PortfoliosLab logoPortfoliosLab logo
LAVLX vs. LAIDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LAVLX vs. LAIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Mid Cap Stock Fund (LAVLX) and Lord Abbett International Value Fund (LAIDX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LAVLX achieves a 12.71% return, which is significantly higher than LAIDX's 10.06% return. Over the past 10 years, LAVLX has underperformed LAIDX with an annualized return of 9.19%, while LAIDX has yielded a comparatively higher 9.75% annualized return.


LAVLX

1D
-0.73%
1M
2.01%
YTD
12.71%
6M
11.19%
1Y
23.10%
3Y*
16.10%
5Y*
9.10%
10Y*
9.19%

LAIDX

1D
-1.68%
1M
1.12%
YTD
10.06%
6M
10.00%
1Y
26.23%
3Y*
20.79%
5Y*
10.83%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LAVLX vs. LAIDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LAVLX
Lord Abbett Mid Cap Stock Fund
12.71%7.28%14.96%15.50%-11.02%28.79%2.73%22.92%-14.55%7.06%
LAIDX
Lord Abbett International Value Fund
10.06%38.19%8.03%15.65%-10.62%9.90%4.19%17.90%-15.74%21.75%

Correlation

The correlation between LAVLX and LAIDX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2008

0.75

The correlation between LAVLX and LAIDX shifts across timeframes, from 0.62 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LAVLX vs. LAIDX — Risk / Return Rank

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

LAVLX
LAVLX Risk / Return Rank: 6060
Overall Rank
LAVLX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LAVLX Sortino Ratio Rank: 5656
Sortino Ratio Rank
LAVLX Omega Ratio Rank: 4949
Omega Ratio Rank
LAVLX Calmar Ratio Rank: 7474
Calmar Ratio Rank
LAVLX Martin Ratio Rank: 6565
Martin Ratio Rank

LAIDX
LAIDX Risk / Return Rank: 4949
Overall Rank
LAIDX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
LAIDX Sortino Ratio Rank: 5151
Sortino Ratio Rank
LAIDX Omega Ratio Rank: 5353
Omega Ratio Rank
LAIDX Calmar Ratio Rank: 4545
Calmar Ratio Rank
LAIDX Martin Ratio Rank: 4343
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.

LAVLX vs. LAIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Mid Cap Stock Fund (LAVLX) and Lord Abbett International Value Fund (LAIDX). 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.


LAVLXLAIDXDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.34

1.34

0.00

Calmar ratioReturn relative to maximum drawdown

3.15

2.30

+0.85

Martin ratioReturn relative to average drawdown

11.60

8.24

+3.35

LAVLX vs. LAIDX - Sharpe Ratio Comparison

The current LAVLX Sharpe Ratio is 1.92, which is comparable to the LAIDX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of LAVLX and LAIDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

LAVLX vs. LAIDX - Drawdown Comparison

The maximum LAVLX drawdown since its inception was -60.58%, which is greater than LAIDX's maximum drawdown of -52.40%. Use the drawdown chart below to compare losses from any high point for LAVLX and LAIDX.


Loading charts...

Drawdown Indicators


LAVLXLAIDXDifference

Max Drawdown

Largest peak-to-trough decline

-60.58%

-52.40%

-8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.72%

-12.14%

+4.42%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

-13.02%

-7.89%

Max Drawdown (5Y)

Largest decline over 5 years

-21.76%

-28.31%

+6.55%

Max Drawdown (10Y)

Largest decline over 10 years

-42.16%

-42.34%

+0.18%

Current Drawdown

Current decline from peak

-0.73%

-1.84%

+1.11%

Average Drawdown

Average peak-to-trough decline

-8.11%

-11.31%

+3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

3.38%

-1.29%

Volatility

LAVLX vs. LAIDX - Volatility Comparison

Lord Abbett Mid Cap Stock Fund (LAVLX) and Lord Abbett International Value Fund (LAIDX) have volatilities of 4.55% and 4.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LAVLXLAIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

4.78%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

12.68%

-3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

12.71%

15.03%

-2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

15.48%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

16.73%

+2.81%

LAVLX vs. LAIDX - Expense Ratio Comparison

LAVLX has a 0.98% expense ratio, which is higher than LAIDX's 0.82% expense ratio.


Dividends

LAVLX vs. LAIDX - Dividend Comparison

LAVLX's dividend yield for the trailing twelve months is around 6.25%, more than LAIDX's 0.78% yield.


PositionTTM20252024202320222021202020192018201720162015
LAIDX
Lord Abbett International Value Fund
0.78%2.75%3.55%3.31%4.00%3.49%2.31%3.25%3.67%3.04%3.94%3.82%
LAVLX
Lord Abbett Mid Cap Stock Fund
6.25%7.04%9.70%1.23%8.40%8.51%1.19%3.19%6.55%2.67%0.60%0.79%

Frequently Asked Questions


LAVLX and LAIDX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LAIDX has higher volatility (4.78%) compared to LAVLX (4.55%). In terms of maximum drawdown, LAVLX dropped -60.58% vs LAIDX's -52.40%.

LAVLX currently has the higher Sharpe Ratio (1.92 vs 1.86), 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.

Portfolio Optimizer

Find the right allocation for LAVLX and LAIDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer