LAMYX vs. FSKAX

Last updated Jun 4, 2026

LAMYX (Lord Abbett Dividend Growth Fund) and FSKAX (Fidelity Total Market Index Fund) are both Large Cap Blend Equities funds. Over the past 10 years, LAMYX returned 13.25%/yr vs 15.09%/yr for FSKAX. Their correlation of 0.94 suggests significant overlap in exposure. LAMYX charges 0.66%/yr vs 0.01%/yr for FSKAX.

Performance

LAMYX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Dividend Growth Fund (LAMYX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LAMYX achieves a 7.90% return, which is significantly lower than FSKAX's 12.08% return. Over the past 10 years, LAMYX has underperformed FSKAX with an annualized return of 13.25%, while FSKAX has yielded a comparatively higher 15.09% annualized return.

LAMYX

• 1D: 0.44%
• 1M: 3.33%
• YTD: 7.90%
• 6M: 8.44%
• 1Y: 21.67%
• 3Y*: 19.52%
• 5Y*: 12.10%
• 10Y*: 13.25%

FSKAX

• 1D: 0.24%
• 1M: 5.80%
• YTD: 12.08%
• 6M: 11.98%
• 1Y: 29.13%
• 3Y*: 22.42%
• 5Y*: 13.08%
• 10Y*: 15.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LAMYX vs. FSKAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LAMYX Lord Abbett Dividend Growth Fund	7.90%	16.44%	22.61%	16.66%	-13.29%	25.76%	15.80%	26.91%	-4.52%	19.42%
FSKAX Fidelity Total Market Index Fund	12.08%	17.06%	23.89%	26.12%	-19.53%	25.66%	20.79%	30.92%	-5.32%	20.85%

Correlation

The correlation between LAMYX and FSKAX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Sep 9, 2011	0.94

The correlation between LAMYX and FSKAX has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.

Return for Risk

LAMYX vs. FSKAX — Risk / Return Rank

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

LAMYX

LAMYX Risk / Return Rank: 58
LAMYX Sharpe Ratio Rank: 56
LAMYX Sortino Ratio Rank: 56
LAMYX Omega Ratio Rank: 53
LAMYX Calmar Ratio Rank: 60
LAMYX Martin Ratio Rank: 66

FSKAX

FSKAX Risk / Return Rank: 71
FSKAX Sharpe Ratio Rank: 71
FSKAX Sortino Ratio Rank: 64
FSKAX Omega Ratio Rank: 63
FSKAX Calmar Ratio Rank: 74
FSKAX Martin Ratio Rank: 82

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.

LAMYX vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Dividend Growth Fund (LAMYX) and Fidelity Total Market Index Fund (FSKAX). 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	FSKAX	Difference
Sharpe ratio: Return per unit of total volatility	2.20	2.46	-0.26
Sortino ratio: Return per unit of downside risk	3.16	3.35	-0.19
Omega ratio: Gain probability vs. loss probability	1.40	1.44	-0.04
Calmar ratio: Return relative to maximum drawdown	2.97	3.38	-0.41
Martin ratio: Return relative to average drawdown	12.91	15.52	-2.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LAMYX vs. FSKAX - Sharpe Ratio Comparison

The current LAMYX Sharpe Ratio is 2.20, which is comparable to the FSKAX Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of LAMYX and FSKAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LAMYX	FSKAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.20	2.46	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	0.76	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.79	0.82	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.85	-0.18

Drawdowns

LAMYX vs. FSKAX - Drawdown Comparison

The maximum LAMYX drawdown since its inception was -40.55%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for LAMYX and FSKAX.

Drawdown Indicators

	LAMYX	FSKAX	Difference
Max Drawdown Largest peak-to-trough decline	-40.55%	-35.01%	-5.54%
Max Drawdown (1Y) Largest decline over 1 year	-7.58%	-8.92%	+1.34%
Max Drawdown (3Y) Largest decline over 3 years	-16.50%	-19.43%	+2.93%
Max Drawdown (5Y) Largest decline over 5 years	-21.95%	-25.39%	+3.44%
Max Drawdown (10Y) Largest decline over 10 years	-33.47%	-35.01%	+1.54%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.73%	-4.02%	-1.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	1.94%	-0.20%

Volatility

LAMYX vs. FSKAX - Volatility Comparison

The current volatility for Lord Abbett Dividend Growth Fund (LAMYX) is 2.62%, while Fidelity Total Market Index Fund (FSKAX) has a volatility of 2.97%. This indicates that LAMYX experiences smaller price fluctuations and is considered to be less risky than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LAMYX	FSKAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.62%	2.97%	-0.35%
Volatility (6M) Calculated over the trailing 6-month period	7.92%	9.23%	-1.31%
Volatility (1Y) Calculated over the trailing 1-year period	10.24%	12.26%	-2.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.34%	17.41%	-2.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.94%	18.46%	-1.52%

LAMYX vs. FSKAX - Expense Ratio Comparison

LAMYX has a 0.66% expense ratio, which is higher than FSKAX's 0.02% expense ratio.

Dividends

LAMYX vs. FSKAX - Dividend Comparison

LAMYX's dividend yield for the trailing twelve months is around 4.63%, more than FSKAX's 0.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSKAX Fidelity Total Market Index Fund	0.93%	1.01%	1.19%	1.41%	1.62%	1.15%	1.45%	1.94%	2.54%	2.07%	2.43%	0.82%
LAMYX Lord Abbett Dividend Growth Fund	4.63%	5.21%	5.36%	1.57%	6.06%	8.03%	3.54%	6.06%	9.59%	8.18%	8.95%	9.68%

Frequently Asked Questions

Can I hold both LAMYX and FSKAX in my portfolio?

LAMYX and FSKAX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LAMYX or FSKAX?

FSKAX has higher volatility (2.97%) compared to LAMYX (2.62%). In terms of maximum drawdown, LAMYX dropped -40.55% vs FSKAX's -35.01%.

Which has better risk-adjusted returns?

FSKAX currently has the higher Sharpe Ratio (2.46 vs 2.20), 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.