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VWIGX vs. LIAGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWIGX vs. LIAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Growth Fund Investor Shares (VWIGX) 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, VWIGX achieves a 2.62% return, which is significantly lower than LIAGX's 26.27% return.


VWIGX

1D
-2.80%
1M
-0.59%
YTD
2.62%
6M
2.51%
1Y
7.43%
3Y*
11.46%
5Y*
-2.24%
10Y*
10.23%

LIAGX

1D
-5.37%
1M
4.43%
YTD
26.27%
6M
26.05%
1Y
37.06%
3Y*
21.33%
5Y*
7.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWIGX vs. LIAGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VWIGX
Vanguard International Growth Fund Investor Shares
2.62%19.96%9.07%14.65%-30.86%-14.65%
LIAGX
Lord Abbett International Growth Fund
26.27%25.09%9.43%15.73%-26.63%0.07%

Correlation

The correlation between VWIGX and LIAGX is 0.91, 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

0.91

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

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2021

0.91

The correlation between VWIGX and LIAGX has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

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Return for Risk

VWIGX vs. LIAGX — Risk / Return Rank

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

VWIGX
VWIGX Risk / Return Rank: 88
Overall Rank
VWIGX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VWIGX Sortino Ratio Rank: 77
Sortino Ratio Rank
VWIGX Omega Ratio Rank: 77
Omega Ratio Rank
VWIGX Calmar Ratio Rank: 88
Calmar Ratio Rank
VWIGX Martin Ratio Rank: 99
Martin Ratio Rank

LIAGX
LIAGX Risk / Return Rank: 5050
Overall Rank
LIAGX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
LIAGX Sortino Ratio Rank: 3939
Sortino Ratio Rank
LIAGX Omega Ratio Rank: 4646
Omega Ratio Rank
LIAGX Calmar Ratio Rank: 6161
Calmar Ratio Rank
LIAGX Martin Ratio Rank: 6161
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.

VWIGX vs. LIAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Investor Shares (VWIGX) 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.

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.


VWIGXLIAGXDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.11

1.32

-0.21

Calmar ratioReturn relative to maximum drawdown

0.72

2.74

-2.02

Martin ratioReturn relative to average drawdown

2.28

10.72

-8.43

VWIGX vs. LIAGX - Sharpe Ratio Comparison

The current VWIGX Sharpe Ratio is 0.53, which is lower than the LIAGX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of VWIGX 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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Drawdowns

VWIGX vs. LIAGX - Drawdown Comparison

The maximum VWIGX drawdown since its inception was -59.58%, which is greater than LIAGX's maximum drawdown of -37.87%. Use the drawdown chart below to compare losses from any high point for VWIGX and LIAGX.


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Drawdown Indicators


VWIGXLIAGXDifference

Max Drawdown

Largest peak-to-trough decline

-59.58%

-37.87%

-21.71%

Max Drawdown (1Y)

Largest decline over 1 year

-14.06%

-14.56%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-20.04%

-17.11%

-2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-52.69%

-37.87%

-14.82%

Max Drawdown (10Y)

Largest decline over 10 years

-53.25%

Current Drawdown

Current decline from peak

-16.38%

-5.37%

-11.01%

Average Drawdown

Average peak-to-trough decline

-13.80%

-13.11%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

3.71%

+0.70%

Volatility

VWIGX vs. LIAGX - Volatility Comparison

The current volatility for Vanguard International Growth Fund Investor Shares (VWIGX) is 7.13%, while Lord Abbett International Growth Fund (LIAGX) has a volatility of 12.33%. This indicates that VWIGX 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


VWIGXLIAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

12.33%

-5.20%

Volatility (6M)

Calculated over the trailing 6-month period

15.72%

21.12%

-5.40%

Volatility (1Y)

Calculated over the trailing 1-year period

18.99%

23.48%

-4.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.43%

19.37%

+4.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.56%

19.37%

+2.19%

VWIGX vs. LIAGX - Expense Ratio Comparison

VWIGX has a 0.38% expense ratio, which is lower than LIAGX's 0.81% expense ratio.


Dividends

VWIGX vs. LIAGX - Dividend Comparison

VWIGX's dividend yield for the trailing twelve months is around 6.57%, more than LIAGX's 0.30% yield.


PositionTTM20252024202320222021202020192018201720162015
LIAGX
Lord Abbett International Growth Fund
0.30%0.38%0.48%0.71%0.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWIGX
Vanguard International Growth Fund Investor Shares
6.57%6.74%9.68%1.82%6.90%2.36%2.28%1.20%5.34%0.84%1.26%1.39%

Frequently Asked Questions


With a correlation of 0.91, VWIGX and LIAGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

LIAGX has higher volatility (12.33%) compared to VWIGX (7.13%). In terms of maximum drawdown, VWIGX dropped -59.58% vs LIAGX's -37.87%.

LIAGX currently has the higher Sharpe Ratio (1.70 vs 0.53), 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.

Portfolio Optimizer

Find the right allocation for VWIGX and LIAGX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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