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LNCIX vs. LAGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LNCIX vs. LAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ladenburg Income Fund (LNCIX) and Ladenburg Aggressive Growth Fund (LAGIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LNCIX achieves a 3.04% return, which is significantly lower than LAGIX's 10.71% return. Over the past 10 years, LNCIX has underperformed LAGIX with an annualized return of 3.48%, while LAGIX has yielded a comparatively higher 10.05% annualized return.


LNCIX

1D
-0.18%
1M
0.74%
YTD
3.04%
6M
2.76%
1Y
9.35%
3Y*
6.80%
5Y*
2.42%
10Y*
3.48%

LAGIX

1D
0.00%
1M
1.54%
YTD
10.71%
6M
9.46%
1Y
21.92%
3Y*
12.96%
5Y*
6.32%
10Y*
10.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LNCIX vs. LAGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LNCIX
Ladenburg Income Fund
3.04%8.91%4.47%8.46%-12.62%3.11%5.76%11.70%-3.64%6.07%
LAGIX
Ladenburg Aggressive Growth Fund
10.71%11.14%7.54%19.26%-18.90%17.65%17.60%25.43%-9.44%17.74%

Correlation

The correlation between LNCIX and LAGIX is 0.86, 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

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2015

0.80

The correlation between LNCIX and LAGIX shifts across timeframes, from 0.74 (3 years) to 0.86 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LNCIX vs. LAGIX — Risk / Return Rank

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

LNCIX
LNCIX Risk / Return Rank: 5252
Overall Rank
LNCIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
LNCIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
LNCIX Omega Ratio Rank: 5454
Omega Ratio Rank
LNCIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
LNCIX Martin Ratio Rank: 5555
Martin Ratio Rank

LAGIX
LAGIX Risk / Return Rank: 5959
Overall Rank
LAGIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LAGIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
LAGIX Omega Ratio Rank: 5050
Omega Ratio Rank
LAGIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
LAGIX Martin Ratio Rank: 7171
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.

LNCIX vs. LAGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ladenburg Income Fund (LNCIX) and Ladenburg Aggressive Growth Fund (LAGIX). 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.


LNCIXLAGIXDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.37

1.36

+0.01

Calmar ratioReturn relative to maximum drawdown

2.47

3.04

-0.57

Martin ratioReturn relative to average drawdown

10.44

12.77

-2.33

LNCIX vs. LAGIX - Sharpe Ratio Comparison

The current LNCIX Sharpe Ratio is 1.93, which is comparable to the LAGIX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of LNCIX and LAGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LNCIX vs. LAGIX - Drawdown Comparison

The maximum LNCIX drawdown since its inception was -16.72%, smaller than the maximum LAGIX drawdown of -31.30%. Use the drawdown chart below to compare losses from any high point for LNCIX and LAGIX.


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Drawdown Indicators


LNCIXLAGIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.72%

-31.30%

+14.58%

Max Drawdown (1Y)

Largest decline over 1 year

-4.01%

-7.56%

+3.55%

Max Drawdown (3Y)

Largest decline over 3 years

-8.69%

-24.79%

+16.10%

Max Drawdown (5Y)

Largest decline over 5 years

-16.72%

-25.75%

+9.03%

Max Drawdown (10Y)

Largest decline over 10 years

-16.72%

-31.30%

+14.58%

Current Drawdown

Current decline from peak

-0.36%

-0.64%

+0.28%

Average Drawdown

Average peak-to-trough decline

-3.47%

-5.66%

+2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

1.80%

-0.85%

Volatility

LNCIX vs. LAGIX - Volatility Comparison

The current volatility for Ladenburg Income Fund (LNCIX) is 1.94%, while Ladenburg Aggressive Growth Fund (LAGIX) has a volatility of 4.01%. This indicates that LNCIX experiences smaller price fluctuations and is considered to be less risky than LAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LNCIXLAGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

4.01%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

4.21%

8.94%

-4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

5.16%

11.61%

-6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.87%

16.17%

-9.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.70%

16.54%

-9.84%

LNCIX vs. LAGIX - Expense Ratio Comparison

Both LNCIX and LAGIX have an expense ratio of 0.85%.


Dividends

LNCIX vs. LAGIX - Dividend Comparison

LNCIX's dividend yield for the trailing twelve months is around 3.37%, less than LAGIX's 4.64% yield.


PositionTTM202520242023202220212020201920182017
LAGIX
Ladenburg Aggressive Growth Fund
4.64%5.14%0.00%2.85%0.58%1.18%1.64%3.18%1.23%0.55%
LNCIX
Ladenburg Income Fund
3.37%3.45%2.17%2.29%2.02%6.02%1.22%2.25%1.80%1.49%

Frequently Asked Questions


LNCIX and LAGIX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LAGIX has higher volatility (4.01%) compared to LNCIX (1.94%). In terms of maximum drawdown, LNCIX dropped -16.72% vs LAGIX's -31.30%.

LAGIX currently has the higher Sharpe Ratio (1.99 vs 1.93), 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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