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LAGWX vs. LAFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LAGWX vs. LAFFX - Performance Comparison

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

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LAGWX vs. LAFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LAGWX
Lord Abbett Developing Growth Fund
-0.55%14.37%21.89%8.50%-36.09%-2.77%72.40%31.47%4.52%29.92%
LAFFX
Lord Abbett Affiliated Fund
1.20%15.75%17.30%10.50%-9.80%26.77%-1.29%25.24%-7.59%16.16%

Returns By Period

In the year-to-date period, LAGWX achieves a -0.55% return, which is significantly lower than LAFFX's 1.20% return. Over the past 10 years, LAGWX has outperformed LAFFX with an annualized return of 11.97%, while LAFFX has yielded a comparatively lower 10.15% annualized return.


LAGWX

1D
6.25%
1M
-5.45%
YTD
-0.55%
6M
1.15%
1Y
38.23%
3Y*
11.57%
5Y*
-2.04%
10Y*
11.97%

LAFFX

1D
2.17%
1M
-5.28%
YTD
1.20%
6M
4.19%
1Y
16.39%
3Y*
15.98%
5Y*
9.60%
10Y*
10.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LAGWX vs. LAFFX - Expense Ratio Comparison

LAGWX has a 0.93% expense ratio, which is higher than LAFFX's 0.71% expense ratio.


Return for Risk

LAGWX vs. LAFFX — Risk / Return Rank

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

LAGWX
LAGWX Risk / Return Rank: 7575
Overall Rank
LAGWX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LAGWX Sortino Ratio Rank: 7272
Sortino Ratio Rank
LAGWX Omega Ratio Rank: 6262
Omega Ratio Rank
LAGWX Calmar Ratio Rank: 8888
Calmar Ratio Rank
LAGWX Martin Ratio Rank: 8484
Martin Ratio Rank

LAFFX
LAFFX Risk / Return Rank: 6262
Overall Rank
LAFFX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
LAFFX Sortino Ratio Rank: 5656
Sortino Ratio Rank
LAFFX Omega Ratio Rank: 6161
Omega Ratio Rank
LAFFX Calmar Ratio Rank: 6565
Calmar Ratio Rank
LAFFX Martin Ratio Rank: 7474
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.

LAGWX vs. LAFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Developing Growth Fund (LAGWX) and Lord Abbett Affiliated Fund (LAFFX). 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.


LAGWXLAFFXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.10

+0.24

Sortino ratio

Return per unit of downside risk

1.89

1.57

+0.33

Omega ratio

Gain probability vs. loss probability

1.25

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

2.50

1.62

+0.88

Martin ratio

Return relative to average drawdown

9.02

7.39

+1.63

LAGWX vs. LAFFX - Sharpe Ratio Comparison

The current LAGWX Sharpe Ratio is 1.34, which is comparable to the LAFFX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of LAGWX and LAFFX, 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


LAGWXLAFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.10

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.66

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.58

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.44

+0.04

Correlation

The correlation between LAGWX and LAFFX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LAGWX vs. LAFFX - Dividend Comparison

LAGWX has not paid dividends to shareholders, while LAFFX's dividend yield for the trailing twelve months is around 7.11%.


TTM20252024202320222021202020192018201720162015
LAGWX
Lord Abbett Developing Growth Fund
0.00%0.00%0.03%0.00%0.00%12.60%9.67%22.87%33.87%0.00%0.00%10.03%
LAFFX
Lord Abbett Affiliated Fund
7.11%7.49%6.32%1.69%7.86%3.86%1.93%4.31%11.75%11.96%7.76%10.67%

Drawdowns

LAGWX vs. LAFFX - Drawdown Comparison

The maximum LAGWX drawdown since its inception was -60.31%, roughly equal to the maximum LAFFX drawdown of -60.50%. Use the drawdown chart below to compare losses from any high point for LAGWX and LAFFX.


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Drawdown Indicators


LAGWXLAFFXDifference

Max Drawdown

Largest peak-to-trough decline

-60.31%

-60.50%

+0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-14.72%

-10.94%

-3.78%

Max Drawdown (5Y)

Largest decline over 5 years

-51.25%

-19.50%

-31.75%

Max Drawdown (10Y)

Largest decline over 10 years

-54.38%

-39.59%

-14.79%

Current Drawdown

Current decline from peak

-21.67%

-5.59%

-16.08%

Average Drawdown

Average peak-to-trough decline

-17.11%

-9.05%

-8.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

2.40%

+1.67%

Volatility

LAGWX vs. LAFFX - Volatility Comparison

Lord Abbett Developing Growth Fund (LAGWX) has a higher volatility of 12.67% compared to Lord Abbett Affiliated Fund (LAFFX) at 4.55%. This indicates that LAGWX's price experiences larger fluctuations and is considered to be riskier than LAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LAGWXLAFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.67%

4.55%

+8.12%

Volatility (6M)

Calculated over the trailing 6-month period

20.98%

8.30%

+12.68%

Volatility (1Y)

Calculated over the trailing 1-year period

28.57%

15.27%

+13.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.52%

14.64%

+12.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.01%

17.44%

+9.57%