LIFLX vs. LAGWX

Last updated Jun 24, 2026

LIFLX (Lord Abbett Focused Large Cap Value Fund) and LAGWX (Lord Abbett Developing Growth Fund) are both mutual funds - LIFLX is a Large Cap Value Equities fund managed by Lord Abbett, while LAGWX is a Small Cap Growth Equities fund managed by Lord Abbett. Over the past 5 years, LIFLX returned 10.63%/yr vs 4.82%/yr for LAGWX. A 0.66 correlation means they provide meaningful diversification when combined. LIFLX charges 0.68%/yr vs 0.93%/yr for LAGWX.

Performance

LIFLX vs. LAGWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Focused Large Cap Value Fund (LIFLX) and Lord Abbett Developing Growth Fund (LAGWX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LIFLX achieves a 3.90% return, which is significantly lower than LAGWX's 37.61% return.

LIFLX

• 1D: 0.06%
• 1M: 1.76%
• YTD: 3.90%
• 6M: 2.82%
• 1Y: 17.23%
• 3Y*: 19.69%
• 5Y*: 10.63%
• 10Y*: —

LAGWX

• 1D: 1.55%
• 1M: 8.02%
• YTD: 37.61%
• 6M: 33.50%
• 1Y: 62.99%
• 3Y*: 24.23%
• 5Y*: 4.82%
• 10Y*: 15.86%

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

LIFLX vs. LAGWX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LIFLX Lord Abbett Focused Large Cap Value Fund	3.90%	19.02%	21.38%	14.33%	-9.71%	28.30%	5.17%	5.19%
LAGWX Lord Abbett Developing Growth Fund	37.61%	14.37%	21.89%	8.50%	-36.09%	-2.77%	72.40%	-8.86%

Correlation

The correlation between LIFLX and LAGWX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (All Time) Calculated using the full available price history since Jul 31, 2019	0.66

The correlation between LIFLX and LAGWX shifts across timeframes, from 0.62 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

LIFLX vs. LAGWX — Risk / Return Rank

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

LIFLX

LIFLX Risk / Return Rank: 38
LIFLX Sharpe Ratio Rank: 38
LIFLX Sortino Ratio Rank: 39
LIFLX Omega Ratio Rank: 35
LIFLX Calmar Ratio Rank: 38
LIFLX Martin Ratio Rank: 38

LAGWX

LAGWX Risk / Return Rank: 74
LAGWX Sharpe Ratio Rank: 76
LAGWX Sortino Ratio Rank: 58
LAGWX Omega Ratio Rank: 58
LAGWX Calmar Ratio Rank: 91
LAGWX Martin Ratio Rank: 90

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. LAGWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Focused Large Cap Value Fund (LIFLX) and Lord Abbett Developing Growth Fund (LAGWX). 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.

	LIFLX	LAGWX	Difference
Sharpe ratio: Return per unit of total volatility	1.66	2.33	-0.67
Sortino ratio: Return per unit of downside risk	2.43	2.91	-0.48
Omega ratio: Gain probability vs. loss probability	1.29	1.38	-0.09
Calmar ratio: Return relative to maximum drawdown	2.21	4.46	-2.24
Martin ratio: Return relative to average drawdown	7.84	16.32	-8.48

LIFLX vs. LAGWX - Sharpe Ratio Comparison

The current LIFLX Sharpe Ratio is 1.66, which is comparable to the LAGWX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of LIFLX and LAGWX, 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

LIFLX vs. LAGWX - Drawdown Comparison

The maximum LIFLX drawdown since its inception was -47.12%, smaller than the maximum LAGWX drawdown of -60.31%. Use the drawdown chart below to compare losses from any high point for LIFLX and LAGWX.

Drawdown Indicators

	LIFLX	LAGWX	Difference
Max Drawdown Largest peak-to-trough decline	-47.12%	-60.31%	+13.19%
Max Drawdown (1Y) Largest decline over 1 year	-8.22%	-14.72%	+6.50%
Max Drawdown (3Y) Largest decline over 3 years	-16.43%	-32.10%	+15.67%
Max Drawdown (5Y) Largest decline over 5 years	-22.94%	-51.25%	+28.31%
Max Drawdown (10Y) Largest decline over 10 years	—	-54.38%	—
Current Drawdown Current decline from peak	-0.71%	0.00%	-0.71%
Average Drawdown Average peak-to-trough decline	-6.25%	-17.05%	+10.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.32%	4.01%	-1.69%

Volatility

LIFLX vs. LAGWX - Volatility Comparison

The current volatility for Lord Abbett Focused Large Cap Value Fund (LIFLX) is 3.17%, while Lord Abbett Developing Growth Fund (LAGWX) has a volatility of 10.56%. This indicates that LIFLX experiences smaller price fluctuations and is considered to be less risky than LAGWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LIFLX	LAGWX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.17%	10.56%	-7.39%
Volatility (6M) Calculated over the trailing 6-month period	8.46%	22.96%	-14.50%
Volatility (1Y) Calculated over the trailing 1-year period	10.99%	28.16%	-17.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.39%	27.98%	-11.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.47%	27.40%	-3.93%

LIFLX vs. LAGWX - Expense Ratio Comparison

LIFLX has a 0.68% expense ratio, which is lower than LAGWX's 0.93% expense ratio.

Dividends

LIFLX vs. LAGWX - Dividend Comparison

LIFLX's dividend yield for the trailing twelve months is around 0.64%, while LAGWX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LAGWX Lord Abbett Developing Growth Fund	0.00%	0.00%	0.03%	0.00%	0.00%	12.60%	9.67%	22.87%	33.87%	0.00%	0.00%	10.03%
LIFLX Lord Abbett Focused Large Cap Value Fund	0.64%	0.66%	2.21%	0.00%	38.99%	27.93%	6.48%	0.61%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LIFLX and LAGWX in my portfolio?

LIFLX and LAGWX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LIFLX or LAGWX?

LAGWX has higher volatility (10.56%) compared to LIFLX (3.17%). In terms of maximum drawdown, LIFLX dropped -47.12% vs LAGWX's -60.31%.

Which has better risk-adjusted returns?

LAGWX currently has the higher Sharpe Ratio (2.33 vs 1.66), 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.