LMVYX vs. VRTVX

Last updated Jun 23, 2026

LMVYX (Lord Abbett Focused Small Cap Value Fund) and VRTVX (Vanguard Russell 2000 Value Index Fund Institutional Shares) are both Small Cap Value Equities funds. Over the past 10 years, LMVYX returned 9.35%/yr vs 10.62%/yr for VRTVX. Their correlation of 0.95 suggests significant overlap in exposure. LMVYX charges 0.97%/yr vs 0.08%/yr for VRTVX.

Performance

LMVYX vs. VRTVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Focused Small Cap Value Fund (LMVYX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LMVYX achieves a 16.63% return, which is significantly lower than VRTVX's 20.64% return. Over the past 10 years, LMVYX has underperformed VRTVX with an annualized return of 9.35%, while VRTVX has yielded a comparatively higher 10.62% annualized return.

LMVYX

• 1D: 1.75%
• 1M: 4.21%
• YTD: 16.63%
• 6M: 14.61%
• 1Y: 29.12%
• 3Y*: 11.86%
• 5Y*: 5.60%
• 10Y*: 9.35%

VRTVX

• 1D: 1.61%
• 1M: 3.16%
• YTD: 20.64%
• 6M: 17.75%
• 1Y: 44.40%
• 3Y*: 17.96%
• 5Y*: 8.21%
• 10Y*: 10.62%

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

LMVYX vs. VRTVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LMVYX Lord Abbett Focused Small Cap Value Fund	16.63%	0.23%	10.43%	13.83%	-15.05%	27.60%	8.57%	20.63%	-9.57%	7.73%
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares	20.64%	12.21%	8.07%	14.71%	-14.52%	28.06%	4.81%	22.40%	-12.83%	7.91%

Correlation

The correlation between LMVYX and VRTVX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010	0.95

The correlation between LMVYX and VRTVX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

Return for Risk

LMVYX vs. VRTVX — Risk / Return Rank

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

LMVYX

LMVYX Risk / Return Rank: 38
LMVYX Sharpe Ratio Rank: 36
LMVYX Sortino Ratio Rank: 38
LMVYX Omega Ratio Rank: 34
LMVYX Calmar Ratio Rank: 47
LMVYX Martin Ratio Rank: 36

VRTVX

VRTVX Risk / Return Rank: 82
VRTVX Sharpe Ratio Rank: 80
VRTVX Sortino Ratio Rank: 78
VRTVX Omega Ratio Rank: 65
VRTVX Calmar Ratio Rank: 95
VRTVX Martin Ratio Rank: 92

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.

LMVYX vs. VRTVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Focused Small Cap Value Fund (LMVYX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). 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	VRTVX	Difference
Sharpe ratio: Return per unit of total volatility	1.62	2.43	-0.81
Sortino ratio: Return per unit of downside risk	2.41	3.39	-0.98
Omega ratio: Gain probability vs. loss probability	1.29	1.41	-0.12
Calmar ratio: Return relative to maximum drawdown	2.51	5.19	-2.69
Martin ratio: Return relative to average drawdown	7.59	17.64	-10.05

LMVYX vs. VRTVX - Sharpe Ratio Comparison

The current LMVYX Sharpe Ratio is 1.62, which is lower than the VRTVX Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of LMVYX and VRTVX, 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

LMVYX vs. VRTVX - Drawdown Comparison

The maximum LMVYX drawdown since its inception was -59.70%, which is greater than VRTVX's maximum drawdown of -45.98%. Use the drawdown chart below to compare losses from any high point for LMVYX and VRTVX.

Drawdown Indicators

	LMVYX	VRTVX	Difference
Max Drawdown Largest peak-to-trough decline	-59.70%	-45.98%	-13.72%
Max Drawdown (1Y) Largest decline over 1 year	-11.85%	-8.54%	-3.31%
Max Drawdown (3Y) Largest decline over 3 years	-28.97%	-26.85%	-2.12%
Max Drawdown (5Y) Largest decline over 5 years	-28.97%	-26.85%	-2.12%
Max Drawdown (10Y) Largest decline over 10 years	-53.61%	-45.98%	-7.63%
Current Drawdown Current decline from peak	0.00%	-0.15%	+0.15%
Average Drawdown Average peak-to-trough decline	-9.09%	-7.75%	-1.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.91%	2.51%	+1.40%

Volatility

LMVYX vs. VRTVX - Volatility Comparison

Lord Abbett Focused Small Cap Value Fund (LMVYX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) have volatilities of 5.51% and 5.66%, 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.

Volatility by Period

	LMVYX	VRTVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.51%	5.66%	-0.15%
Volatility (6M) Calculated over the trailing 6-month period	12.73%	12.48%	+0.25%
Volatility (1Y) Calculated over the trailing 1-year period	18.34%	18.25%	+0.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.13%	21.68%	+0.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.35%	23.74%	+1.61%

LMVYX vs. VRTVX - Expense Ratio Comparison

LMVYX has a 0.97% expense ratio, which is higher than VRTVX's 0.08% expense ratio.

Dividends

LMVYX vs. VRTVX - Dividend Comparison

LMVYX's dividend yield for the trailing twelve months is around 3.88%, more than VRTVX's 1.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LMVYX Lord Abbett Focused Small Cap Value Fund	3.88%	4.52%	6.69%	0.24%	4.01%	10.49%	0.92%	16.57%	17.51%	19.53%	17.52%	2.40%
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares	1.65%	1.49%	1.84%	2.08%	2.15%	1.56%	1.54%	1.87%	2.17%	1.74%	1.52%	2.16%

Frequently Asked Questions

Can I hold both LMVYX and VRTVX in my portfolio?

LMVYX and VRTVX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LMVYX or VRTVX?

VRTVX has higher volatility (5.66%) compared to LMVYX (5.51%). In terms of maximum drawdown, LMVYX dropped -59.70% vs VRTVX's -45.98%.

Which has better risk-adjusted returns?

VRTVX currently has the higher Sharpe Ratio (2.43 vs 1.62), 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.