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LBFFX vs. LAVLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LBFFX vs. LAVLX - Performance Comparison

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

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LBFFX vs. LAVLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Returns By Period

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


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%

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

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LBFFX vs. LAVLX - Expense Ratio Comparison

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


Return for Risk

LBFFX vs. LAVLX — Risk / Return Rank

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

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

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
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.

LBFFX vs. LAVLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Convertible Fund Class F (LBFFX) and Lord Abbett Mid Cap Stock Fund (LAVLX). 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.


LBFFXLAVLXDifference

Sharpe ratio

Return per unit of total volatility

1.80

0.58

+1.22

Sortino ratio

Return per unit of downside risk

2.44

0.92

+1.53

Omega ratio

Gain probability vs. loss probability

1.33

1.13

+0.20

Calmar ratio

Return relative to maximum drawdown

3.45

0.62

+2.83

Martin ratio

Return relative to average drawdown

12.36

2.66

+9.70

LBFFX vs. LAVLX - Sharpe Ratio Comparison

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


LBFFXLAVLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

0.58

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.41

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.40

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.57

+0.03

Correlation

The correlation between LBFFX and LAVLX 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

LBFFX vs. LAVLX - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

LBFFX vs. LAVLX - Drawdown Comparison

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


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Drawdown Indicators


LBFFXLAVLXDifference

Max Drawdown

Largest peak-to-trough decline

-41.13%

-60.58%

+19.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.07%

-13.09%

+6.02%

Max Drawdown (5Y)

Largest decline over 5 years

-30.86%

-21.76%

-9.10%

Max Drawdown (10Y)

Largest decline over 10 years

-33.61%

-42.16%

+8.55%

Current Drawdown

Current decline from peak

-7.07%

-7.72%

+0.65%

Average Drawdown

Average peak-to-trough decline

-10.40%

-8.14%

-2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

3.05%

-1.08%

Volatility

LBFFX vs. LAVLX - Volatility Comparison

Lord Abbett Convertible Fund Class F (LBFFX) has a higher volatility of 5.98% compared to Lord Abbett Mid Cap Stock Fund (LAVLX) at 4.11%. This indicates that LBFFX's price experiences larger fluctuations and is considered to be riskier than LAVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LBFFXLAVLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

4.11%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

8.76%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

17.18%

-2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.86%

17.29%

-4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.50%

19.52%

-6.02%