LIFLX vs. FLCOX
Compare and contrast key facts about Lord Abbett Focused Large Cap Value Fund (LIFLX) and Fidelity Large Cap Value Index Fund (FLCOX).
LIFLX is managed by Lord Abbett. It was launched on Jul 31, 2019. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
LIFLX vs. FLCOX - Performance Comparison
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LIFLX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LIFLX Lord Abbett Focused Large Cap Value Fund | -1.67% | 19.02% | 21.38% | 14.33% | -9.71% | 28.30% | 5.17% | 5.19% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 7.98% |
Returns By Period
In the year-to-date period, LIFLX achieves a -1.67% return, which is significantly lower than FLCOX's 2.08% return.
LIFLX
- 1D
- 2.25%
- 1M
- -4.57%
- YTD
- -1.67%
- 6M
- 0.35%
- 1Y
- 16.86%
- 3Y*
- 17.86%
- 5Y*
- 10.22%
- 10Y*
- —
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
- —
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LIFLX vs. FLCOX - Expense Ratio Comparison
LIFLX has a 0.68% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
LIFLX vs. FLCOX — Risk / Return Rank
LIFLX
FLCOX
LIFLX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Focused Large Cap Value Fund (LIFLX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.
| LIFLX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.02 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.48 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.44 | +0.06 |
Martin ratioReturn relative to average drawdown | 6.51 | 6.76 | -0.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LIFLX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.02 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.62 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.54 | -0.04 |
Correlation
The correlation between LIFLX and FLCOX is 0.93, 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.
Dividends
LIFLX vs. FLCOX - Dividend Comparison
LIFLX's dividend yield for the trailing twelve months is around 0.67%, less than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LIFLX Lord Abbett Focused Large Cap Value Fund | 0.67% | 0.66% | 2.21% | 0.00% | 38.99% | 27.93% | 6.48% | 0.61% | 0.00% | 0.00% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% |
Drawdowns
LIFLX vs. FLCOX - Drawdown Comparison
The maximum LIFLX drawdown since its inception was -47.12%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for LIFLX and FLCOX.
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Drawdown Indicators
| LIFLX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.12% | -38.28% | -8.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.95% | -11.81% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -22.94% | -19.00% | -3.94% |
Current DrawdownCurrent decline from peak | -6.04% | -4.82% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -6.38% | -4.52% | -1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.51% | +0.24% |
Volatility
LIFLX vs. FLCOX - Volatility Comparison
Lord Abbett Focused Large Cap Value Fund (LIFLX) and Fidelity Large Cap Value Index Fund (FLCOX) have volatilities of 4.52% and 4.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LIFLX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 4.38% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.18% | 8.29% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 15.73% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 14.83% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.77% | 17.73% | +6.04% |