LAMYX vs. DFIEX
Compare and contrast key facts about Lord Abbett Dividend Growth Fund (LAMYX) and DFA International Core Equity Portfolio I (DFIEX).
LAMYX is managed by Lord Abbett. It was launched on Dec 27, 2001. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
LAMYX vs. DFIEX - Performance Comparison
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LAMYX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LAMYX Lord Abbett Dividend Growth Fund | -0.95% | 16.44% | 22.61% | 16.66% | -13.29% | 25.76% | 15.80% | 26.91% | -4.52% | 19.42% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, LAMYX achieves a -0.95% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, LAMYX has outperformed DFIEX with an annualized return of 12.54%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
LAMYX
- 1D
- 2.37%
- 1M
- -5.04%
- YTD
- -0.95%
- 6M
- 1.12%
- 1Y
- 17.94%
- 3Y*
- 17.17%
- 5Y*
- 11.26%
- 10Y*
- 12.54%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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LAMYX vs. DFIEX - Expense Ratio Comparison
LAMYX has a 0.66% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
LAMYX vs. DFIEX — Risk / Return Rank
LAMYX
DFIEX
LAMYX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Dividend Growth Fund (LAMYX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| LAMYX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.95 | -0.80 |
Sortino ratioReturn per unit of downside risk | 1.72 | 2.55 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.39 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 2.57 | -0.76 |
Martin ratioReturn relative to average drawdown | 8.65 | 10.07 | -1.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LAMYX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.95 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.60 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.59 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.35 | +0.30 |
Correlation
The correlation between LAMYX and DFIEX is 0.79, 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.
Dividends
LAMYX vs. DFIEX - Dividend Comparison
LAMYX's dividend yield for the trailing twelve months is around 5.04%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LAMYX Lord Abbett Dividend Growth Fund | 5.04% | 5.21% | 5.36% | 1.57% | 6.06% | 8.03% | 3.54% | 6.06% | 9.59% | 8.18% | 8.95% | 9.68% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
LAMYX vs. DFIEX - Drawdown Comparison
The maximum LAMYX drawdown since its inception was -40.55%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for LAMYX and DFIEX.
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Drawdown Indicators
| LAMYX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.55% | -62.22% | +21.67% |
Max Drawdown (1Y)Largest decline over 1 year | -10.53% | -11.01% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -21.95% | -28.66% | +6.71% |
Max Drawdown (10Y)Largest decline over 10 years | -33.47% | -41.04% | +7.57% |
Current DrawdownCurrent decline from peak | -5.39% | -7.75% | +2.36% |
Average DrawdownAverage peak-to-trough decline | -5.76% | -12.26% | +6.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.81% | -0.61% |
Volatility
LAMYX vs. DFIEX - Volatility Comparison
The current volatility for Lord Abbett Dividend Growth Fund (LAMYX) is 4.50%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that LAMYX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LAMYX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 7.09% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 10.45% | -2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.63% | 15.90% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.40% | 15.65% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 16.35% | +0.58% |