LGLIX vs. GFFFX

Last updated Aug 1, 2026

LGLIX (Lord Abbett Growth Leaders Fund) and GFFFX (American Funds The Growth Fund of America Class F-2) are both Large Cap Growth Equities funds. Over the past 10 years, LGLIX returned 16.79%/yr vs 15.27%/yr for GFFFX. Their correlation of 0.92 means they have usually moved in the same direction. LGLIX charges 0.64%/yr vs 0.40%/yr for GFFFX.

Performance

LGLIX vs. GFFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Growth Leaders Fund (LGLIX) and American Funds The Growth Fund of America Class F-2 (GFFFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LGLIX achieves a 1.97% return, which is significantly lower than GFFFX's 4.51% return. Over the past 10 years, LGLIX has outperformed GFFFX with an annualized return of 16.79%, while GFFFX has yielded a comparatively lower 15.27% annualized return.

LGLIX

• 1D: 3.93%
• 1M: -4.85%
• 6M: 3.73%
• YTD: 1.97%
• 1Y: 7.83%
• 3Y*: 21.83%
• 5Y*: 7.54%
• 10Y*: 16.79%
• ALL TIME*: 15.27%

GFFFX

• 1D: 1.91%
• 1M: -3.24%
• 6M: 3.86%
• YTD: 4.51%
• 1Y: 13.10%
• 3Y*: 19.90%
• 5Y*: 10.33%
• 10Y*: 15.27%
• ALL TIME*: 14.98%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GFFFX American Funds The Growth Fund of America Class F-2	$0.00	$0.00	$0.00
LGLIX Lord Abbett Growth Leaders Fund	$0.00	$0.00	$0.00

LGLIX vs. GFFFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LGLIX Lord Abbett Growth Leaders Fund	1.97%	16.49%	44.97%	33.29%	-38.73%	8.62%	77.55%	35.02%	-1.08%	31.64%
GFFFX American Funds The Growth Fund of America Class F-2	4.51%	19.96%	28.28%	37.51%	-30.61%	19.55%	38.16%	28.43%	-2.96%	26.38%

Correlation

The correlation between LGLIX and GFFFX is 0.91, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.91
Correlation (3Y) Balances recent behavior with more history.	0.91
Correlation (5Y) Shows whether the relationship held over a longer period.	0.93
Correlation (10Y) Provides a long-term view across more market conditions.	0.92
Correlation (All Time) Calculated using the full available price history since Jun 29, 2011	0.92

The correlation between LGLIX and GFFFX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

Return for Risk

LGLIX vs. GFFFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LGLIX

LGLIX Risk / Return Rank: 9
LGLIX Sharpe Ratio Rank: 9
LGLIX Sortino Ratio Rank: 9
LGLIX Omega Ratio Rank: 9
LGLIX Calmar Ratio Rank: 8
LGLIX Martin Ratio Rank: 8

GFFFX

GFFFX Risk / Return Rank: 19
GFFFX Sharpe Ratio Rank: 19
GFFFX Sortino Ratio Rank: 19
GFFFX Omega Ratio Rank: 19
GFFFX Calmar Ratio Rank: 18
GFFFX Martin Ratio Rank: 22

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LGLIX vs. GFFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Growth Leaders Fund (LGLIX) and American Funds The Growth Fund of America Class F-2 (GFFFX). 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.

	LGLIX	GFFFX	Difference
Sharpe ratio: Return per unit of total volatility	0.27	0.66	-0.39
Sortino ratio: Return per unit of downside risk	0.53	1.01	-0.48
Omega ratio: Gain probability vs. loss probability	1.07	1.13	-0.06
Calmar ratio: Return relative to maximum drawdown	0.31	0.82	-0.51
Martin ratio: Return relative to average drawdown	0.87	2.96	-2.09

LGLIX vs. GFFFX - Sharpe Ratio Comparison

The current LGLIX Sharpe Ratio is 0.27, which is lower than the GFFFX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of LGLIX and GFFFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LGLIX vs. GFFFX - Drawdown Comparison

The maximum LGLIX drawdown since its inception was -45.95%, which is greater than GFFFX's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for LGLIX and GFFFX.

Drawdown Indicators

	LGLIX	GFFFX	Difference
Max Drawdown Largest peak-to-trough decline	-45.95%	-36.26%	-9.69%
Max Drawdown (1Y) Largest decline over 1 year	-21.01%	-13.74%	-7.27%
Max Drawdown (3Y) Largest decline over 3 years	-29.25%	-21.55%	-7.70%
Max Drawdown (5Y) Largest decline over 5 years	-45.95%	-36.26%	-9.69%
Max Drawdown (10Y) Largest decline over 10 years	-45.95%	-36.26%	-9.69%
Current Drawdown Current decline from peak	-8.24%	-5.45%	-2.79%
Average Drawdown Average peak-to-trough decline	-9.28%	-5.55%	-3.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.51%	3.78%	+3.73%

Volatility

LGLIX vs. GFFFX - Volatility Comparison

Lord Abbett Growth Leaders Fund (LGLIX) has a higher volatility of 8.15% compared to American Funds The Growth Fund of America Class F-2 (GFFFX) at 4.82%. This indicates that LGLIX's price experiences larger fluctuations and is considered to be riskier than GFFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LGLIX	GFFFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.15%	4.82%	+3.33%
Volatility (6M) Calculated over the trailing 6-month period	19.11%	13.65%	+5.46%
Volatility (1Y) Calculated over the trailing 1-year period	23.86%	16.91%	+6.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.35%	20.53%	+5.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.04%	19.76%	+5.28%

LGLIX vs. GFFFX - Expense Ratio Comparison

LGLIX has a 0.64% expense ratio, which is higher than GFFFX's 0.40% expense ratio.

Dividends

LGLIX vs. GFFFX - Dividend Comparison

LGLIX's dividend yield for the trailing twelve months is around 1.95%, less than GFFFX's 10.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GFFFX American Funds The Growth Fund of America Class F-2	10.48%	10.95%	9.23%	7.64%	4.32%	8.42%	4.51%	7.38%	12.29%	7.27%	6.87%	9.13%
LGLIX Lord Abbett Growth Leaders Fund	1.95%	1.99%	0.00%	0.00%	0.00%	23.83%	9.27%	8.01%	19.82%	6.46%	0.00%	4.84%

Frequently Asked Questions

Can I hold both LGLIX and GFFFX in my portfolio?

With a correlation of 0.91, LGLIX and GFFFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, LGLIX or GFFFX?

LGLIX has higher volatility (8.15%) compared to GFFFX (4.82%). In terms of maximum drawdown, LGLIX dropped -45.95% vs GFFFX's -36.26%.

Which has better risk-adjusted returns?

GFFFX currently has the higher Sharpe Ratio (0.66 vs 0.27), 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.