PortfoliosLab logoPortfoliosLab logo
VSCPX vs. LADYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSCPX vs. LADYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) and Lord Abbett Developing Growth Fund Class I (LADYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VSCPX vs. LADYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSCPX
Vanguard Small-Cap Index Fund Institutional Plus Shares
1.90%8.86%12.98%19.52%-17.59%17.75%19.09%27.40%-9.31%16.27%
LADYX
Lord Abbett Developing Growth Fund Class I
-0.44%14.64%22.21%8.74%-35.92%-2.50%72.82%31.89%4.89%30.27%

Returns By Period

In the year-to-date period, VSCPX achieves a 1.90% return, which is significantly higher than LADYX's -0.44% return. Over the past 10 years, VSCPX has underperformed LADYX with an annualized return of 10.51%, while LADYX has yielded a comparatively higher 12.28% annualized return.


VSCPX

1D
3.14%
1M
-5.70%
YTD
1.90%
6M
3.42%
1Y
19.31%
3Y*
13.03%
5Y*
5.36%
10Y*
10.51%

LADYX

1D
6.26%
1M
-5.41%
YTD
-0.44%
6M
1.32%
1Y
38.65%
3Y*
11.85%
5Y*
-1.78%
10Y*
12.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VSCPX vs. LADYX - Expense Ratio Comparison

VSCPX has a 0.03% expense ratio, which is lower than LADYX's 0.67% expense ratio.


Return for Risk

VSCPX vs. LADYX — Risk / Return Rank

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

VSCPX
VSCPX Risk / Return Rank: 4949
Overall Rank
VSCPX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VSCPX Sortino Ratio Rank: 4646
Sortino Ratio Rank
VSCPX Omega Ratio Rank: 4040
Omega Ratio Rank
VSCPX Calmar Ratio Rank: 5555
Calmar Ratio Rank
VSCPX Martin Ratio Rank: 6060
Martin Ratio Rank

LADYX
LADYX Risk / Return Rank: 7575
Overall Rank
LADYX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LADYX Sortino Ratio Rank: 7272
Sortino Ratio Rank
LADYX Omega Ratio Rank: 6161
Omega Ratio Rank
LADYX Calmar Ratio Rank: 8888
Calmar Ratio Rank
LADYX Martin Ratio Rank: 8484
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.

VSCPX vs. LADYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) and Lord Abbett Developing Growth Fund Class I (LADYX). 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.


VSCPXLADYXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.36

-0.45

Sortino ratio

Return per unit of downside risk

1.41

1.91

-0.50

Omega ratio

Gain probability vs. loss probability

1.19

1.25

-0.06

Calmar ratio

Return relative to maximum drawdown

1.38

2.53

-1.15

Martin ratio

Return relative to average drawdown

5.96

9.13

-3.17

VSCPX vs. LADYX - Sharpe Ratio Comparison

The current VSCPX Sharpe Ratio is 0.91, which is lower than the LADYX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of VSCPX and LADYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VSCPXLADYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.36

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

-0.07

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.46

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.35

+0.15

Correlation

The correlation between VSCPX and LADYX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VSCPX vs. LADYX - Dividend Comparison

VSCPX's dividend yield for the trailing twelve months is around 1.35%, while LADYX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
VSCPX
Vanguard Small-Cap Index Fund Institutional Plus Shares
1.35%1.35%1.32%1.56%1.56%1.26%1.16%1.41%1.69%1.37%1.52%1.51%
LADYX
Lord Abbett Developing Growth Fund Class I
0.00%0.00%0.21%0.00%0.00%9.60%7.58%18.36%28.34%0.00%0.00%8.82%

Drawdowns

VSCPX vs. LADYX - Drawdown Comparison

The maximum VSCPX drawdown since its inception was -41.81%, smaller than the maximum LADYX drawdown of -60.18%. Use the drawdown chart below to compare losses from any high point for VSCPX and LADYX.


Loading graphics...

Drawdown Indicators


VSCPXLADYXDifference

Max Drawdown

Largest peak-to-trough decline

-41.81%

-60.18%

+18.37%

Max Drawdown (1Y)

Largest decline over 1 year

-14.29%

-14.67%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-28.13%

-50.98%

+22.85%

Max Drawdown (10Y)

Largest decline over 10 years

-41.81%

-54.05%

+12.24%

Current Drawdown

Current decline from peak

-6.11%

-20.61%

+14.50%

Average Drawdown

Average peak-to-trough decline

-6.55%

-20.22%

+13.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

4.07%

-0.75%

Volatility

VSCPX vs. LADYX - Volatility Comparison

The current volatility for Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) is 6.81%, while Lord Abbett Developing Growth Fund Class I (LADYX) has a volatility of 12.64%. This indicates that VSCPX experiences smaller price fluctuations and is considered to be less risky than LADYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VSCPXLADYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.81%

12.64%

-5.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.60%

20.98%

-8.38%

Volatility (1Y)

Calculated over the trailing 1-year period

21.79%

28.61%

-6.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.74%

27.53%

-6.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.55%

27.00%

-5.45%