LAFFX vs. VTSAX
Compare and contrast key facts about Lord Abbett Affiliated Fund (LAFFX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
LAFFX is managed by Lord Abbett. It was launched on Jan 3, 1950. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LAFFX or VTSAX.
Performance
LAFFX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, LAFFX achieves a 23.90% return, which is significantly lower than VTSAX's 26.28% return. Over the past 10 years, LAFFX has underperformed VTSAX with an annualized return of 4.54%, while VTSAX has yielded a comparatively higher 12.73% annualized return.
LAFFX
23.90%
3.77%
13.61%
30.99%
7.99%
4.54%
VTSAX
26.28%
4.04%
14.03%
33.65%
15.20%
12.73%
Key characteristics
| LAFFX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 2.82 | 2.68 |
| Sortino Ratio | 3.99 | 3.57 |
| Omega Ratio | 1.51 | 1.49 |
| Calmar Ratio | 2.65 | 3.93 |
| Martin Ratio | 19.20 | 17.10 |
| Ulcer Index | 1.61% | 1.97% |
| Daily Std Dev | 10.97% | 12.56% |
| Max Drawdown | -64.67% | -55.34% |
| Current Drawdown | 0.00% | -0.28% |
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LAFFX vs. VTSAX - Expense Ratio Comparison
LAFFX has a 0.71% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Correlation
The correlation between LAFFX and VTSAX is 0.93, 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.
Risk-Adjusted Performance
LAFFX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Affiliated Fund (LAFFX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
Dividends
LAFFX vs. VTSAX - Dividend Comparison
LAFFX's dividend yield for the trailing twelve months is around 1.36%, more than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LAFFX Lord Abbett Affiliated Fund | 1.36% | 1.69% | 1.93% | 1.42% | 1.92% | 2.18% | 2.48% | 2.21% | 2.43% | 2.54% | 2.16% | 1.88% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
LAFFX vs. VTSAX - Drawdown Comparison
The maximum LAFFX drawdown since its inception was -64.67%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for LAFFX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
LAFFX vs. VTSAX - Volatility Comparison
The current volatility for Lord Abbett Affiliated Fund (LAFFX) is 3.72%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.18%. This indicates that LAFFX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.