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LMIYX vs. LGLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMIYX vs. LGLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Micro Cap Growth Fund (LMIYX) and Lord Abbett Growth Leaders Fund (LGLIX). The values are adjusted to include any dividend payments, if applicable.

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LMIYX vs. LGLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMIYX
Lord Abbett Micro Cap Growth Fund
-5.13%11.02%27.28%6.14%-29.10%32.54%79.45%34.34%2.19%38.54%
LGLIX
Lord Abbett Growth Leaders Fund
-14.54%16.49%44.97%33.29%-38.73%8.62%77.55%35.02%-1.08%31.64%

Returns By Period

In the year-to-date period, LMIYX achieves a -5.13% return, which is significantly higher than LGLIX's -14.54% return. Over the past 10 years, LMIYX has outperformed LGLIX with an annualized return of 18.25%, while LGLIX has yielded a comparatively lower 15.30% annualized return.


LMIYX

1D
-2.42%
1M
-8.75%
YTD
-5.13%
6M
-2.91%
1Y
28.22%
3Y*
10.44%
5Y*
3.54%
10Y*
18.25%

LGLIX

1D
-1.78%
1M
-9.21%
YTD
-14.54%
6M
-17.40%
1Y
15.24%
3Y*
20.47%
5Y*
5.89%
10Y*
15.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LMIYX vs. LGLIX - Expense Ratio Comparison

LMIYX has a 1.12% expense ratio, which is higher than LGLIX's 0.64% expense ratio.


Return for Risk

LMIYX vs. LGLIX — Risk / Return Rank

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

LMIYX
LMIYX Risk / Return Rank: 5959
Overall Rank
LMIYX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LMIYX Sortino Ratio Rank: 5454
Sortino Ratio Rank
LMIYX Omega Ratio Rank: 4040
Omega Ratio Rank
LMIYX Calmar Ratio Rank: 8181
Calmar Ratio Rank
LMIYX Martin Ratio Rank: 7171
Martin Ratio Rank

LGLIX
LGLIX Risk / Return Rank: 2121
Overall Rank
LGLIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LGLIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
LGLIX Omega Ratio Rank: 2323
Omega Ratio Rank
LGLIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
LGLIX Martin Ratio Rank: 1717
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.

LMIYX vs. LGLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Micro Cap Growth Fund (LMIYX) and Lord Abbett Growth Leaders Fund (LGLIX). 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.


LMIYXLGLIXDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.55

+0.44

Sortino ratio

Return per unit of downside risk

1.48

0.93

+0.55

Omega ratio

Gain probability vs. loss probability

1.18

1.13

+0.06

Calmar ratio

Return relative to maximum drawdown

1.95

0.54

+1.41

Martin ratio

Return relative to average drawdown

6.74

1.66

+5.07

LMIYX vs. LGLIX - Sharpe Ratio Comparison

The current LMIYX Sharpe Ratio is 0.99, which is higher than the LGLIX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of LMIYX and LGLIX, 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


LMIYXLGLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.55

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.23

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.62

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.62

-0.17

Correlation

The correlation between LMIYX and LGLIX is 0.81, 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

LMIYX vs. LGLIX - Dividend Comparison

LMIYX's dividend yield for the trailing twelve months is around 0.01%, less than LGLIX's 2.33% yield.


TTM20252024202320222021202020192018201720162015
LMIYX
Lord Abbett Micro Cap Growth Fund
0.01%0.01%0.00%0.00%0.00%22.32%23.16%15.30%37.13%15.17%0.00%21.83%
LGLIX
Lord Abbett Growth Leaders Fund
2.33%1.99%0.00%0.00%0.00%23.83%9.27%8.01%19.82%6.46%0.00%4.84%

Drawdowns

LMIYX vs. LGLIX - Drawdown Comparison

The maximum LMIYX drawdown since its inception was -61.35%, which is greater than LGLIX's maximum drawdown of -45.95%. Use the drawdown chart below to compare losses from any high point for LMIYX and LGLIX.


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Drawdown Indicators


LMIYXLGLIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.35%

-45.95%

-15.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-21.01%

+8.41%

Max Drawdown (5Y)

Largest decline over 5 years

-42.86%

-45.95%

+3.09%

Max Drawdown (10Y)

Largest decline over 10 years

-43.37%

-45.95%

+2.58%

Current Drawdown

Current decline from peak

-11.80%

-21.01%

+9.21%

Average Drawdown

Average peak-to-trough decline

-18.42%

-9.38%

-9.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

6.80%

-3.15%

Volatility

LMIYX vs. LGLIX - Volatility Comparison

Lord Abbett Micro Cap Growth Fund (LMIYX) has a higher volatility of 9.56% compared to Lord Abbett Growth Leaders Fund (LGLIX) at 7.99%. This indicates that LMIYX's price experiences larger fluctuations and is considered to be riskier than LGLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMIYXLGLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.56%

7.99%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

19.91%

16.46%

+3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

27.53%

26.65%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.08%

25.79%

+4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.82%

24.65%

+4.17%