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LAGWX vs. FDSCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LAGWX and FDSCX is 0.88, 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.


-0.50.00.51.00.9

Performance

LAGWX vs. FDSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Developing Growth Fund (LAGWX) and Fidelity Stock Selector Small Cap Fund (FDSCX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
130.57%
359.21%
LAGWX
FDSCX

Key characteristics

Sharpe Ratio

LAGWX:

1.26

FDSCX:

0.78

Sortino Ratio

LAGWX:

1.80

FDSCX:

1.20

Omega Ratio

LAGWX:

1.22

FDSCX:

1.15

Calmar Ratio

LAGWX:

0.55

FDSCX:

0.76

Martin Ratio

LAGWX:

8.02

FDSCX:

4.34

Ulcer Index

LAGWX:

3.57%

FDSCX:

3.45%

Daily Std Dev

LAGWX:

22.70%

FDSCX:

19.06%

Max Drawdown

LAGWX:

-64.82%

FDSCX:

-69.56%

Current Drawdown

LAGWX:

-37.43%

FDSCX:

-11.36%

Returns By Period

In the year-to-date period, LAGWX achieves a 24.09% return, which is significantly higher than FDSCX's 11.89% return. Over the past 10 years, LAGWX has underperformed FDSCX with an annualized return of 0.27%, while FDSCX has yielded a comparatively higher 5.25% annualized return.


LAGWX

YTD

24.09%

1M

-2.02%

6M

11.97%

1Y

26.01%

5Y*

2.88%

10Y*

0.27%

FDSCX

YTD

11.89%

1M

-6.97%

6M

5.24%

1Y

13.35%

5Y*

7.97%

10Y*

5.25%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LAGWX vs. FDSCX - Expense Ratio Comparison

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


LAGWX
Lord Abbett Developing Growth Fund
Expense ratio chart for LAGWX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%
Expense ratio chart for FDSCX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%

Risk-Adjusted Performance

LAGWX vs. FDSCX - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for LAGWX, currently valued at 1.26, compared to the broader market-1.000.001.002.003.004.001.260.78
The chart of Sortino ratio for LAGWX, currently valued at 1.80, compared to the broader market-2.000.002.004.006.008.0010.001.801.20
The chart of Omega ratio for LAGWX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.15
The chart of Calmar ratio for LAGWX, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.0012.0014.000.550.76
The chart of Martin ratio for LAGWX, currently valued at 8.02, compared to the broader market0.0020.0040.0060.008.024.34
LAGWX
FDSCX

The current LAGWX Sharpe Ratio is 1.26, which is higher than the FDSCX Sharpe Ratio of 0.78. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.26
0.78
LAGWX
FDSCX

Dividends

LAGWX vs. FDSCX - Dividend Comparison

Neither LAGWX nor FDSCX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
LAGWX
Lord Abbett Developing Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FDSCX
Fidelity Stock Selector Small Cap Fund
0.00%0.23%0.12%0.17%0.00%0.33%0.28%0.43%0.47%7.52%0.37%0.06%

Drawdowns

LAGWX vs. FDSCX - Drawdown Comparison

The maximum LAGWX drawdown since its inception was -64.82%, smaller than the maximum FDSCX drawdown of -69.56%. Use the drawdown chart below to compare losses from any high point for LAGWX and FDSCX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-37.43%
-11.36%
LAGWX
FDSCX

Volatility

LAGWX vs. FDSCX - Volatility Comparison

Lord Abbett Developing Growth Fund (LAGWX) has a higher volatility of 7.44% compared to Fidelity Stock Selector Small Cap Fund (FDSCX) at 6.51%. This indicates that LAGWX's price experiences larger fluctuations and is considered to be riskier than FDSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
7.44%
6.51%
LAGWX
FDSCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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