LIAGX vs. RWIIX

Last updated Aug 5, 2026

LIAGX (Lord Abbett International Growth Fund) and RWIIX (Redwood AlphaFactor Tactical International Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, LIAGX returned 6.13%/yr vs 1.95%/yr for RWIIX. Their 0.59 correlation means they have sometimes moved together and sometimes differently. LIAGX charges 0.81%/yr vs 1.22%/yr for RWIIX.

Performance

LIAGX vs. RWIIX - Performance Comparison

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

Returns By Period

In the year-to-date period, LIAGX achieves a 18.23% return, which is significantly higher than RWIIX's 8.40% return.

LIAGX

• 1D: 0.69%
• 1M: -5.10%
• 6M: 8.96%
• YTD: 18.23%
• 1Y: 26.90%
• 3Y*: 18.86%
• 5Y*: 6.13%
• 10Y*: —
• ALL TIME*: 6.43%

RWIIX

• 1D: 0.43%
• 1M: 2.25%
• 6M: 3.15%
• YTD: 8.40%
• 1Y: 18.29%
• 3Y*: 3.96%
• 5Y*: 1.95%
• 10Y*: —
• ALL TIME*: 3.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LIAGX Lord Abbett International Growth Fund	$0.00	$0.00	$0.00
RWIIX Redwood AlphaFactor Tactical International Fund	$0.00	$0.00	$0.00

LIAGX vs. RWIIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LIAGX Lord Abbett International Growth Fund	18.23%	25.09%	9.43%	15.73%	-26.63%	0.07%
RWIIX Redwood AlphaFactor Tactical International Fund	8.40%	7.87%	-6.03%	9.07%	-11.57%	2.92%

Correlation

The correlation between LIAGX and RWIIX is 0.66, 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.	0.66
Correlation (3Y) Balances recent behavior with more history.	0.63
Correlation (5Y) Shows whether the relationship held over a longer period.	0.59
Correlation (All Time) Calculated using the full available price history since Jun 24, 2021	0.59

The correlation between LIAGX and RWIIX has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.

Return for Risk

LIAGX vs. RWIIX — Risk / Return Rank

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

LIAGX

LIAGX Risk / Return Rank: 34
LIAGX Sharpe Ratio Rank: 31
LIAGX Sortino Ratio Rank: 30
LIAGX Omega Ratio Rank: 32
LIAGX Calmar Ratio Rank: 40
LIAGX Martin Ratio Rank: 37

RWIIX

RWIIX Risk / Return Rank: 59
RWIIX Sharpe Ratio Rank: 61
RWIIX Sortino Ratio Rank: 54
RWIIX Omega Ratio Rank: 62
RWIIX Calmar Ratio Rank: 78
RWIIX Martin Ratio Rank: 43

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. RWIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett International Growth Fund (LIAGX) and Redwood AlphaFactor Tactical International Fund (RWIIX). 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.

	LIAGX	RWIIX	Difference
Sharpe ratio: Return per unit of total volatility	1.16	1.66	-0.49
Sortino ratio: Return per unit of downside risk	1.66	2.25	-0.59
Omega ratio: Gain probability vs. loss probability	1.22	1.31	-0.09
Calmar ratio: Return relative to maximum drawdown	1.83	2.77	-0.93
Martin ratio: Return relative to average drawdown	6.02	6.71	-0.69

LIAGX vs. RWIIX - Sharpe Ratio Comparison

The current LIAGX Sharpe Ratio is 1.16, which is comparable to the RWIIX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of LIAGX and RWIIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LIAGX vs. RWIIX - Drawdown Comparison

The maximum LIAGX drawdown since its inception was -37.87%, which is greater than RWIIX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for LIAGX and RWIIX.

Drawdown Indicators

	LIAGX	RWIIX	Difference
Max Drawdown Largest peak-to-trough decline	-37.87%	-20.34%	-17.53%
Max Drawdown (1Y) Largest decline over 1 year	-16.02%	-6.94%	-9.08%
Max Drawdown (3Y) Largest decline over 3 years	-17.11%	-20.34%	+3.23%
Max Drawdown (5Y) Largest decline over 5 years	-37.87%	-20.34%	-17.53%
Current Drawdown Current decline from peak	-11.39%	-1.54%	-9.85%
Average Drawdown Average peak-to-trough decline	-13.02%	-7.72%	-5.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.87%	2.86%	+2.01%

Volatility

LIAGX vs. RWIIX - Volatility Comparison

Lord Abbett International Growth Fund (LIAGX) has a higher volatility of 8.90% compared to Redwood AlphaFactor Tactical International Fund (RWIIX) at 2.85%. This indicates that LIAGX's price experiences larger fluctuations and is considered to be riskier than RWIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LIAGX	RWIIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.90%	2.85%	+6.05%
Volatility (6M) Calculated over the trailing 6-month period	22.93%	9.36%	+13.57%
Volatility (1Y) Calculated over the trailing 1-year period	25.27%	11.61%	+13.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.79%	11.70%	+8.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.67%	10.98%	+8.69%

LIAGX vs. RWIIX - Expense Ratio Comparison

LIAGX has a 0.81% expense ratio, which is lower than RWIIX's 1.22% expense ratio.

Dividends

LIAGX vs. RWIIX - Dividend Comparison

LIAGX's dividend yield for the trailing twelve months is around 0.32%, less than RWIIX's 8.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
LIAGX Lord Abbett International Growth Fund	0.32%	0.38%	0.48%	0.71%	0.89%	0.00%	0.00%	0.00%	0.00%	0.00%
RWIIX Redwood AlphaFactor Tactical International Fund	8.06%	8.74%	0.00%	6.82%	1.72%	14.15%	6.51%	1.84%	0.86%	0.02%

Frequently Asked Questions

Can I hold both LIAGX and RWIIX in my portfolio?

LIAGX and RWIIX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LIAGX or RWIIX?

LIAGX has higher volatility (8.90%) compared to RWIIX (2.85%). In terms of maximum drawdown, LIAGX dropped -37.87% vs RWIIX's -20.34%.

Which has better risk-adjusted returns?

RWIIX currently has the higher Sharpe Ratio (1.66 vs 1.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.