LVOYX vs. BTMFX

Last updated Jul 3, 2026

LVOYX (Lord Abbett Value Opportunities Fund) and BTMFX (Boston Trust Midcap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, LVOYX returned 8.82%/yr vs 10.38%/yr for BTMFX. Their correlation of 0.94 suggests significant overlap in exposure. LVOYX charges 0.90%/yr vs 1.00%/yr for BTMFX.

Performance

LVOYX vs. BTMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Value Opportunities Fund (LVOYX) and Boston Trust Midcap Fund (BTMFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LVOYX achieves a 14.37% return, which is significantly higher than BTMFX's 4.75% return. Over the past 10 years, LVOYX has underperformed BTMFX with an annualized return of 8.82%, while BTMFX has yielded a comparatively higher 10.38% annualized return.

LVOYX

• 1D: -0.95%
• 1M: 3.05%
• 6M: 14.37%
• YTD: 14.37%
• 1Y: 17.75%
• 3Y*: 12.12%
• 5Y*: 5.64%
• 10Y*: 8.82%

BTMFX

• 1D: 0.25%
• 1M: 2.78%
• 6M: 4.75%
• YTD: 4.75%
• 1Y: 6.49%
• 3Y*: 8.63%
• 5Y*: 6.01%
• 10Y*: 10.38%

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

LVOYX vs. BTMFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LVOYX Lord Abbett Value Opportunities Fund	14.37%	0.87%	13.84%	17.03%	-21.62%	27.23%	15.54%	23.05%	-12.06%	10.18%
BTMFX Boston Trust Midcap Fund	4.75%	4.29%	10.27%	13.06%	-10.91%	24.77%	9.72%	33.00%	-3.36%	20.01%

Correlation

The correlation between LVOYX and BTMFX is 0.83, 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Sep 28, 2007	0.94

The correlation between LVOYX and BTMFX shifts across timeframes, from 0.83 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LVOYX vs. BTMFX — Risk / Return Rank

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

LVOYX

LVOYX Risk / Return Rank: 36
LVOYX Sharpe Ratio Rank: 32
LVOYX Sortino Ratio Rank: 34
LVOYX Omega Ratio Rank: 30
LVOYX Calmar Ratio Rank: 42
LVOYX Martin Ratio Rank: 41

BTMFX

BTMFX Risk / Return Rank: 11
BTMFX Sharpe Ratio Rank: 10
BTMFX Sortino Ratio Rank: 10
BTMFX Omega Ratio Rank: 9
BTMFX Calmar Ratio Rank: 13
BTMFX Martin Ratio Rank: 12

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.

LVOYX vs. BTMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Value Opportunities Fund (LVOYX) and Boston Trust Midcap Fund (BTMFX). 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.

	LVOYX	BTMFX	Difference
Sharpe ratio: Return per unit of total volatility	1.27	0.58	+0.68
Sortino ratio: Return per unit of downside risk	1.91	0.95	+0.97
Omega ratio: Gain probability vs. loss probability	1.22	1.11	+0.11
Calmar ratio: Return relative to maximum drawdown	2.02	0.88	+1.14
Martin ratio: Return relative to average drawdown	7.07	2.41	+4.66

LVOYX vs. BTMFX - Sharpe Ratio Comparison

The current LVOYX Sharpe Ratio is 1.27, which is higher than the BTMFX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of LVOYX and BTMFX, 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

LVOYX vs. BTMFX - Drawdown Comparison

The maximum LVOYX drawdown since its inception was -46.13%, smaller than the maximum BTMFX drawdown of -49.26%. Use the drawdown chart below to compare losses from any high point for LVOYX and BTMFX.

Drawdown Indicators

	LVOYX	BTMFX	Difference
Max Drawdown Largest peak-to-trough decline	-46.13%	-49.26%	+3.13%
Max Drawdown (1Y) Largest decline over 1 year	-9.26%	-7.79%	-1.47%
Max Drawdown (3Y) Largest decline over 3 years	-25.29%	-17.77%	-7.52%
Max Drawdown (5Y) Largest decline over 5 years	-29.14%	-20.79%	-8.35%
Max Drawdown (10Y) Largest decline over 10 years	-39.06%	-37.14%	-1.92%
Current Drawdown Current decline from peak	-1.04%	0.00%	-1.04%
Average Drawdown Average peak-to-trough decline	-7.70%	-6.14%	-1.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	2.84%	-0.20%

Volatility

LVOYX vs. BTMFX - Volatility Comparison

Lord Abbett Value Opportunities Fund (LVOYX) has a higher volatility of 5.04% compared to Boston Trust Midcap Fund (BTMFX) at 3.16%. This indicates that LVOYX's price experiences larger fluctuations and is considered to be riskier than BTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LVOYX	BTMFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.04%	3.16%	+1.88%
Volatility (6M) Calculated over the trailing 6-month period	11.12%	8.27%	+2.85%
Volatility (1Y) Calculated over the trailing 1-year period	14.81%	11.84%	+2.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.13%	15.75%	+3.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.04%	17.36%	+2.68%

LVOYX vs. BTMFX - Expense Ratio Comparison

LVOYX has a 0.90% expense ratio, which is lower than BTMFX's 1.00% expense ratio.

Dividends

LVOYX vs. BTMFX - Dividend Comparison

LVOYX's dividend yield for the trailing twelve months is around 5.26%, less than BTMFX's 10.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BTMFX Boston Trust Midcap Fund	10.37%	10.86%	4.23%	4.41%	4.71%	4.91%	1.98%	6.95%	5.96%	6.61%	7.03%	6.60%
LVOYX Lord Abbett Value Opportunities Fund	5.26%	6.01%	6.65%	1.59%	9.14%	12.66%	5.41%	11.55%	10.49%	5.98%	5.82%	7.68%

Frequently Asked Questions

Can I hold both LVOYX and BTMFX in my portfolio?

LVOYX and BTMFX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LVOYX or BTMFX?

LVOYX has higher volatility (5.04%) compared to BTMFX (3.16%). In terms of maximum drawdown, LVOYX dropped -46.13% vs BTMFX's -49.26%.

Which has better risk-adjusted returns?

LVOYX currently has the higher Sharpe Ratio (1.27 vs 0.58), 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.