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LAVLX vs. LBFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LAVLX vs. LBFFX - 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 Convertible Fund Class F (LBFFX). The values are adjusted to include any dividend payments, if applicable.

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LAVLX vs. LBFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LAVLX
Lord Abbett Mid Cap Stock Fund
-1.87%7.28%14.96%15.50%-11.02%28.79%2.73%22.92%-14.55%7.06%
LBFFX
Lord Abbett Convertible Fund Class F
1.71%22.11%13.82%7.16%-23.30%1.26%64.16%24.19%-5.89%16.68%

Returns By Period

In the year-to-date period, LAVLX achieves a -1.87% return, which is significantly lower than LBFFX's 1.71% return. Over the past 10 years, LAVLX has underperformed LBFFX with an annualized return of 7.73%, while LBFFX has yielded a comparatively higher 11.61% annualized return.


LAVLX

1D
-0.21%
1M
-7.54%
YTD
-1.87%
6M
0.35%
1Y
9.46%
3Y*
11.24%
5Y*
7.04%
10Y*
7.73%

LBFFX

1D
-1.66%
1M
-5.44%
YTD
1.71%
6M
4.82%
1Y
26.07%
3Y*
14.05%
5Y*
2.99%
10Y*
11.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LAVLX vs. LBFFX - Expense Ratio Comparison

LAVLX has a 0.98% expense ratio, which is higher than LBFFX's 0.93% expense ratio.


Return for Risk

LAVLX vs. LBFFX — Risk / Return Rank

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

LAVLX
LAVLX Risk / Return Rank: 2323
Overall Rank
LAVLX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LAVLX Sortino Ratio Rank: 2323
Sortino Ratio Rank
LAVLX Omega Ratio Rank: 2323
Omega Ratio Rank
LAVLX Calmar Ratio Rank: 2121
Calmar Ratio Rank
LAVLX Martin Ratio Rank: 2525
Martin Ratio Rank

LBFFX
LBFFX Risk / Return Rank: 9090
Overall Rank
LBFFX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LBFFX Sortino Ratio Rank: 8989
Sortino Ratio Rank
LBFFX Omega Ratio Rank: 8282
Omega Ratio Rank
LBFFX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LBFFX Martin Ratio Rank: 9494
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. LBFFX - 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 Convertible Fund Class F (LBFFX). 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.


LAVLXLBFFXDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.80

-1.22

Sortino ratio

Return per unit of downside risk

0.92

2.44

-1.53

Omega ratio

Gain probability vs. loss probability

1.13

1.33

-0.20

Calmar ratio

Return relative to maximum drawdown

0.62

3.45

-2.83

Martin ratio

Return relative to average drawdown

2.66

12.36

-9.70

LAVLX vs. LBFFX - Sharpe Ratio Comparison

The current LAVLX Sharpe Ratio is 0.58, which is lower than the LBFFX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of LAVLX and LBFFX, 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


LAVLXLBFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.80

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.23

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.86

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.61

-0.03

Correlation

The correlation between LAVLX and LBFFX is 0.78, 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

LAVLX vs. LBFFX - Dividend Comparison

LAVLX's dividend yield for the trailing twelve months is around 7.17%, more than LBFFX's 1.47% yield.


TTM20252024202320222021202020192018201720162015
LAVLX
Lord Abbett Mid Cap Stock Fund
7.17%7.04%9.70%1.23%8.40%8.51%1.19%3.19%6.55%2.67%0.60%0.79%
LBFFX
Lord Abbett Convertible Fund Class F
1.47%1.80%2.22%1.95%2.60%18.44%16.27%8.71%4.91%2.47%3.64%3.38%

Drawdowns

LAVLX vs. LBFFX - Drawdown Comparison

The maximum LAVLX drawdown since its inception was -60.58%, which is greater than LBFFX's maximum drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for LAVLX and LBFFX.


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Drawdown Indicators


LAVLXLBFFXDifference

Max Drawdown

Largest peak-to-trough decline

-60.58%

-41.13%

-19.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-7.07%

-6.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.76%

-30.86%

+9.10%

Max Drawdown (10Y)

Largest decline over 10 years

-42.16%

-33.61%

-8.55%

Current Drawdown

Current decline from peak

-7.72%

-7.07%

-0.65%

Average Drawdown

Average peak-to-trough decline

-8.14%

-10.40%

+2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

1.97%

+1.08%

Volatility

LAVLX vs. LBFFX - Volatility Comparison

The current volatility for Lord Abbett Mid Cap Stock Fund (LAVLX) is 4.11%, while Lord Abbett Convertible Fund Class F (LBFFX) has a volatility of 5.98%. This indicates that LAVLX experiences smaller price fluctuations and is considered to be less risky than LBFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LAVLXLBFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

5.98%

-1.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

12.02%

-3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

14.39%

+2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

12.86%

+4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.52%

13.50%

+6.02%