LGCYX vs. ARTHX
LGCYX (Lord Abbett Global Equity Fund) and ARTHX (Artisan Global Equity Fund) are both Global Equities funds. Over the past 5 years, LGCYX returned 6.82%/yr vs 9.66%/yr for ARTHX. Their correlation of 0.86 means they have usually moved in the same direction. LGCYX charges 0.65%/yr vs 1.28%/yr for ARTHX.
Performance
LGCYX vs. ARTHX - Performance Comparison
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Returns By Period
In the year-to-date period, LGCYX achieves a 6.46% return, which is significantly lower than ARTHX's 8.26% return.
LGCYX
- 1D
- 2.29%
- 1M
- -1.11%
- 6M
- 4.23%
- YTD
- 6.46%
- 1Y
- 14.71%
- 3Y*
- 17.07%
- 5Y*
- 6.82%
- 10Y*
- —
- ALL TIME*
- 10.76%
ARTHX
- 1D
- 1.85%
- 1M
- -1.50%
- 6M
- -0.57%
- YTD
- 8.26%
- 1Y
- 17.83%
- 3Y*
- 24.42%
- 5Y*
- 9.66%
- 10Y*
- 13.30%
- ALL TIME*
- 12.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LGCYX vs. ARTHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGCYX Lord Abbett Global Equity Fund | 6.46% | 21.73% | 17.83% | 23.59% | -18.91% | 2.29% | 23.72% | 26.72% | -9.34% | 18.55% |
ARTHX Artisan Global Equity Fund | 8.26% | 45.58% | 16.80% | 11.89% | -20.62% | 4.95% | 29.46% | 31.13% | -3.75% | 26.68% |
Correlation
The correlation between LGCYX and ARTHX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.86 |
The correlation between LGCYX and ARTHX shifts across timeframes, from 0.68 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LGCYX vs. ARTHX — Risk / Return Rank
LGCYX
ARTHX
LGCYX vs. ARTHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Global Equity Fund (LGCYX) and Artisan Global Equity Fund (ARTHX). 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.
| LGCYX | ARTHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.19 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.55 | -0.23 |
| Martin ratioReturn relative to average drawdown | 5.01 | 3.95 | +1.06 |
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Drawdowns
LGCYX vs. ARTHX - Drawdown Comparison
The maximum LGCYX drawdown since its inception was -36.30%, roughly equal to the maximum ARTHX drawdown of -37.42%. Use the drawdown chart below to compare losses from any high point for LGCYX and ARTHX.
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Drawdown Indicators
| LGCYX | ARTHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.30% | -37.42% | +1.12% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -10.29% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -15.69% | -14.06% | -1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -36.30% | -37.42% | +1.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.42% | — |
Current DrawdownCurrent decline from peak | -3.08% | -8.63% | +5.55% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -7.15% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 4.03% | -1.40% |
Volatility
LGCYX vs. ARTHX - Volatility Comparison
Lord Abbett Global Equity Fund (LGCYX) has a higher volatility of 4.65% compared to Artisan Global Equity Fund (ARTHX) at 3.97%. This indicates that LGCYX's price experiences larger fluctuations and is considered to be riskier than ARTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGCYX | ARTHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 3.97% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 13.06% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.24% | 15.74% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.11% | 17.84% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 17.65% | +0.58% |
LGCYX vs. ARTHX - Expense Ratio Comparison
LGCYX has a 0.65% expense ratio, which is lower than ARTHX's 1.28% expense ratio.
Dividends
LGCYX vs. ARTHX - Dividend Comparison
LGCYX's dividend yield for the trailing twelve months is around 0.67%, less than ARTHX's 21.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTHX Artisan Global Equity Fund | 21.60% | 23.39% | 11.32% | 0.89% | 0.88% | 18.02% | 11.98% | 8.76% | 18.13% | 0.66% | 0.00% | 2.17% |
LGCYX Lord Abbett Global Equity Fund | 0.67% | 0.72% | 0.65% | 1.06% | 0.96% | 1.07% | 5.07% | 1.34% | 5.46% | 5.85% | 0.00% | 0.00% |
Frequently Asked Questions
LGCYX and ARTHX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LGCYX has higher volatility (4.65%) compared to ARTHX (3.97%). In terms of maximum drawdown, LGCYX dropped -36.30% vs ARTHX's -37.42%.
ARTHX currently has the higher Sharpe Ratio (1.02 vs 0.87), 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.
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