LMVYX vs. FIKNX
LMVYX (Lord Abbett Focused Small Cap Value Fund) and FIKNX (Fidelity Advisor Small Cap Value Fund Class Z) are both Small Cap Value Equities funds. Over the past 5 years, LMVYX returned 5.86%/yr vs 10.34%/yr for FIKNX. Their correlation of 0.95 means they have usually moved in the same direction. LMVYX charges 0.97%/yr vs 0.87%/yr for FIKNX.
Performance
LMVYX vs. FIKNX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LMVYX achieves a 16.34% return, which is significantly lower than FIKNX's 25.69% return.
LMVYX
- 1D
- 0.42%
- 1M
- -1.11%
- 6M
- 8.95%
- YTD
- 16.34%
- 1Y
- 23.97%
- 3Y*
- 9.38%
- 5Y*
- 5.86%
- 10Y*
- 8.94%
- ALL TIME*
- 11.80%
FIKNX
- 1D
- 0.32%
- 1M
- -0.91%
- 6M
- 19.82%
- YTD
- 25.69%
- 1Y
- 39.03%
- 3Y*
- 15.38%
- 5Y*
- 10.34%
- 10Y*
- —
- ALL TIME*
- 12.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LMVYX vs. FIKNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LMVYX Lord Abbett Focused Small Cap Value Fund | 16.34% | 0.23% | 10.43% | 13.83% | -15.05% | 27.60% | 8.57% | 20.63% | -12.43% |
FIKNX Fidelity Advisor Small Cap Value Fund Class Z | 25.69% | 8.18% | 8.00% | 17.97% | -12.98% | 38.27% | 11.35% | 20.98% | -13.08% |
Correlation
The correlation between LMVYX and FIKNX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018 | 0.95 |
The correlation between LMVYX and FIKNX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LMVYX vs. FIKNX — Risk / Return Rank
LMVYX
FIKNX
LMVYX vs. FIKNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Focused Small Cap Value Fund (LMVYX) and Fidelity Advisor Small Cap Value Fund Class Z (FIKNX). 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.
| LMVYX | FIKNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.34 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 3.39 | -1.66 |
| Martin ratioReturn relative to average drawdown | 5.25 | 12.14 | -6.88 |
Loading charts...
Drawdowns
LMVYX vs. FIKNX - Drawdown Comparison
The maximum LMVYX drawdown since its inception was -59.70%, which is greater than FIKNX's maximum drawdown of -44.09%. Use the drawdown chart below to compare losses from any high point for LMVYX and FIKNX.
Loading charts...
Drawdown Indicators
| LMVYX | FIKNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.70% | -44.09% | -15.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -10.35% | -1.50% |
Max Drawdown (3Y)Largest decline over 3 years | -28.97% | -24.87% | -4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -28.97% | -24.87% | -4.10% |
Max Drawdown (10Y)Largest decline over 10 years | -53.61% | — | — |
Current DrawdownCurrent decline from peak | -2.36% | -2.37% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -9.06% | -7.53% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 2.89% | +1.00% |
Volatility
LMVYX vs. FIKNX - Volatility Comparison
The current volatility for Lord Abbett Focused Small Cap Value Fund (LMVYX) is 3.88%, while Fidelity Advisor Small Cap Value Fund Class Z (FIKNX) has a volatility of 4.21%. This indicates that LMVYX experiences smaller price fluctuations and is considered to be less risky than FIKNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LMVYX | FIKNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 4.21% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 13.49% | -1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.24% | 17.93% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 20.87% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.30% | 24.49% | +0.81% |
LMVYX vs. FIKNX - Expense Ratio Comparison
LMVYX has a 0.97% expense ratio, which is higher than FIKNX's 0.87% expense ratio.
Dividends
LMVYX vs. FIKNX - Dividend Comparison
LMVYX's dividend yield for the trailing twelve months is around 3.89%, less than FIKNX's 8.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIKNX Fidelity Advisor Small Cap Value Fund Class Z | 8.15% | 10.24% | 4.82% | 5.32% | 5.92% | 8.07% | 0.58% | 3.65% | 8.42% | 0.00% | 0.00% | 0.00% |
LMVYX Lord Abbett Focused Small Cap Value Fund | 3.89% | 4.52% | 6.69% | 0.24% | 4.01% | 10.49% | 0.92% | 16.57% | 17.51% | 19.53% | 17.52% | 2.40% |
Frequently Asked Questions
With a correlation of 0.91, LMVYX and FIKNX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FIKNX has higher volatility (4.21%) compared to LMVYX (3.88%). In terms of maximum drawdown, LMVYX dropped -59.70% vs FIKNX's -44.09%.
FIKNX currently has the higher Sharpe Ratio (1.96 vs 1.12), 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.
Find the right allocation for LMVYX and FIKNX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer