LAIDX vs. LAFFX
LAIDX (Lord Abbett International Value Fund) and LAFFX (Lord Abbett Affiliated Fund) are both mutual funds - LAIDX is a Foreign Large Cap Equities fund managed by Lord Abbett, while LAFFX is a Large Cap Value Equities fund managed by Lord Abbett. Over the past 10 years, LAIDX returned 9.53%/yr vs 10.70%/yr for LAFFX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. LAIDX charges 0.82%/yr vs 0.71%/yr for LAFFX.
Performance
LAIDX vs. LAFFX - Performance Comparison
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Returns By Period
In the year-to-date period, LAIDX achieves a 16.26% return, which is significantly higher than LAFFX's 13.03% return. Over the past 10 years, LAIDX has underperformed LAFFX with an annualized return of 9.53%, while LAFFX has yielded a comparatively higher 10.70% annualized return.
LAIDX
- 1D
- 0.33%
- 1M
- 3.21%
- 6M
- 8.51%
- YTD
- 16.26%
- 1Y
- 32.36%
- 3Y*
- 21.61%
- 5Y*
- 12.31%
- 10Y*
- 9.53%
- ALL TIME*
- 5.22%
LAFFX
- 1D
- 0.67%
- 1M
- 0.94%
- 6M
- 7.50%
- YTD
- 13.03%
- 1Y
- 21.24%
- 3Y*
- 17.96%
- 5Y*
- 10.65%
- 10Y*
- 10.70%
- ALL TIME*
- 8.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LAIDX vs. LAFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LAIDX Lord Abbett International Value Fund | 16.26% | 38.19% | 8.03% | 15.65% | -10.62% | 9.90% | 4.19% | 17.90% | -15.74% | 21.75% |
LAFFX Lord Abbett Affiliated Fund | 13.03% | 15.75% | 17.30% | 10.50% | -9.80% | 26.77% | -1.29% | 25.24% | -7.59% | 16.16% |
Correlation
The correlation between LAIDX and LAFFX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2008 | 0.76 |
The correlation between LAIDX and LAFFX has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.
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Return for Risk
LAIDX vs. LAFFX — Risk / Return Rank
LAIDX
LAFFX
LAIDX vs. LAFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett International Value Fund (LAIDX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LAIDX | LAFFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 3.01 | -0.21 |
| Martin ratioReturn relative to average drawdown | 10.15 | 12.64 | -2.49 |
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Drawdowns
LAIDX vs. LAFFX - Drawdown Comparison
The maximum LAIDX drawdown since its inception was -52.40%, smaller than the maximum LAFFX drawdown of -60.50%. Use the drawdown chart below to compare losses from any high point for LAIDX and LAFFX.
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Drawdown Indicators
| LAIDX | LAFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.40% | -60.50% | +8.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -7.59% | -4.55% |
Max Drawdown (3Y)Largest decline over 3 years | -13.02% | -15.38% | +2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -28.31% | -19.50% | -8.81% |
Max Drawdown (10Y)Largest decline over 10 years | -42.34% | -39.59% | -2.75% |
Current DrawdownCurrent decline from peak | -0.16% | -0.31% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -8.99% | -2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 1.81% | +1.54% |
Volatility
LAIDX vs. LAFFX - Volatility Comparison
Lord Abbett International Value Fund (LAIDX) has a higher volatility of 4.21% compared to Lord Abbett Affiliated Fund (LAFFX) at 2.51%. This indicates that LAIDX'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
| LAIDX | LAFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 2.51% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 12.90% | 8.39% | +4.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.12% | 10.82% | +4.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 14.51% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 17.39% | -0.70% |
LAIDX vs. LAFFX - Expense Ratio Comparison
LAIDX has a 0.82% expense ratio, which is higher than LAFFX's 0.71% expense ratio.
Dividends
LAIDX vs. LAFFX - Dividend Comparison
LAIDX's dividend yield for the trailing twelve months is around 1.92%, less than LAFFX's 6.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LAFFX Lord Abbett Affiliated Fund | 6.35% | 7.49% | 6.32% | 1.69% | 7.86% | 3.86% | 1.93% | 4.31% | 11.75% | 11.96% | 7.76% | 10.67% |
LAIDX Lord Abbett International Value Fund | 1.92% | 2.75% | 3.55% | 3.31% | 4.00% | 3.49% | 2.31% | 3.25% | 3.67% | 3.04% | 3.94% | 3.82% |
Frequently Asked Questions
LAIDX and LAFFX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LAIDX has higher volatility (4.21%) compared to LAFFX (2.51%). In terms of maximum drawdown, LAIDX dropped -52.40% vs LAFFX's -60.50%.
LAIDX currently has the higher Sharpe Ratio (2.26 vs 2.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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