LMVYX vs. TSLTX
LMVYX (Lord Abbett Focused Small Cap Value Fund) and TSLTX (Transamerica Small Cap Value) are both Small Cap Value Equities funds. Over the past 5 years, LMVYX returned 5.86%/yr vs 10.00%/yr for TSLTX. Their correlation of 0.94 means they have usually moved in the same direction. LMVYX charges 0.97%/yr vs 0.80%/yr for TSLTX.
Performance
LMVYX vs. TSLTX - Performance Comparison
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Returns By Period
In the year-to-date period, LMVYX achieves a 16.34% return, which is significantly lower than TSLTX's 25.34% 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%
TSLTX
- 1D
- 1.09%
- 1M
- -0.15%
- 6M
- 17.18%
- YTD
- 25.34%
- 1Y
- 43.08%
- 3Y*
- 15.92%
- 5Y*
- 10.00%
- 10Y*
- —
- ALL TIME*
- 9.08%
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. TSLTX - 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% | -13.53% |
TSLTX Transamerica Small Cap Value | 25.34% | 9.56% | 12.59% | 8.84% | -12.51% | 31.10% | 5.99% | 20.91% | -16.42% |
Correlation
The correlation between LMVYX and TSLTX 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 Mar 22, 2018 | 0.94 |
The correlation between LMVYX and TSLTX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
LMVYX vs. TSLTX — Risk / Return Rank
LMVYX
TSLTX
LMVYX vs. TSLTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Focused Small Cap Value Fund (LMVYX) and Transamerica Small Cap Value (TSLTX). 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 | TSLTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.43 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 5.14 | -3.42 |
| Martin ratioReturn relative to average drawdown | 5.25 | 16.92 | -11.67 |
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Drawdowns
LMVYX vs. TSLTX - Drawdown Comparison
The maximum LMVYX drawdown since its inception was -59.70%, which is greater than TSLTX's maximum drawdown of -55.58%. Use the drawdown chart below to compare losses from any high point for LMVYX and TSLTX.
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Drawdown Indicators
| LMVYX | TSLTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.70% | -55.58% | -4.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -7.73% | -4.12% |
Max Drawdown (3Y)Largest decline over 3 years | -28.97% | -26.62% | -2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -28.97% | -55.58% | +26.61% |
Max Drawdown (10Y)Largest decline over 10 years | -53.61% | — | — |
Current DrawdownCurrent decline from peak | -2.36% | -15.45% | +13.09% |
Average DrawdownAverage peak-to-trough decline | -9.06% | -28.21% | +19.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 2.35% | +1.54% |
Volatility
LMVYX vs. TSLTX - Volatility Comparison
Lord Abbett Focused Small Cap Value Fund (LMVYX) and Transamerica Small Cap Value (TSLTX) have volatilities of 3.88% and 3.76%, 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
| LMVYX | TSLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.76% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 11.01% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.24% | 16.29% | +1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 49.93% | -28.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.30% | 43.22% | -17.92% |
LMVYX vs. TSLTX - Expense Ratio Comparison
LMVYX has a 0.97% expense ratio, which is higher than TSLTX's 0.80% expense ratio.
Dividends
LMVYX vs. TSLTX - Dividend Comparison
LMVYX's dividend yield for the trailing twelve months is around 3.89%, less than TSLTX's 4.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSLTX Transamerica Small Cap Value | 4.29% | 5.38% | 27.99% | 2.99% | 21.70% | 77.67% | 0.24% | 4.26% | 11.17% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, LMVYX and TSLTX 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.
LMVYX has higher volatility (3.88%) compared to TSLTX (3.76%). In terms of maximum drawdown, LMVYX dropped -59.70% vs TSLTX's -55.58%.
TSLTX currently has the higher Sharpe Ratio (2.45 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.
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