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LGLIX vs. LABFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGLIX vs. LABFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Growth Leaders Fund (LGLIX) and Lord Abbett Multi-Asset Balanced Opportunity Fund (LABFX). The values are adjusted to include any dividend payments, if applicable.

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LGLIX vs. LABFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGLIX
Lord Abbett Growth Leaders Fund
-14.54%16.49%44.97%33.29%-38.73%8.62%77.55%35.02%-1.08%31.64%
LABFX
Lord Abbett Multi-Asset Balanced Opportunity Fund
-2.94%12.93%15.10%11.91%-16.16%4.46%19.37%19.78%-10.25%8.84%

Returns By Period

In the year-to-date period, LGLIX achieves a -14.54% return, which is significantly lower than LABFX's -2.94% return. Over the past 10 years, LGLIX has outperformed LABFX with an annualized return of 15.30%, while LABFX has yielded a comparatively lower 6.73% annualized return.


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%

LABFX

1D
-0.08%
1M
-5.76%
YTD
-2.94%
6M
-1.32%
1Y
10.06%
3Y*
11.24%
5Y*
3.43%
10Y*
6.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LGLIX vs. LABFX - Expense Ratio Comparison

LGLIX has a 0.64% expense ratio, which is higher than LABFX's 0.50% expense ratio.


Return for Risk

LGLIX vs. LABFX — Risk / Return Rank

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

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

LABFX
LABFX Risk / Return Rank: 5959
Overall Rank
LABFX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
LABFX Sortino Ratio Rank: 5959
Sortino Ratio Rank
LABFX Omega Ratio Rank: 5858
Omega Ratio Rank
LABFX Calmar Ratio Rank: 5959
Calmar Ratio Rank
LABFX Martin Ratio Rank: 6060
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.

LGLIX vs. LABFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Growth Leaders Fund (LGLIX) and Lord Abbett Multi-Asset Balanced Opportunity Fund (LABFX). 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.


LGLIXLABFXDifference

Sharpe ratio

Return per unit of total volatility

0.55

1.09

-0.54

Sortino ratio

Return per unit of downside risk

0.93

1.54

-0.60

Omega ratio

Gain probability vs. loss probability

1.13

1.23

-0.10

Calmar ratio

Return relative to maximum drawdown

0.54

1.38

-0.85

Martin ratio

Return relative to average drawdown

1.66

5.73

-4.07

LGLIX vs. LABFX - Sharpe Ratio Comparison

The current LGLIX Sharpe Ratio is 0.55, which is lower than the LABFX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of LGLIX and LABFX, 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


LGLIXLABFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

1.09

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.33

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.59

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.60

+0.03

Correlation

The correlation between LGLIX and LABFX is 0.82, 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

LGLIX vs. LABFX - Dividend Comparison

LGLIX's dividend yield for the trailing twelve months is around 2.33%, more than LABFX's 2.15% yield.


TTM20252024202320222021202020192018201720162015
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%
LABFX
Lord Abbett Multi-Asset Balanced Opportunity Fund
2.15%2.27%2.52%2.25%1.81%13.30%5.83%3.04%5.83%4.39%3.32%7.83%

Drawdowns

LGLIX vs. LABFX - Drawdown Comparison

The maximum LGLIX drawdown since its inception was -45.95%, which is greater than LABFX's maximum drawdown of -41.58%. Use the drawdown chart below to compare losses from any high point for LGLIX and LABFX.


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Drawdown Indicators


LGLIXLABFXDifference

Max Drawdown

Largest peak-to-trough decline

-45.95%

-41.58%

-4.37%

Max Drawdown (1Y)

Largest decline over 1 year

-21.01%

-6.86%

-14.15%

Max Drawdown (5Y)

Largest decline over 5 years

-45.95%

-26.26%

-19.69%

Max Drawdown (10Y)

Largest decline over 10 years

-45.95%

-26.26%

-19.69%

Current Drawdown

Current decline from peak

-21.01%

-6.10%

-14.91%

Average Drawdown

Average peak-to-trough decline

-9.38%

-5.20%

-4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.80%

1.66%

+5.14%

Volatility

LGLIX vs. LABFX - Volatility Comparison

Lord Abbett Growth Leaders Fund (LGLIX) has a higher volatility of 7.99% compared to Lord Abbett Multi-Asset Balanced Opportunity Fund (LABFX) at 3.18%. This indicates that LGLIX's price experiences larger fluctuations and is considered to be riskier than LABFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGLIXLABFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

3.18%

+4.81%

Volatility (6M)

Calculated over the trailing 6-month period

16.46%

5.79%

+10.67%

Volatility (1Y)

Calculated over the trailing 1-year period

26.65%

9.52%

+17.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.79%

10.35%

+15.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.65%

11.37%

+13.28%