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LTRYX vs. LAVLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LTRYX vs. LAVLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Total Return Fund (LTRYX) and Lord Abbett Mid Cap Stock Fund (LAVLX). The values are adjusted to include any dividend payments, if applicable.

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LTRYX vs. LAVLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTRYX
Lord Abbett Total Return Fund
-0.68%7.52%2.09%6.00%-14.60%0.16%7.66%8.57%-0.58%3.94%
LAVLX
Lord Abbett Mid Cap Stock Fund
0.27%7.28%14.96%15.50%-11.02%28.79%2.73%22.92%-14.55%7.06%

Returns By Period

In the year-to-date period, LTRYX achieves a -0.68% return, which is significantly lower than LAVLX's 0.27% return. Over the past 10 years, LTRYX has underperformed LAVLX with an annualized return of 1.93%, while LAVLX has yielded a comparatively higher 7.96% annualized return.


LTRYX

1D
0.23%
1M
-2.02%
YTD
-0.68%
6M
0.18%
1Y
3.77%
3Y*
3.84%
5Y*
0.19%
10Y*
1.93%

LAVLX

1D
2.17%
1M
-5.71%
YTD
0.27%
6M
2.35%
1Y
11.53%
3Y*
12.04%
5Y*
7.25%
10Y*
7.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LTRYX vs. LAVLX - Expense Ratio Comparison

LTRYX has a 0.40% expense ratio, which is lower than LAVLX's 0.98% expense ratio.


Return for Risk

LTRYX vs. LAVLX — Risk / Return Rank

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

LTRYX
LTRYX Risk / Return Rank: 4242
Overall Rank
LTRYX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LTRYX Sortino Ratio Rank: 4040
Sortino Ratio Rank
LTRYX Omega Ratio Rank: 3030
Omega Ratio Rank
LTRYX Calmar Ratio Rank: 5858
Calmar Ratio Rank
LTRYX Martin Ratio Rank: 4040
Martin Ratio Rank

LAVLX
LAVLX Risk / Return Rank: 2828
Overall Rank
LAVLX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
LAVLX Sortino Ratio Rank: 2525
Sortino Ratio Rank
LAVLX Omega Ratio Rank: 2525
Omega Ratio Rank
LAVLX Calmar Ratio Rank: 3030
Calmar Ratio Rank
LAVLX Martin Ratio Rank: 3535
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.

LTRYX vs. LAVLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Total Return Fund (LTRYX) and Lord Abbett Mid Cap Stock Fund (LAVLX). 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.


LTRYXLAVLXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.69

+0.26

Sortino ratio

Return per unit of downside risk

1.36

1.06

+0.30

Omega ratio

Gain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratio

Return relative to maximum drawdown

1.50

0.94

+0.56

Martin ratio

Return relative to average drawdown

4.61

4.03

+0.58

LTRYX vs. LAVLX - Sharpe Ratio Comparison

The current LTRYX Sharpe Ratio is 0.95, which is higher than the LAVLX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of LTRYX and LAVLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LTRYXLAVLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.69

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.42

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.41

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.58

+0.23

Correlation

The correlation between LTRYX and LAVLX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

LTRYX vs. LAVLX - Dividend Comparison

LTRYX's dividend yield for the trailing twelve months is around 4.54%, less than LAVLX's 7.02% yield.


TTM20252024202320222021202020192018201720162015
LTRYX
Lord Abbett Total Return Fund
4.54%4.92%4.16%4.28%2.78%2.92%4.83%3.09%3.56%2.80%3.34%3.31%
LAVLX
Lord Abbett Mid Cap Stock Fund
7.02%7.04%9.70%1.23%8.40%8.51%1.19%3.19%6.55%2.67%0.60%0.79%

Drawdowns

LTRYX vs. LAVLX - Drawdown Comparison

The maximum LTRYX drawdown since its inception was -19.00%, smaller than the maximum LAVLX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for LTRYX and LAVLX.


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Drawdown Indicators


LTRYXLAVLXDifference

Max Drawdown

Largest peak-to-trough decline

-19.00%

-60.58%

+41.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.13%

-13.09%

+9.96%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

-21.76%

+2.76%

Max Drawdown (10Y)

Largest decline over 10 years

-19.00%

-42.16%

+23.16%

Current Drawdown

Current decline from peak

-2.46%

-5.71%

+3.25%

Average Drawdown

Average peak-to-trough decline

-2.56%

-8.14%

+5.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

3.07%

-2.05%

Volatility

LTRYX vs. LAVLX - Volatility Comparison

The current volatility for Lord Abbett Total Return Fund (LTRYX) is 1.62%, while Lord Abbett Mid Cap Stock Fund (LAVLX) has a volatility of 4.80%. This indicates that LTRYX experiences smaller price fluctuations and is considered to be less risky than LAVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTRYXLAVLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

4.80%

-3.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

9.02%

-6.39%

Volatility (1Y)

Calculated over the trailing 1-year period

4.42%

17.28%

-12.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.55%

17.32%

-11.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.64%

19.53%

-14.89%