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LIFLX vs. IVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LIFLX vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Focused Large Cap Value Fund (LIFLX) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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LIFLX vs. IVV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LIFLX
Lord Abbett Focused Large Cap Value Fund
-3.84%19.02%21.38%14.33%-9.71%28.30%5.17%5.19%
IVV
iShares Core S&P 500 ETF
-4.38%17.85%24.93%26.31%-18.16%28.76%18.40%9.11%

Returns By Period

In the year-to-date period, LIFLX achieves a -3.84% return, which is significantly higher than IVV's -4.38% return.


LIFLX

1D
0.13%
1M
-6.78%
YTD
-3.84%
6M
-1.61%
1Y
14.62%
3Y*
16.99%
5Y*
9.95%
10Y*

IVV

1D
2.88%
1M
-4.99%
YTD
-4.38%
6M
-1.80%
1Y
17.69%
3Y*
18.29%
5Y*
11.76%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LIFLX vs. IVV - Expense Ratio Comparison

LIFLX has a 0.68% expense ratio, which is higher than IVV's 0.03% expense ratio.


Return for Risk

LIFLX vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LIFLX
LIFLX Risk / Return Rank: 4949
Overall Rank
LIFLX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
LIFLX Sortino Ratio Rank: 4949
Sortino Ratio Rank
LIFLX Omega Ratio Rank: 5252
Omega Ratio Rank
LIFLX Calmar Ratio Rank: 4444
Calmar Ratio Rank
LIFLX Martin Ratio Rank: 5050
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 6565
Overall Rank
IVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6262
Sortino Ratio Rank
IVV Omega Ratio Rank: 6666
Omega Ratio Rank
IVV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LIFLX vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Focused Large Cap Value Fund (LIFLX) and iShares Core S&P 500 ETF (IVV). 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.


LIFLXIVVDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.97

0.00

Sortino ratio

Return per unit of downside risk

1.40

1.49

-0.08

Omega ratio

Gain probability vs. loss probability

1.21

1.23

-0.01

Calmar ratio

Return relative to maximum drawdown

1.13

1.53

-0.41

Martin ratio

Return relative to average drawdown

4.94

7.32

-2.38

LIFLX vs. IVV - Sharpe Ratio Comparison

The current LIFLX Sharpe Ratio is 0.97, which is comparable to the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of LIFLX and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LIFLXIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.97

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.70

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.42

+0.05

Correlation

The correlation between LIFLX and IVV is 0.83, 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. IVV - Dividend Comparison

LIFLX's dividend yield for the trailing twelve months is around 0.69%, less than IVV's 1.23% yield.


TTM20252024202320222021202020192018201720162015
LIFLX
Lord Abbett Focused Large Cap Value Fund
0.69%0.66%2.21%0.00%38.99%27.93%6.48%0.61%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.23%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Drawdowns

LIFLX vs. IVV - Drawdown Comparison

The maximum LIFLX drawdown since its inception was -47.12%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for LIFLX and IVV.


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Drawdown Indicators


LIFLXIVVDifference

Max Drawdown

Largest peak-to-trough decline

-47.12%

-55.25%

+8.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.95%

-12.06%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-22.94%

-24.53%

+1.59%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-8.11%

-6.26%

-1.85%

Average Drawdown

Average peak-to-trough decline

-6.39%

-10.85%

+4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.53%

+0.19%

Volatility

LIFLX vs. IVV - Volatility Comparison

The current volatility for Lord Abbett Focused Large Cap Value Fund (LIFLX) is 3.72%, while iShares Core S&P 500 ETF (IVV) has a volatility of 5.30%. This indicates that LIFLX experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LIFLXIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

5.30%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

9.45%

-1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

18.31%

-2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.45%

16.89%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.77%

18.04%

+5.73%