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LAFFX vs. LCFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LAFFX vs. LCFIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, LAFFX achieves a 11.33% return, which is significantly higher than LCFIX's 2.12% return. Over the past 10 years, LAFFX has outperformed LCFIX with an annualized return of 10.94%, while LCFIX has yielded a comparatively lower 1.75% annualized return.


LAFFX

1D
0.31%
1M
3.29%
YTD
11.33%
6M
10.92%
1Y
24.64%
3Y*
18.60%
5Y*
11.31%
10Y*
10.94%

LCFIX

1D
0.10%
1M
2.23%
YTD
2.12%
6M
2.53%
1Y
7.61%
3Y*
3.58%
5Y*
-0.16%
10Y*
1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LAFFX vs. LCFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LAFFX
Lord Abbett Affiliated Fund
11.33%15.75%17.30%10.50%-9.80%26.77%-1.29%25.24%-7.59%16.16%
LCFIX
Lord Abbett California Tax Free Fund
2.12%3.19%1.87%6.63%-13.89%2.66%4.65%9.54%0.51%6.72%

Correlation

The correlation between LAFFX and LCFIX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Aug 30, 1985

0.04

The correlation between LAFFX and LCFIX shifts across timeframes, from -0.01 (10 years) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LAFFX vs. LCFIX — Risk / Return Rank

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

LAFFX
LAFFX Risk / Return Rank: 7474
Overall Rank
LAFFX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LAFFX Sortino Ratio Rank: 7373
Sortino Ratio Rank
LAFFX Omega Ratio Rank: 6767
Omega Ratio Rank
LAFFX Calmar Ratio Rank: 7676
Calmar Ratio Rank
LAFFX Martin Ratio Rank: 7878
Martin Ratio Rank

LCFIX
LCFIX Risk / Return Rank: 6666
Overall Rank
LCFIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
LCFIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
LCFIX Omega Ratio Rank: 8888
Omega Ratio Rank
LCFIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
LCFIX Martin Ratio Rank: 4040
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. LCFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Affiliated Fund (LAFFX) and Lord Abbett California Tax Free Fund (LCFIX). 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.


LAFFXLCFIXDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.42

1.58

-0.17

Calmar ratioReturn relative to maximum drawdown

3.26

2.36

+0.90

Martin ratioReturn relative to average drawdown

13.66

8.22

+5.44

LAFFX vs. LCFIX - Sharpe Ratio Comparison

The current LAFFX Sharpe Ratio is 2.30, which is comparable to the LCFIX Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of LAFFX and LCFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LAFFX vs. LCFIX - Drawdown Comparison

The maximum LAFFX drawdown since its inception was -60.50%, which is greater than LCFIX's maximum drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for LAFFX and LCFIX.


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Drawdown Indicators


LAFFXLCFIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.50%

-22.34%

-38.16%

Max Drawdown (1Y)

Largest decline over 1 year

-7.59%

-3.24%

-4.35%

Max Drawdown (3Y)

Largest decline over 3 years

-15.38%

-6.95%

-8.43%

Max Drawdown (5Y)

Largest decline over 5 years

-19.50%

-19.85%

+0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-39.59%

-19.85%

-19.74%

Current Drawdown

Current decline from peak

-0.40%

-1.81%

+1.41%

Average Drawdown

Average peak-to-trough decline

-9.01%

-3.30%

-5.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

0.93%

+0.88%

Volatility

LAFFX vs. LCFIX - Volatility Comparison

Lord Abbett Affiliated Fund (LAFFX) has a higher volatility of 3.18% compared to Lord Abbett California Tax Free Fund (LCFIX) at 0.90%. This indicates that LAFFX's price experiences larger fluctuations and is considered to be riskier than LCFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LAFFXLCFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

0.90%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.64%

2.49%

+6.15%

Volatility (1Y)

Calculated over the trailing 1-year period

10.76%

3.25%

+7.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

4.81%

+9.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.46%

4.90%

+12.56%

LAFFX vs. LCFIX - Expense Ratio Comparison

LAFFX has a 0.71% expense ratio, which is lower than LCFIX's 0.77% expense ratio.


Dividends

LAFFX vs. LCFIX - Dividend Comparison

LAFFX's dividend yield for the trailing twelve months is around 6.46%, more than LCFIX's 3.54% yield.


PositionTTM20252024202320222021202020192018201720162015
LAFFX
Lord Abbett Affiliated Fund
6.46%7.49%6.32%1.69%7.86%3.86%1.93%4.31%11.75%11.96%7.76%10.67%
LCFIX
Lord Abbett California Tax Free Fund
3.54%4.07%3.04%2.77%2.02%2.19%2.40%3.01%3.09%3.05%3.35%3.37%

Frequently Asked Questions


LAFFX and LCFIX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LAFFX has higher volatility (3.18%) compared to LCFIX (0.90%). In terms of maximum drawdown, LAFFX dropped -60.50% vs LCFIX's -22.34%.

LCFIX currently has the higher Sharpe Ratio (2.35 vs 2.30), 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.

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