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VAIGX vs. LIAGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VAIGX vs. LIAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Advice Select International Growth Fund (VAIGX) and Lord Abbett International Growth Fund (LIAGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VAIGX achieves a -2.83% return, which is significantly lower than LIAGX's 27.26% return.


VAIGX

1D
-2.29%
1M
3.00%
YTD
-2.83%
6M
-2.87%
1Y
-4.98%
3Y*
10.87%
5Y*
10Y*

LIAGX

1D
-0.41%
1M
7.53%
YTD
27.26%
6M
28.28%
1Y
39.81%
3Y*
21.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAIGX vs. LIAGX - Yearly Performance Comparison


2026 (YTD)2025202420232022
VAIGX
Vanguard Advice Select International Growth Fund
-2.83%17.01%19.11%15.53%-28.63%
LIAGX
Lord Abbett International Growth Fund
27.26%25.09%9.43%15.73%-18.80%

Correlation

The correlation between VAIGX and LIAGX is 0.80, 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

0.80

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

0.84

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2022

0.86

The correlation between VAIGX and LIAGX has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.

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Return for Risk

VAIGX vs. LIAGX — Risk / Return Rank

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

VAIGX
VAIGX Risk / Return Rank: 22
Overall Rank
VAIGX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
VAIGX Sortino Ratio Rank: 22
Sortino Ratio Rank
VAIGX Omega Ratio Rank: 22
Omega Ratio Rank
VAIGX Calmar Ratio Rank: 22
Calmar Ratio Rank
VAIGX Martin Ratio Rank: 22
Martin Ratio Rank

LIAGX
LIAGX Risk / Return Rank: 5151
Overall Rank
LIAGX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
LIAGX Sortino Ratio Rank: 4545
Sortino Ratio Rank
LIAGX Omega Ratio Rank: 4747
Omega Ratio Rank
LIAGX Calmar Ratio Rank: 5757
Calmar Ratio Rank
LIAGX Martin Ratio Rank: 5959
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.

VAIGX vs. LIAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select International Growth Fund (VAIGX) and Lord Abbett International Growth Fund (LIAGX). 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.


VAIGXLIAGXDifference
Sharpe ratioReturn per unit of total volatility

-2.18

Sortino ratioReturn per unit of downside risk

-2.85

Omega ratioGain probability vs. loss probability

0.99

1.36

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.17

2.83

-3.01

Martin ratioReturn relative to average drawdown

-0.41

11.39

-11.79

VAIGX vs. LIAGX - Sharpe Ratio Comparison

The current VAIGX Sharpe Ratio is -0.19, which is lower than the LIAGX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of VAIGX and LIAGX, 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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Sharpe Ratios by Period


VAIGXLIAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

2.00

-2.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.44

-0.35

Drawdowns

VAIGX vs. LIAGX - Drawdown Comparison

The maximum VAIGX drawdown since its inception was -41.46%, which is greater than LIAGX's maximum drawdown of -37.87%. Use the drawdown chart below to compare losses from any high point for VAIGX and LIAGX.


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Drawdown Indicators


VAIGXLIAGXDifference

Max Drawdown

Largest peak-to-trough decline

-41.46%

-37.87%

-3.59%

Max Drawdown (1Y)

Largest decline over 1 year

-21.75%

-14.56%

-7.19%

Max Drawdown (3Y)

Largest decline over 3 years

-25.25%

-17.11%

-8.14%

Current Drawdown

Current decline from peak

-11.37%

-0.41%

-10.96%

Average Drawdown

Average peak-to-trough decline

-14.33%

-13.23%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.23%

3.62%

+5.61%

Volatility

VAIGX vs. LIAGX - Volatility Comparison

The current volatility for Vanguard Advice Select International Growth Fund (VAIGX) is 5.65%, while Lord Abbett International Growth Fund (LIAGX) has a volatility of 8.33%. This indicates that VAIGX experiences smaller price fluctuations and is considered to be less risky than LIAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAIGXLIAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

8.33%

-2.68%

Volatility (6M)

Calculated over the trailing 6-month period

16.19%

17.98%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

20.37%

20.66%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.92%

18.79%

+10.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.92%

18.79%

+10.13%

VAIGX vs. LIAGX - Expense Ratio Comparison

VAIGX has a 0.42% expense ratio, which is lower than LIAGX's 0.81% expense ratio.


Dividends

VAIGX vs. LIAGX - Dividend Comparison

VAIGX's dividend yield for the trailing twelve months is around 4.65%, more than LIAGX's 0.30% yield.


PositionTTM2025202420232022
LIAGX
Lord Abbett International Growth Fund
0.30%0.38%0.48%0.71%0.89%
VAIGX
Vanguard Advice Select International Growth Fund
4.65%4.52%0.82%0.13%0.00%

Frequently Asked Questions


VAIGX and LIAGX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LIAGX has higher volatility (8.33%) compared to VAIGX (5.65%). In terms of maximum drawdown, VAIGX dropped -41.46% vs LIAGX's -37.87%.

LIAGX currently has the higher Sharpe Ratio (2.00 vs -0.19), 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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