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LAMYX vs. SSSYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LAMYX vs. SSSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Dividend Growth Fund (LAMYX) and State Street Equity 500 Index Fund Class K (SSSYX). The values are adjusted to include any dividend payments, if applicable.

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LAMYX vs. SSSYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LAMYX
Lord Abbett Dividend Growth Fund
-3.24%16.44%22.61%16.66%-13.29%25.76%15.80%26.91%-4.52%19.42%
SSSYX
State Street Equity 500 Index Fund Class K
-7.05%17.81%24.99%26.27%-18.16%28.51%18.31%31.38%-4.38%21.61%

Returns By Period

In the year-to-date period, LAMYX achieves a -3.24% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, LAMYX has underperformed SSSYX with an annualized return of 12.28%, while SSSYX has yielded a comparatively higher 13.69% annualized 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%

SSSYX

1D
-0.39%
1M
-7.67%
YTD
-7.05%
6M
-4.60%
1Y
14.40%
3Y*
17.15%
5Y*
11.37%
10Y*
13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LAMYX vs. SSSYX - Expense Ratio Comparison

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


Return for Risk

LAMYX vs. SSSYX — 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

SSSYX
SSSYX Risk / Return Rank: 4646
Overall Rank
SSSYX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SSSYX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SSSYX Omega Ratio Rank: 5050
Omega Ratio Rank
SSSYX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SSSYX Martin Ratio Rank: 5353
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. SSSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Dividend Growth Fund (LAMYX) and State Street Equity 500 Index Fund Class K (SSSYX). 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.


LAMYXSSSYXDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.84

+0.22

Sortino ratio

Return per unit of downside risk

1.58

1.30

+0.29

Omega ratio

Gain probability vs. loss probability

1.24

1.20

+0.04

Calmar ratio

Return relative to maximum drawdown

1.38

1.06

+0.32

Martin ratio

Return relative to average drawdown

6.66

5.13

+1.53

LAMYX vs. SSSYX - Sharpe Ratio Comparison

The current LAMYX Sharpe Ratio is 1.06, which is comparable to the SSSYX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of LAMYX and SSSYX, 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


LAMYXSSSYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.84

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.68

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.11

+0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.11

+0.54

Correlation

The correlation between LAMYX and SSSYX is 0.93, 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. SSSYX - Dividend Comparison

LAMYX's dividend yield for the trailing twelve months is around 5.16%, more than SSSYX's 1.55% 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%
SSSYX
State Street Equity 500 Index Fund Class K
1.55%1.44%1.63%1.78%2.16%2.76%1.86%4.44%5.18%5.94%2.07%1.84%

Drawdowns

LAMYX vs. SSSYX - Drawdown Comparison

The maximum LAMYX drawdown since its inception was -40.55%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for LAMYX and SSSYX.


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Drawdown Indicators


LAMYXSSSYXDifference

Max Drawdown

Largest peak-to-trough decline

-40.55%

-91.48%

+50.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-12.10%

+1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-21.95%

-24.49%

+2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-33.47%

-91.48%

+58.01%

Current Drawdown

Current decline from peak

-7.58%

-8.88%

+1.30%

Average Drawdown

Average peak-to-trough decline

-5.76%

-4.20%

-1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.49%

-0.31%

Volatility

LAMYX vs. SSSYX - Volatility Comparison

The current volatility for Lord Abbett Dividend Growth Fund (LAMYX) is 3.65%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that LAMYX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LAMYXSSSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

4.24%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

9.08%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.49%

18.10%

-2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.36%

16.85%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

124.43%

-107.52%