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

Correlation

The correlation between LGLIX and MLAAX 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. MLAAX - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%December2025FebruaryMarchAprilMay
589.57%
26.97%
LGLIX
MLAAX

Key characteristics

Sharpe Ratio

LGLIX:

0.60

MLAAX:

-0.26

Sortino Ratio

LGLIX:

0.95

MLAAX:

-0.12

Omega Ratio

LGLIX:

1.13

MLAAX:

0.98

Calmar Ratio

LGLIX:

0.59

MLAAX:

-0.16

Martin Ratio

LGLIX:

1.82

MLAAX:

-0.51

Ulcer Index

LGLIX:

9.49%

MLAAX:

15.33%

Daily Std Dev

LGLIX:

30.83%

MLAAX:

31.33%

Max Drawdown

LGLIX:

-45.95%

MLAAX:

-55.55%

Current Drawdown

LGLIX:

-14.29%

MLAAX:

-40.32%

Returns By Period

In the year-to-date period, LGLIX achieves a -6.58% return, which is significantly lower than MLAAX's -3.14% return. Over the past 10 years, LGLIX has outperformed MLAAX with an annualized return of 14.71%, while MLAAX has yielded a comparatively lower -1.14% annualized return.


LGLIX

YTD

-6.58%

1M

7.60%

6M

-5.98%

1Y

18.24%

5Y*

13.92%

10Y*

14.71%

MLAAX

YTD

-3.14%

1M

6.44%

6M

-21.21%

1Y

-7.96%

5Y*

-0.36%

10Y*

-1.14%

*Annualized

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LGLIX vs. MLAAX - Expense Ratio Comparison

LGLIX has a 0.64% expense ratio, which is lower than MLAAX's 0.93% expense ratio.


Risk-Adjusted Performance

LGLIX vs. MLAAX — 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 6464
Overall Rank
The Sharpe Ratio Rank of LGLIX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of LGLIX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of LGLIX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of LGLIX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of LGLIX is 5858
Martin Ratio Rank

MLAAX
The Risk-Adjusted Performance Rank of MLAAX is 1111
Overall Rank
The Sharpe Ratio Rank of MLAAX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of MLAAX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of MLAAX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of MLAAX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of MLAAX is 1111
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. MLAAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Growth Leaders Fund (LGLIX) and MainStay Winslow Large Cap Growth Fund (MLAAX). 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 0.60, which is higher than the MLAAX Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of LGLIX and MLAAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.60
-0.26
LGLIX
MLAAX

Dividends

LGLIX vs. MLAAX - Dividend Comparison

Neither LGLIX nor MLAAX has paid dividends to shareholders.


TTM202420232022202120202019
LGLIX
Lord Abbett Growth Leaders Fund
0.00%0.00%0.00%0.00%0.00%0.00%1.02%
MLAAX
MainStay Winslow Large Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LGLIX vs. MLAAX - Drawdown Comparison

The maximum LGLIX drawdown since its inception was -45.95%, smaller than the maximum MLAAX drawdown of -55.55%. Use the drawdown chart below to compare losses from any high point for LGLIX and MLAAX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-14.29%
-40.32%
LGLIX
MLAAX

Volatility

LGLIX vs. MLAAX - Volatility Comparison

Lord Abbett Growth Leaders Fund (LGLIX) has a higher volatility of 8.86% compared to MainStay Winslow Large Cap Growth Fund (MLAAX) at 8.31%. This indicates that LGLIX's price experiences larger fluctuations and is considered to be riskier than MLAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
8.86%
8.31%
LGLIX
MLAAX