PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LAFFX vs. AGTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LAFFX and AGTHX is 0.82, 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.


-0.50.00.51.00.8

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.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
295.51%
4,437.89%
LAFFX
AGTHX

Key characteristics

Sharpe Ratio

LAFFX:

1.06

AGTHX:

1.89

Sortino Ratio

LAFFX:

1.49

AGTHX:

2.50

Omega Ratio

LAFFX:

1.20

AGTHX:

1.34

Calmar Ratio

LAFFX:

1.19

AGTHX:

2.03

Martin Ratio

LAFFX:

4.78

AGTHX:

12.24

Ulcer Index

LAFFX:

2.65%

AGTHX:

2.41%

Daily Std Dev

LAFFX:

11.91%

AGTHX:

15.63%

Max Drawdown

LAFFX:

-64.67%

AGTHX:

-51.65%

Current Drawdown

LAFFX:

-9.53%

AGTHX:

-3.16%

Returns By Period

In the year-to-date period, LAFFX achieves a 12.80% return, which is significantly lower than AGTHX's 30.34% return. Over the past 10 years, LAFFX has underperformed AGTHX with an annualized return of 3.41%, while AGTHX has yielded a comparatively higher 13.60% annualized return.


LAFFX

YTD

12.80%

1M

-5.58%

6M

3.30%

1Y

12.60%

5Y*

5.32%

10Y*

3.41%

AGTHX

YTD

30.34%

1M

0.51%

6M

11.59%

1Y

29.64%

5Y*

14.39%

10Y*

13.60%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LAFFX vs. AGTHX - Expense Ratio Comparison

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


LAFFX
Lord Abbett Affiliated Fund
Expense ratio chart for LAFFX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for AGTHX: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for LAFFX, currently valued at 1.06, compared to the broader market-1.000.001.002.003.001.061.89
The chart of Sortino ratio for LAFFX, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.001.492.50
The chart of Omega ratio for LAFFX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.34
The chart of Calmar ratio for LAFFX, currently valued at 1.19, compared to the broader market0.002.004.006.008.0010.0012.001.192.03
The chart of Martin ratio for LAFFX, currently valued at 4.78, compared to the broader market0.0010.0020.0030.0040.0050.0060.004.7812.24
LAFFX
AGTHX

The current LAFFX Sharpe Ratio is 1.06, which is lower than the AGTHX Sharpe Ratio of 1.89. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.06
1.89
LAFFX
AGTHX

Dividends

LAFFX vs. AGTHX - Dividend Comparison

LAFFX's dividend yield for the trailing twelve months is around 1.09%, less than AGTHX's 8.83% yield.


TTM20232022202120202019201820172016201520142013
LAFFX
Lord Abbett Affiliated Fund
1.09%1.69%1.93%1.42%1.92%2.18%2.48%2.21%2.43%2.54%2.16%1.88%
AGTHX
American Funds The Growth Fund of America Class A
8.83%6.81%0.75%8.18%4.55%7.89%12.71%7.54%6.61%8.87%9.90%6.71%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.53%
-3.16%
LAFFX
AGTHX

Volatility

LAFFX vs. AGTHX - Volatility Comparison

The current volatility for Lord Abbett Affiliated Fund (LAFFX) is 3.60%, while American Funds The Growth Fund of America Class A (AGTHX) has a volatility of 5.43%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.60%
5.43%
LAFFX
AGTHX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab