PortfoliosLab logoPortfoliosLab logo
LGCYX vs. LGLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGCYX vs. LGLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Global Equity Fund (LGCYX) and Lord Abbett Growth Leaders Fund (LGLIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LGCYX vs. LGLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGCYX
Lord Abbett Global Equity Fund
-6.41%21.73%17.83%23.59%-18.91%2.29%23.72%26.72%-9.34%18.55%
LGLIX
Lord Abbett Growth Leaders Fund
-14.54%16.49%44.97%33.29%-38.73%8.62%77.55%35.02%-1.08%26.45%

Returns By Period

In the year-to-date period, LGCYX achieves a -6.41% return, which is significantly higher than LGLIX's -14.54% return.


LGCYX

1D
-0.48%
1M
-8.19%
YTD
-6.41%
6M
-4.63%
1Y
16.01%
3Y*
15.78%
5Y*
5.59%
10Y*

LGLIX

1D
-1.78%
1M
-9.21%
YTD
-14.54%
6M
-17.40%
1Y
15.24%
3Y*
20.47%
5Y*
5.89%
10Y*
15.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


LGCYX vs. LGLIX - Expense Ratio Comparison

LGCYX has a 0.65% expense ratio, which is higher than LGLIX's 0.64% expense ratio.


Return for Risk

LGCYX vs. LGLIX — Risk / Return Rank

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

LGCYX
LGCYX Risk / Return Rank: 4949
Overall Rank
LGCYX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LGCYX Sortino Ratio Rank: 4747
Sortino Ratio Rank
LGCYX Omega Ratio Rank: 4545
Omega Ratio Rank
LGCYX Calmar Ratio Rank: 5252
Calmar Ratio Rank
LGCYX Martin Ratio Rank: 5353
Martin Ratio Rank

LGLIX
LGLIX Risk / Return Rank: 2121
Overall Rank
LGLIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LGLIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
LGLIX Omega Ratio Rank: 2323
Omega Ratio Rank
LGLIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
LGLIX Martin Ratio Rank: 1717
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.

LGCYX vs. LGLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Global Equity Fund (LGCYX) and Lord Abbett Growth Leaders Fund (LGLIX). 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.


LGCYXLGLIXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.55

+0.38

Sortino ratio

Return per unit of downside risk

1.39

0.93

+0.46

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

1.27

0.54

+0.73

Martin ratio

Return relative to average drawdown

5.23

1.66

+3.57

LGCYX vs. LGLIX - Sharpe Ratio Comparison

The current LGCYX Sharpe Ratio is 0.93, which is higher than the LGLIX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of LGCYX and LGLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LGCYXLGLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.55

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.23

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.62

-0.10

Correlation

The correlation between LGCYX and LGLIX is 0.84, 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

LGCYX vs. LGLIX - Dividend Comparison

LGCYX's dividend yield for the trailing twelve months is around 0.77%, less than LGLIX's 2.33% yield.


TTM20252024202320222021202020192018201720162015
LGCYX
Lord Abbett Global Equity Fund
0.77%0.72%0.65%1.06%0.96%1.07%5.07%1.34%5.46%5.85%0.00%0.00%
LGLIX
Lord Abbett Growth Leaders Fund
2.33%1.99%0.00%0.00%0.00%23.83%9.27%8.01%19.82%6.46%0.00%4.84%

Drawdowns

LGCYX vs. LGLIX - Drawdown Comparison

The maximum LGCYX drawdown since its inception was -36.30%, smaller than the maximum LGLIX drawdown of -45.95%. Use the drawdown chart below to compare losses from any high point for LGCYX and LGLIX.


Loading graphics...

Drawdown Indicators


LGCYXLGLIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.30%

-45.95%

+9.65%

Max Drawdown (1Y)

Largest decline over 1 year

-10.69%

-21.01%

+10.32%

Max Drawdown (5Y)

Largest decline over 5 years

-36.30%

-45.95%

+9.65%

Max Drawdown (10Y)

Largest decline over 10 years

-45.95%

Current Drawdown

Current decline from peak

-9.99%

-21.01%

+11.02%

Average Drawdown

Average peak-to-trough decline

-8.58%

-9.38%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

6.80%

-4.20%

Volatility

LGCYX vs. LGLIX - Volatility Comparison

The current volatility for Lord Abbett Global Equity Fund (LGCYX) is 5.82%, while Lord Abbett Growth Leaders Fund (LGLIX) has a volatility of 7.99%. This indicates that LGCYX experiences smaller price fluctuations and is considered to be less risky than LGLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LGCYXLGLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

7.99%

-2.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

16.46%

-5.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.99%

26.65%

-9.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

25.79%

-7.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

24.65%

-6.39%