LAGWX vs. FDSCX

In the year-to-date period, LAGWX achieves a -8.92% return, which is significantly lower than FDSCX's -6.28% return. Over the past 10 years, LAGWX has underperformed FDSCX with an annualized return of 6.49%, while FDSCX has yielded a comparatively higher 8.62% annualized return.

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LAGWX has a 0.93% expense ratio, which is higher than FDSCX's 0.90% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Developing Growth Fund (LAGWX) and Fidelity Stock Selector Small Cap Fund (FDSCX). 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 LAGWX Sharpe Ratio is 0.00, which is higher than the FDSCX Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of LAGWX and FDSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LAGWX's dividend yield for the trailing twelve months is around 0.03%, less than FDSCX's 2.89% yield.

The maximum LAGWX drawdown since its inception was -60.31%, smaller than the maximum FDSCX drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for LAGWX and FDSCX.

The current volatility for Lord Abbett Developing Growth Fund (LAGWX) is 5.56%, while Fidelity Stock Selector Small Cap Fund (FDSCX) has a volatility of 6.26%. This indicates that LAGWX experiences smaller price fluctuations and is considered to be less risky than FDSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.