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LIAGX vs. ACIFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LIAGX vs. ACIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett International Growth Fund (LIAGX) and Advisors Capital International Fund (ACIFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LIAGX

1D
4.37%
1M
-6.12%
6M
8.48%
YTD
16.95%
1Y
27.83%
3Y*
17.11%
5Y*
6.35%
10Y*
ALL TIME*
6.22%

ACIFX

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00

LIAGX vs. ACIFX - Yearly Performance Comparison


2026 (YTD)20252024
LIAGX
Lord Abbett International Growth Fund
16.95%25.09%-1.57%
ACIFX
Advisors Capital International Fund
0.74%12.47%0.00%

Correlation

The correlation between LIAGX and ACIFX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.72

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2024

0.72

The correlation between LIAGX and ACIFX has been stable across timeframes, ranging from 0.72 to 0.72 - a consistent structural relationship.

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Return for Risk

LIAGX vs. ACIFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LIAGX
LIAGX Risk / Return Rank: 3333
Overall Rank
LIAGX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
LIAGX Sortino Ratio Rank: 3030
Sortino Ratio Rank
LIAGX Omega Ratio Rank: 3232
Omega Ratio Rank
LIAGX Calmar Ratio Rank: 3838
Calmar Ratio Rank
LIAGX Martin Ratio Rank: 3636
Martin Ratio Rank

ACIFX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LIAGX vs. ACIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett International Growth Fund (LIAGX) and Advisors Capital International Fund (ACIFX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LIAGXACIFXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.60

Martin ratioReturn relative to average drawdown

5.36

LIAGX vs. ACIFX - Sharpe Ratio Comparison


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Drawdowns

LIAGX vs. ACIFX - Drawdown Comparison


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Drawdown Indicators


LIAGXACIFXDifference

Max Drawdown

Largest peak-to-trough decline

-37.87%

Max Drawdown (1Y)

Largest decline over 1 year

-16.02%

Max Drawdown (3Y)

Largest decline over 3 years

-17.11%

Max Drawdown (5Y)

Largest decline over 5 years

-37.87%

Current Drawdown

Current decline from peak

-12.35%

Average Drawdown

Average peak-to-trough decline

-13.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

Volatility

LIAGX vs. ACIFX - Volatility Comparison


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Volatility by Period


LIAGXACIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.28%

Volatility (6M)

Calculated over the trailing 6-month period

22.99%

Volatility (1Y)

Calculated over the trailing 1-year period

25.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.68%

LIAGX vs. ACIFX - Expense Ratio Comparison

LIAGX has a 0.81% expense ratio, which is lower than ACIFX's 1.88% expense ratio.


Dividends

LIAGX vs. ACIFX - Dividend Comparison

LIAGX's dividend yield for the trailing twelve months is around 0.32%, less than ACIFX's 15.18% yield.


PositionTTM2025202420232022
ACIFX
Advisors Capital International Fund
15.18%0.40%0.00%0.00%0.00%
LIAGX
Lord Abbett International Growth Fund
0.32%0.38%0.48%0.71%0.89%

Frequently Asked Questions


LIAGX and ACIFX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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