PortfoliosLab logo
LGLIX vs. PJFAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LGLIX and PJFAX 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. PJFAX - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

LGLIX:

0.60

PJFAX:

0.45

Sortino Ratio

LGLIX:

0.95

PJFAX:

0.78

Omega Ratio

LGLIX:

1.13

PJFAX:

1.11

Calmar Ratio

LGLIX:

0.59

PJFAX:

0.47

Martin Ratio

LGLIX:

1.82

PJFAX:

1.50

Ulcer Index

LGLIX:

9.49%

PJFAX:

7.47%

Daily Std Dev

LGLIX:

30.83%

PJFAX:

25.27%

Max Drawdown

LGLIX:

-45.95%

PJFAX:

-67.83%

Current Drawdown

LGLIX:

-14.29%

PJFAX:

-10.10%

Returns By Period

In the year-to-date period, LGLIX achieves a -6.58% return, which is significantly lower than PJFAX's -4.52% return. Both investments have delivered pretty close results over the past 10 years, with LGLIX having a 14.71% annualized return and PJFAX not far behind at 14.49%.


LGLIX

YTD

-6.58%

1M

7.60%

6M

-5.98%

1Y

18.24%

5Y*

13.92%

10Y*

14.71%

PJFAX

YTD

-4.52%

1M

6.44%

6M

-3.71%

1Y

11.23%

5Y*

14.99%

10Y*

14.49%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LGLIX vs. PJFAX - Expense Ratio Comparison

LGLIX has a 0.64% expense ratio, which is lower than PJFAX's 0.97% expense ratio.


Risk-Adjusted Performance

LGLIX vs. PJFAX — 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

PJFAX
The Risk-Adjusted Performance Rank of PJFAX is 5555
Overall Rank
The Sharpe Ratio Rank of PJFAX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of PJFAX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of PJFAX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of PJFAX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of PJFAX is 5151
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. PJFAX - Risk-Adjusted Performance Comparison

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


Loading data...

Dividends

LGLIX vs. PJFAX - Dividend Comparison

Neither LGLIX nor PJFAX 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%
PJFAX
PGIM Jennison Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LGLIX vs. PJFAX - Drawdown Comparison

The maximum LGLIX drawdown since its inception was -45.95%, smaller than the maximum PJFAX drawdown of -67.83%. Use the drawdown chart below to compare losses from any high point for LGLIX and PJFAX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

LGLIX vs. PJFAX - Volatility Comparison


Loading data...