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LGLIX vs. GFFFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LGLIX and GFFFX is 0.86, 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.


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 (GFFFX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LGLIX:

0.76

GFFFX:

0.82

Sortino Ratio

LGLIX:

1.08

GFFFX:

1.14

Omega Ratio

LGLIX:

1.15

GFFFX:

1.16

Calmar Ratio

LGLIX:

0.70

GFFFX:

0.77

Martin Ratio

LGLIX:

2.11

GFFFX:

2.72

Ulcer Index

LGLIX:

9.75%

GFFFX:

6.07%

Daily Std Dev

LGLIX:

31.12%

GFFFX:

23.00%

Max Drawdown

LGLIX:

-45.95%

GFFFX:

-44.33%

Current Drawdown

LGLIX:

-8.33%

GFFFX:

-3.12%

Returns By Period

In the year-to-date period, LGLIX achieves a -0.08% return, which is significantly lower than GFFFX's 3.36% return. Over the past 10 years, LGLIX has outperformed GFFFX with an annualized return of 15.16%, while GFFFX has yielded a comparatively lower 13.47% annualized return.


LGLIX

YTD

-0.08%

1M

9.12%

6M

-1.37%

1Y

24.16%

3Y*

18.00%

5Y*

14.38%

10Y*

15.16%

GFFFX

YTD

3.36%

1M

7.70%

6M

1.31%

1Y

18.27%

3Y*

18.01%

5Y*

15.13%

10Y*

13.47%

*Annualized

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Lord Abbett Growth Leaders Fund

LGLIX vs. GFFFX - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LGLIX vs. GFFFX — Risk-Adjusted Performance Rank

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

LGLIX
The Risk-Adjusted Performance Rank of LGLIX is 5656
Overall Rank
The Sharpe Ratio Rank of LGLIX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of LGLIX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of LGLIX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of LGLIX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of LGLIX is 4747
Martin Ratio Rank

GFFFX
The Risk-Adjusted Performance Rank of GFFFX is 6262
Overall Rank
The Sharpe Ratio Rank of GFFFX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of GFFFX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of GFFFX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of GFFFX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of GFFFX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LGLIX vs. GFFFX - Risk-Adjusted Performance 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 (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.


The current LGLIX Sharpe Ratio is 0.76, which is comparable to the GFFFX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of LGLIX and GFFFX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

LGLIX vs. GFFFX - Dividend Comparison

LGLIX has not paid dividends to shareholders, while GFFFX's dividend yield for the trailing twelve months is around 8.93%.


TTM20242023202220212020201920182017201620152014
LGLIX
Lord Abbett Growth Leaders Fund
0.00%0.00%0.00%0.00%23.83%9.27%9.03%19.82%6.46%0.00%4.84%5.82%
GFFFX
American Funds The Growth Fund of America
8.93%9.23%7.64%4.32%8.42%4.51%7.38%12.29%7.27%6.87%9.13%10.21%

Drawdowns

LGLIX vs. GFFFX - Drawdown Comparison

The maximum LGLIX drawdown since its inception was -45.95%, roughly equal to the maximum GFFFX drawdown of -44.33%. Use the drawdown chart below to compare losses from any high point for LGLIX and GFFFX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LGLIX vs. GFFFX - Volatility Comparison

Lord Abbett Growth Leaders Fund (LGLIX) has a higher volatility of 5.95% compared to American Funds The Growth Fund of America (GFFFX) at 5.48%. 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.


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