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LAFFX vs. AGTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LAFFX and AGTHX is 0.92, 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.


Performance

LAFFX vs. AGTHX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

LAFFX:

0.35

AGTHX:

0.77

Sortino Ratio

LAFFX:

0.60

AGTHX:

1.19

Omega Ratio

LAFFX:

1.09

AGTHX:

1.17

Calmar Ratio

LAFFX:

0.32

AGTHX:

0.81

Martin Ratio

LAFFX:

0.96

AGTHX:

2.88

Ulcer Index

LAFFX:

6.22%

AGTHX:

6.03%

Daily Std Dev

LAFFX:

17.11%

AGTHX:

22.91%

Max Drawdown

LAFFX:

-64.67%

AGTHX:

-51.65%

Current Drawdown

LAFFX:

-7.79%

AGTHX:

-3.95%

Returns By Period

In the year-to-date period, LAFFX achieves a 2.20% return, which is significantly lower than AGTHX's 2.44% return. Over the past 10 years, LAFFX has underperformed AGTHX with an annualized return of 3.46%, while AGTHX has yielded a comparatively higher 12.77% annualized return.


LAFFX

YTD

2.20%

1M

6.75%

6M

-6.44%

1Y

5.88%

5Y*

11.48%

10Y*

3.46%

AGTHX

YTD

2.44%

1M

13.55%

6M

0.88%

1Y

17.61%

5Y*

15.27%

10Y*

12.77%

*Annualized

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LAFFX vs. AGTHX - Expense Ratio Comparison

LAFFX has a 0.71% expense ratio, which is higher than AGTHX's 0.61% expense ratio.


Risk-Adjusted Performance

LAFFX vs. AGTHX — Risk-Adjusted Performance Rank

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

LAFFX
The Risk-Adjusted Performance Rank of LAFFX is 4040
Overall Rank
The Sharpe Ratio Rank of LAFFX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of LAFFX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of LAFFX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of LAFFX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of LAFFX is 3737
Martin Ratio Rank

AGTHX
The Risk-Adjusted Performance Rank of AGTHX is 7373
Overall Rank
The Sharpe Ratio Rank of AGTHX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of AGTHX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of AGTHX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of AGTHX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of AGTHX is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LAFFX vs. AGTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Affiliated Fund (LAFFX) and American Funds The Growth Fund of America Class A (AGTHX). 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.


The current LAFFX Sharpe Ratio is 0.35, which is lower than the AGTHX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of LAFFX and AGTHX, 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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Dividends

LAFFX vs. AGTHX - Dividend Comparison

LAFFX's dividend yield for the trailing twelve months is around 1.67%, less than AGTHX's 8.77% yield.


TTM20242023202220212020201920182017201620152014
LAFFX
Lord Abbett Affiliated Fund
1.67%1.74%1.69%1.93%1.42%1.92%2.18%2.48%2.21%2.43%2.54%2.16%
AGTHX
American Funds The Growth Fund of America Class A
8.77%8.99%6.81%0.75%8.18%4.30%7.15%11.99%7.03%6.61%8.87%9.90%

Drawdowns

LAFFX vs. AGTHX - Drawdown Comparison

The maximum LAFFX drawdown since its inception was -64.67%, which is greater than AGTHX's maximum drawdown of -51.65%. Use the drawdown chart below to compare losses from any high point for LAFFX and AGTHX. For additional features, visit the drawdowns tool.


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Volatility

LAFFX vs. AGTHX - Volatility Comparison

The current volatility for Lord Abbett Affiliated Fund (LAFFX) is 4.66%, while American Funds The Growth Fund of America Class A (AGTHX) has a volatility of 6.94%. This indicates that LAFFX experiences smaller price fluctuations and is considered to be less risky than AGTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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