price history since Jan 2, 2002	0.88

The correlation between LADYX and SGPIX shifts across timeframes, from 0.78 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LADYX vs. SGPIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LADYX

LADYX Risk / Return Rank: 40
LADYX Sharpe Ratio Rank: 35
LADYX Sortino Ratio Rank: 33
LADYX Omega Ratio Rank: 32
LADYX Calmar Ratio Rank: 51
LADYX Martin Ratio Rank: 49

SGPIX

SGPIX Risk / Return Rank: 74
SGPIX Sharpe Ratio Rank: 67
SGPIX Sortino Ratio Rank: 74
SGPIX Omega Ratio Rank: 56
SGPIX Calmar Ratio Rank: 88
SGPIX Martin Ratio Rank: 83

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LADYX vs. SGPIX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LADYX	SGPIX	Difference
Sharpe ratio: Return per unit of total volatility	1.33	1.84	-0.51
Sortino ratio: Return per unit of downside risk	1.87	2.75	-0.89
Omega ratio: Gain probability vs. loss probability	1.24	1.32	-0.08
Calmar ratio: Return relative to maximum drawdown	2.20	3.58	-1.38
Martin ratio: Return relative to average drawdown	7.78	11.99	-4.21

LADYX vs. SGPIX - Sharpe Ratio Comparison

The current LADYX Sharpe Ratio is 1.33, which is comparable to the SGPIX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of LADYX and SGPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LADYX vs. SGPIX - Drawdown Comparison

The maximum LADYX drawdown since its inception was -60.18%, roughly equal to the maximum SGPIX drawdown of -58.70%. Use the drawdown chart below to compare losses from any high point for LADYX and SGPIX.

Drawdown Indicators

	LADYX	SGPIX	Difference
Max Drawdown Largest peak-to-trough decline	-60.18%	-58.70%	-1.48%
Max Drawdown (1Y) Largest decline over 1 year	-18.41%	-9.15%	-9.26%
Max Drawdown (3Y) Largest decline over 3 years	-32.06%	-27.72%	-4.34%
Max Drawdown (5Y) Largest decline over 5 years	-50.98%	-34.64%	-16.34%
Max Drawdown (10Y) Largest decline over 10 years	-54.05%	-43.14%	-10.91%
Current Drawdown Current decline from peak	-9.80%	0.00%	-9.80%
Average Drawdown Average peak-to-trough decline	-20.06%	-11.19%	-8.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.19%	2.73%	+2.46%

Volatility

LADYX vs. SGPIX - Volatility Comparison

Lord Abbett Developing Growth Fund Class I (LADYX) has a higher volatility of 11.42% compared to ProFunds Small Cap Growth Fund (SGPIX) at 4.73%. This indicates that LADYX's price experiences larger fluctuations and is considered to be riskier than SGPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LADYX	SGPIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.42%	4.73%	+6.69%
Volatility (6M) Calculated over the trailing 6-month period	25.64%	13.07%	+12.57%
Volatility (1Y) Calculated over the trailing 1-year period	30.49%	17.87%	+12.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.42%	21.63%	+6.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.60%	22.33%	+5.27%

LADYX vs. SGPIX - Expense Ratio Comparison

LADYX has a 0.67% expense ratio, which is lower than SGPIX's 1.60% expense ratio.

Dividends

LADYX vs. SGPIX - Dividend Comparison

Neither LADYX nor SGPIX has paid dividends to shareholders.

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%
SGPIX ProFunds Small Cap Growth Fund	0.00%	0.18%	1.58%	0.80%	3.80%	2.06%	0.00%	0.00%	4.29%	0.00%	0.00%	2.58%

Frequently Asked Questions

Can I hold both LADYX and SGPIX in my portfolio?

LADYX and SGPIX have a correlation of 0.78, 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 SGPIX?

LADYX has higher volatility (11.42%) compared to SGPIX (4.73%). In terms of maximum drawdown, LADYX dropped -60.18% vs SGPIX's -58.70%.

Which has better risk-adjusted returns?

SGPIX currently has the higher Sharpe Ratio (1.84 vs 1.33), 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.