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LAFFX vs. LADYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LAFFX vs. LADYX - Performance Comparison

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

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LAFFX vs. LADYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LAFFX
Lord Abbett Affiliated Fund
1.20%15.75%17.30%10.50%-9.80%26.77%-1.29%25.24%-7.59%16.16%
LADYX
Lord Abbett Developing Growth Fund Class I
-0.44%14.64%22.21%8.74%-35.92%-2.50%72.82%31.89%4.89%30.27%

Returns By Period

In the year-to-date period, LAFFX achieves a 1.20% return, which is significantly higher than LADYX's -0.44% return. Over the past 10 years, LAFFX has underperformed LADYX with an annualized return of 10.15%, while LADYX has yielded a comparatively higher 12.28% annualized return.


LAFFX

1D
2.17%
1M
-5.28%
YTD
1.20%
6M
4.19%
1Y
16.39%
3Y*
15.98%
5Y*
9.60%
10Y*
10.15%

LADYX

1D
6.26%
1M
-5.41%
YTD
-0.44%
6M
1.32%
1Y
38.65%
3Y*
11.85%
5Y*
-1.78%
10Y*
12.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LAFFX vs. LADYX - Expense Ratio Comparison

LAFFX has a 0.71% expense ratio, which is higher than LADYX's 0.67% expense ratio.


Return for Risk

LAFFX vs. LADYX — Risk / Return Rank

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

LAFFX
LAFFX Risk / Return Rank: 6262
Overall Rank
LAFFX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
LAFFX Sortino Ratio Rank: 5656
Sortino Ratio Rank
LAFFX Omega Ratio Rank: 6161
Omega Ratio Rank
LAFFX Calmar Ratio Rank: 6565
Calmar Ratio Rank
LAFFX Martin Ratio Rank: 7474
Martin Ratio Rank

LADYX
LADYX Risk / Return Rank: 7575
Overall Rank
LADYX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LADYX Sortino Ratio Rank: 7272
Sortino Ratio Rank
LADYX Omega Ratio Rank: 6161
Omega Ratio Rank
LADYX Calmar Ratio Rank: 8888
Calmar Ratio Rank
LADYX Martin Ratio Rank: 8484
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.

LAFFX vs. LADYX - Risk-Adjusted Trends Comparison

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


LAFFXLADYXDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.36

-0.26

Sortino ratio

Return per unit of downside risk

1.57

1.91

-0.34

Omega ratio

Gain probability vs. loss probability

1.25

1.25

-0.01

Calmar ratio

Return relative to maximum drawdown

1.62

2.53

-0.91

Martin ratio

Return relative to average drawdown

7.39

9.13

-1.74

LAFFX vs. LADYX - Sharpe Ratio Comparison

The current LAFFX Sharpe Ratio is 1.10, which is comparable to the LADYX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of LAFFX and LADYX, 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


LAFFXLADYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.36

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

-0.07

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.46

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.35

+0.09

Correlation

The correlation between LAFFX and LADYX is 0.74, 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

LAFFX vs. LADYX - Dividend Comparison

LAFFX's dividend yield for the trailing twelve months is around 7.11%, while LADYX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
LAFFX
Lord Abbett Affiliated Fund
7.11%7.49%6.32%1.69%7.86%3.86%1.93%4.31%11.75%11.96%7.76%10.67%
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%

Drawdowns

LAFFX vs. LADYX - Drawdown Comparison

The maximum LAFFX drawdown since its inception was -60.50%, roughly equal to the maximum LADYX drawdown of -60.18%. Use the drawdown chart below to compare losses from any high point for LAFFX and LADYX.


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Drawdown Indicators


LAFFXLADYXDifference

Max Drawdown

Largest peak-to-trough decline

-60.50%

-60.18%

-0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.94%

-14.67%

+3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-19.50%

-50.98%

+31.48%

Max Drawdown (10Y)

Largest decline over 10 years

-39.59%

-54.05%

+14.46%

Current Drawdown

Current decline from peak

-5.59%

-20.61%

+15.02%

Average Drawdown

Average peak-to-trough decline

-9.05%

-20.22%

+11.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

4.07%

-1.67%

Volatility

LAFFX vs. LADYX - Volatility Comparison

The current volatility for Lord Abbett Affiliated Fund (LAFFX) is 4.55%, while Lord Abbett Developing Growth Fund Class I (LADYX) has a volatility of 12.64%. This indicates that LAFFX experiences smaller price fluctuations and is considered to be less risky than LADYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LAFFXLADYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

12.64%

-8.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

20.98%

-12.68%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

28.61%

-13.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

27.53%

-12.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

27.00%

-9.56%