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LAGVX vs. LGLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LAGVX vs. LGLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Income Fund (LAGVX) and Lord Abbett Growth Leaders Fund (LGLIX). The values are adjusted to include any dividend payments, if applicable.

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LAGVX vs. LGLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LAGVX
Lord Abbett Income Fund
-1.15%8.29%2.50%8.23%-16.34%1.39%7.98%12.96%-2.65%6.94%
LGLIX
Lord Abbett Growth Leaders Fund
-10.26%16.49%44.97%33.29%-38.73%8.62%77.55%35.02%-1.08%31.64%

Returns By Period

In the year-to-date period, LAGVX achieves a -1.15% return, which is significantly higher than LGLIX's -10.26% return. Over the past 10 years, LAGVX has underperformed LGLIX with an annualized return of 3.04%, while LGLIX has yielded a comparatively higher 15.86% annualized return.


LAGVX

1D
0.41%
1M
-2.42%
YTD
-1.15%
6M
-0.22%
1Y
4.25%
3Y*
4.62%
5Y*
0.52%
10Y*
3.04%

LGLIX

1D
5.01%
1M
-5.07%
YTD
-10.26%
6M
-13.13%
1Y
19.70%
3Y*
22.45%
5Y*
6.47%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LAGVX vs. LGLIX - Expense Ratio Comparison

LAGVX has a 0.73% expense ratio, which is higher than LGLIX's 0.64% expense ratio.


Return for Risk

LAGVX vs. LGLIX — Risk / Return Rank

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

LAGVX
LAGVX Risk / Return Rank: 3939
Overall Rank
LAGVX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
LAGVX Sortino Ratio Rank: 3333
Sortino Ratio Rank
LAGVX Omega Ratio Rank: 3333
Omega Ratio Rank
LAGVX Calmar Ratio Rank: 5252
Calmar Ratio Rank
LAGVX Martin Ratio Rank: 3939
Martin Ratio Rank

LGLIX
LGLIX Risk / Return Rank: 3131
Overall Rank
LGLIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LGLIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
LGLIX Omega Ratio Rank: 3232
Omega Ratio Rank
LGLIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
LGLIX Martin Ratio Rank: 2525
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.

LAGVX vs. LGLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Income Fund (LAGVX) and Lord Abbett Growth Leaders Fund (LGLIX). 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.


LAGVXLGLIXDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.78

+0.09

Sortino ratio

Return per unit of downside risk

1.24

1.24

-0.01

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.40

0.96

+0.44

Martin ratio

Return relative to average drawdown

4.55

2.94

+1.61

LAGVX vs. LGLIX - Sharpe Ratio Comparison

The current LAGVX Sharpe Ratio is 0.87, which is comparable to the LGLIX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of LAGVX and LGLIX, 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


LAGVXLGLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.78

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.25

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.64

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.64

+0.09

Correlation

The correlation between LAGVX and LGLIX is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LAGVX vs. LGLIX - Dividend Comparison

LAGVX's dividend yield for the trailing twelve months is around 5.05%, more than LGLIX's 2.22% yield.


TTM20252024202320222021202020192018201720162015
LAGVX
Lord Abbett Income Fund
5.05%5.44%4.57%4.48%3.15%4.81%3.46%3.85%4.27%3.49%3.94%4.70%
LGLIX
Lord Abbett Growth Leaders Fund
2.22%1.99%0.00%0.00%0.00%23.83%9.27%8.01%19.82%6.46%0.00%4.84%

Drawdowns

LAGVX vs. LGLIX - Drawdown Comparison

The maximum LAGVX drawdown since its inception was -21.70%, smaller than the maximum LGLIX drawdown of -45.95%. Use the drawdown chart below to compare losses from any high point for LAGVX and LGLIX.


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Drawdown Indicators


LAGVXLGLIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.70%

-45.95%

+24.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.69%

-21.01%

+17.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

-45.95%

+24.25%

Max Drawdown (10Y)

Largest decline over 10 years

-21.70%

-45.95%

+24.25%

Current Drawdown

Current decline from peak

-2.81%

-17.06%

+14.25%

Average Drawdown

Average peak-to-trough decline

-4.01%

-9.38%

+5.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

6.88%

-5.74%

Volatility

LAGVX vs. LGLIX - Volatility Comparison

The current volatility for Lord Abbett Income Fund (LAGVX) is 1.80%, while Lord Abbett Growth Leaders Fund (LGLIX) has a volatility of 9.60%. This indicates that LAGVX experiences smaller price fluctuations and is considered to be less risky than LGLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LAGVXLGLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

9.60%

-7.80%

Volatility (6M)

Calculated over the trailing 6-month period

3.28%

17.16%

-13.88%

Volatility (1Y)

Calculated over the trailing 1-year period

5.42%

27.05%

-21.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.65%

25.87%

-19.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.92%

24.70%

-18.78%