LRSCX vs. ICISX
LRSCX (Lord Abbett Small Cap Value Fund) and ICISX (VY Columbia Small Cap Value II Portfolio) are both Small Cap Value Equities funds. Over the past 10 years, LRSCX returned 7.42%/yr vs 10.80%/yr for ICISX. Their 0.95 correlation means they have historically moved very closely together. LRSCX charges 1.17%/yr vs 0.92%/yr for ICISX.
Performance
LRSCX vs. ICISX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LRSCX achieves a 17.90% return, which is significantly lower than ICISX's 24.98% return. Over the past 10 years, LRSCX has underperformed ICISX with an annualized return of 7.42%, while ICISX has yielded a comparatively higher 10.80% annualized return.
LRSCX
- 1D
- 0.47%
- 1M
- 0.30%
- 6M
- 10.97%
- YTD
- 17.90%
- 1Y
- 24.75%
- 3Y*
- 11.17%
- 5Y*
- 7.23%
- 10Y*
- 7.42%
- ALL TIME*
- 10.63%
ICISX
- 1D
- -0.40%
- 1M
- 0.69%
- 6M
- 17.83%
- YTD
- 24.98%
- 1Y
- 38.81%
- 3Y*
- 15.57%
- 5Y*
- 10.22%
- 10Y*
- 10.80%
- ALL TIME*
- 8.09%
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 |
LRSCX vs. ICISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LRSCX Lord Abbett Small Cap Value Fund | 17.90% | 0.61% | 12.66% | 19.81% | -17.48% | 26.24% | -1.49% | 20.41% | -11.90% | 6.49% |
ICISX VY Columbia Small Cap Value II Portfolio | 24.98% | 8.38% | 11.15% | 14.13% | -13.57% | 34.53% | 9.95% | 20.26% | -17.54% | 11.24% |
Correlation
The correlation between LRSCX and ICISX is 0.82, 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. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 4, 2006 | 0.95 |
The correlation between LRSCX and ICISX shifts across timeframes, from 0.82 (1 year) to 0.95 (all time), reflecting how their relationship changes across market environments.
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
LRSCX vs. ICISX — Risk / Return Rank
LRSCX
ICISX
LRSCX vs. ICISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Small Cap Value Fund (LRSCX) and VY Columbia Small Cap Value II Portfolio (ICISX). 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.
| LRSCX | ICISX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.43 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 4.35 | -2.47 |
| Martin ratioReturn relative to average drawdown | 5.92 | 15.28 | -9.36 |
Loading charts...
Drawdowns
LRSCX vs. ICISX - Drawdown Comparison
The maximum LRSCX drawdown since its inception was -54.02%, smaller than the maximum ICISX drawdown of -59.91%. Use the drawdown chart below to compare losses from any high point for LRSCX and ICISX.
Loading charts...
Drawdown Indicators
| LRSCX | ICISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.02% | -59.91% | +5.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.18% | -9.50% | -1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -29.24% | -28.05% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -29.24% | -28.05% | -1.19% |
Max Drawdown (10Y)Largest decline over 10 years | -50.25% | -49.01% | -1.24% |
Current DrawdownCurrent decline from peak | -0.93% | -1.85% | +0.92% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -10.74% | +2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 2.64% | +0.91% |
Volatility
LRSCX vs. ICISX - Volatility Comparison
Lord Abbett Small Cap Value Fund (LRSCX) and VY Columbia Small Cap Value II Portfolio (ICISX) have volatilities of 3.86% and 3.70%, 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.
Loading charts...
Volatility by Period
| LRSCX | ICISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 3.70% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 11.68% | 11.70% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.38% | 16.79% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.13% | 21.46% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.30% | 23.61% | -0.31% |
LRSCX vs. ICISX - Expense Ratio Comparison
LRSCX has a 1.17% expense ratio, which is higher than ICISX's 0.92% expense ratio.
Dividends
LRSCX vs. ICISX - Dividend Comparison
LRSCX's dividend yield for the trailing twelve months is around 5.66%, less than ICISX's 22.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICISX VY Columbia Small Cap Value II Portfolio | 22.36% | 27.95% | 11.14% | 7.68% | 17.24% | 0.74% | 4.30% | 13.90% | 14.67% | 4.45% | 4.26% | 0.62% |
LRSCX Lord Abbett Small Cap Value Fund | 5.66% | 6.68% | 11.06% | 0.12% | 3.79% | 17.08% | 1.06% | 19.56% | 20.44% | 14.33% | 14.14% | 24.30% |
Frequently Asked Questions
LRSCX and ICISX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LRSCX has higher volatility (3.86%) compared to ICISX (3.70%). In terms of maximum drawdown, LRSCX dropped -54.02% vs ICISX's -59.91%.
ICISX currently has the higher Sharpe Ratio (2.47 vs 1.21), 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 LRSCX and ICISX
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