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

Correlation

The correlation between LAFFX and LAVLX is 0.83, 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. LAVLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Affiliated Fund (LAFFX) and Lord Abbett Mid Cap Stock Fund (LAVLX). The values are adjusted to include any dividend payments, if applicable.

240.00%260.00%280.00%300.00%320.00%340.00%360.00%December2025FebruaryMarchAprilMay
295.46%
272.84%
LAFFX
LAVLX

Key characteristics

Sharpe Ratio

LAFFX:

0.36

LAVLX:

-0.30

Sortino Ratio

LAFFX:

0.61

LAVLX:

-0.27

Omega Ratio

LAFFX:

1.09

LAVLX:

0.96

Calmar Ratio

LAFFX:

0.33

LAVLX:

-0.23

Martin Ratio

LAFFX:

1.00

LAVLX:

-0.60

Ulcer Index

LAFFX:

6.13%

LAVLX:

10.32%

Daily Std Dev

LAFFX:

17.04%

LAVLX:

20.56%

Max Drawdown

LAFFX:

-64.67%

LAVLX:

-68.35%

Current Drawdown

LAFFX:

-9.54%

LAVLX:

-19.14%

Returns By Period

In the year-to-date period, LAFFX achieves a 0.26% return, which is significantly higher than LAVLX's -5.51% return. Over the past 10 years, LAFFX has outperformed LAVLX with an annualized return of 3.29%, while LAVLX has yielded a comparatively lower 2.56% annualized return.


LAFFX

YTD

0.26%

1M

9.92%

6M

-8.26%

1Y

5.08%

5Y*

10.28%

10Y*

3.29%

LAVLX

YTD

-5.51%

1M

9.21%

6M

-18.02%

1Y

-7.44%

5Y*

8.14%

10Y*

2.56%

*Annualized

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LAFFX vs. LAVLX - Expense Ratio Comparison

LAFFX has a 0.71% expense ratio, which is lower than LAVLX's 0.98% expense ratio.


Risk-Adjusted Performance

LAFFX vs. LAVLX — 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 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of LAFFX is 3939
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

LAVLX
The Risk-Adjusted Performance Rank of LAVLX is 77
Overall Rank
The Sharpe Ratio Rank of LAVLX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of LAVLX is 77
Sortino Ratio Rank
The Omega Ratio Rank of LAVLX is 77
Omega Ratio Rank
The Calmar Ratio Rank of LAVLX is 66
Calmar Ratio Rank
The Martin Ratio Rank of LAVLX is 77
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. LAVLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Affiliated Fund (LAFFX) and Lord Abbett Mid Cap Stock Fund (LAVLX). 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 0.36, which is higher than the LAVLX Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of LAFFX and LAVLX, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.36
-0.30
LAFFX
LAVLX

Dividends

LAFFX vs. LAVLX - Dividend Comparison

LAFFX's dividend yield for the trailing twelve months is around 6.28%, less than LAVLX's 10.27% yield.


TTM20242023202220212020201920182017201620152014
LAFFX
Lord Abbett Affiliated Fund
6.28%6.32%1.69%7.86%3.86%1.93%4.31%11.75%11.96%7.76%10.67%7.11%
LAVLX
Lord Abbett Mid Cap Stock Fund
10.27%9.70%1.23%8.40%8.51%1.19%3.19%6.55%2.67%0.60%0.79%0.47%

Drawdowns

LAFFX vs. LAVLX - Drawdown Comparison

The maximum LAFFX drawdown since its inception was -64.67%, smaller than the maximum LAVLX drawdown of -68.35%. Use the drawdown chart below to compare losses from any high point for LAFFX and LAVLX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.54%
-19.14%
LAFFX
LAVLX

Volatility

LAFFX vs. LAVLX - Volatility Comparison

The current volatility for Lord Abbett Affiliated Fund (LAFFX) is 8.68%, while Lord Abbett Mid Cap Stock Fund (LAVLX) has a volatility of 9.53%. This indicates that LAFFX experiences smaller price fluctuations and is considered to be less risky than LAVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.68%
9.53%
LAFFX
LAVLX