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LAMYX vs. NWAUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LAMYX vs. NWAUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Dividend Growth Fund (LAMYX) and Nationwide GQG US Quality Equity Fund (NWAUX). The values are adjusted to include any dividend payments, if applicable.

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LAMYX vs. NWAUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LAMYX
Lord Abbett Dividend Growth Fund
-3.24%16.44%22.61%16.66%-13.29%24.11%
NWAUX
Nationwide GQG US Quality Equity Fund
9.70%-4.92%27.90%18.30%-3.23%22.65%

Returns By Period

In the year-to-date period, LAMYX achieves a -3.24% return, which is significantly lower than NWAUX's 9.70% return.


LAMYX

1D
-0.16%
1M
-6.99%
YTD
-3.24%
6M
-1.14%
1Y
15.26%
3Y*
16.26%
5Y*
10.99%
10Y*
12.28%

NWAUX

1D
0.74%
1M
-1.92%
YTD
9.70%
6M
7.83%
1Y
4.93%
3Y*
17.42%
5Y*
12.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LAMYX vs. NWAUX - Expense Ratio Comparison

LAMYX has a 0.66% expense ratio, which is lower than NWAUX's 0.74% expense ratio.


Return for Risk

LAMYX vs. NWAUX — Risk / Return Rank

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

LAMYX
LAMYX Risk / Return Rank: 6363
Overall Rank
LAMYX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LAMYX Sortino Ratio Rank: 6262
Sortino Ratio Rank
LAMYX Omega Ratio Rank: 6363
Omega Ratio Rank
LAMYX Calmar Ratio Rank: 5959
Calmar Ratio Rank
LAMYX Martin Ratio Rank: 7070
Martin Ratio Rank

NWAUX
NWAUX Risk / Return Rank: 1717
Overall Rank
NWAUX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
NWAUX Sortino Ratio Rank: 1717
Sortino Ratio Rank
NWAUX Omega Ratio Rank: 1616
Omega Ratio Rank
NWAUX Calmar Ratio Rank: 2020
Calmar Ratio Rank
NWAUX Martin Ratio Rank: 1414
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.

LAMYX vs. NWAUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Dividend Growth Fund (LAMYX) and Nationwide GQG US Quality Equity Fund (NWAUX). 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.


LAMYXNWAUXDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.49

+0.57

Sortino ratio

Return per unit of downside risk

1.58

0.73

+0.85

Omega ratio

Gain probability vs. loss probability

1.24

1.10

+0.14

Calmar ratio

Return relative to maximum drawdown

1.38

0.58

+0.79

Martin ratio

Return relative to average drawdown

6.66

1.36

+5.30

LAMYX vs. NWAUX - Sharpe Ratio Comparison

The current LAMYX Sharpe Ratio is 1.06, which is higher than the NWAUX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of LAMYX and NWAUX, 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


LAMYXNWAUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.49

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.79

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.83

-0.18

Correlation

The correlation between LAMYX and NWAUX is 0.74, 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. NWAUX - Dividend Comparison

LAMYX's dividend yield for the trailing twelve months is around 5.16%, more than NWAUX's 4.69% yield.


TTM20252024202320222021202020192018201720162015
LAMYX
Lord Abbett Dividend Growth Fund
5.16%5.21%5.36%1.57%6.06%8.03%3.54%6.06%9.59%8.18%8.95%9.68%
NWAUX
Nationwide GQG US Quality Equity Fund
4.69%4.35%13.58%0.40%1.93%0.60%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LAMYX vs. NWAUX - Drawdown Comparison

The maximum LAMYX drawdown since its inception was -40.55%, which is greater than NWAUX's maximum drawdown of -21.07%. Use the drawdown chart below to compare losses from any high point for LAMYX and NWAUX.


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Drawdown Indicators


LAMYXNWAUXDifference

Max Drawdown

Largest peak-to-trough decline

-40.55%

-21.07%

-19.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-8.87%

-1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-21.95%

-21.07%

-0.88%

Max Drawdown (10Y)

Largest decline over 10 years

-33.47%

Current Drawdown

Current decline from peak

-7.58%

-7.03%

-0.55%

Average Drawdown

Average peak-to-trough decline

-5.76%

-6.85%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

3.83%

-1.65%

Volatility

LAMYX vs. NWAUX - Volatility Comparison

Lord Abbett Dividend Growth Fund (LAMYX) has a higher volatility of 3.65% compared to Nationwide GQG US Quality Equity Fund (NWAUX) at 2.74%. This indicates that LAMYX's price experiences larger fluctuations and is considered to be riskier than NWAUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LAMYXNWAUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

2.74%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

7.29%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.49%

12.58%

+2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.36%

16.10%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

16.05%

+0.86%