LGLIX vs. MEGBX

In the year-to-date period, LGLIX achieves a -0.08% return, which is significantly lower than MEGBX's 0.01% return. Over the past 10 years, LGLIX has outperformed MEGBX with an annualized return of 15.16%, while MEGBX has yielded a comparatively lower 13.45% annualized return.

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LGLIX has a 0.64% expense ratio, which is lower than MEGBX's 1.59% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Growth Leaders Fund (LGLIX) and MFS Growth Fund (MEGBX). 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 higher than the MEGBX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of LGLIX and MEGBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LGLIX has not paid dividends to shareholders, while MEGBX's dividend yield for the trailing twelve months is around 20.30%.

The maximum LGLIX drawdown since its inception was -45.95%, smaller than the maximum MEGBX drawdown of -72.59%. Use the drawdown chart below to compare losses from any high point for LGLIX and MEGBX.

Lord Abbett Growth Leaders Fund (LGLIX) has a higher volatility of 5.95% compared to MFS Growth Fund (MEGBX) at 5.10%. This indicates that LGLIX's price experiences larger fluctuations and is considered to be riskier than MEGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.