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ISIN
US5439164980
CUSIP
543916498
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Bond
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

LBFFX Performance Chart

Lord Abbett Convertible Fund Class F (LBFFX) is up 21.3% since the beginning of the year. LBFFX is currently trading at $21 per share. Investors who bought $1,000 worth of LBFFX shares 5 years ago would now be looking at an investment worth $1,404.


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S&P 500 Index

Returns By Period

Lord Abbett Convertible Fund Class F (LBFFX) has returned 21.32% so far this year and 38.31% over the past 12 months. Over the last ten years, LBFFX has had an annualized return of 13.28%, just under the S&P 500 Index benchmark’s 13.88%.


Lord Abbett Convertible Fund Class F

1D
1.18%
1M
2.34%
YTD
21.32%
6M
19.19%
1Y
38.31%
3Y*
20.30%
5Y*
7.02%
10Y*
13.28%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LBFFX Monthly Returns History

Based on dividend-adjusted daily data since Sep 28, 2007, LBFFX's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +13.0%, while the worst month was Oct 2008 at -15.0%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.

On a daily basis, LBFFX closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +4.3%, while the worst single day was Mar 16, 2020 at -6.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.85%1.62%-3.29%9.77%5.74%0.49%21.32%
20253.89%-2.11%-3.13%1.95%3.75%5.72%1.75%1.91%3.74%5.32%-1.66%-0.49%22.11%
20240.31%1.65%2.59%-2.34%2.01%0.75%0.61%1.50%2.13%0.00%7.94%-3.71%13.82%
20233.64%-1.52%0.06%-1.55%0.17%3.46%0.72%-2.55%-1.02%-4.72%6.00%4.82%7.16%
2022-8.29%-0.74%1.42%-8.60%-3.60%-4.81%5.63%0.68%-6.24%1.22%1.28%-3.09%-23.30%
20213.11%3.47%-4.83%1.61%-2.51%0.65%-0.31%1.68%-1.19%3.29%-2.73%-0.59%1.26%

Benchmark Metrics

Lord Abbett Convertible Fund Class F has an annualized alpha of 3.72%, beta of 0.51, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since September 28, 2007.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (71.90%) than losses (70.66%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 3.72% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.51 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
3.72%
Beta
0.51
0.65
Upside Capture
71.90%
Downside Capture
70.66%

Expense Ratio

LBFFX has a high expense ratio of 0.93%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

LBFFX ranks 83 for risk / return — in the top 83% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


LBFFX Risk / Return Rank: 8383
Overall Rank
LBFFX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
LBFFX Sortino Ratio Rank: 7272
Sortino Ratio Rank
LBFFX Omega Ratio Rank: 7171
Omega Ratio Rank
LBFFX Calmar Ratio Rank: 9595
Calmar Ratio Rank
LBFFX Martin Ratio Rank: 9494
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Lord Abbett Convertible Fund Class F (LBFFX) and compare them to S&P 500 Index.

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.


LBFFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

5.47

2.78

+2.69

Martin ratioReturn relative to average drawdown

19.01

12.44

+6.57

Dividends

Dividend History

Lord Abbett Convertible Fund Class F provided a 1.23% dividend yield over the last twelve months, with an annual payout of $0.25 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.25$0.30$0.31$0.25$0.31$2.98$3.09$1.17$0.58$0.32$0.42$0.36

Dividend yield

1.23%1.80%2.22%1.95%2.60%18.44%16.27%8.71%4.91%2.47%3.64%3.38%

Monthly Dividends

The table displays the monthly dividend distributions for Lord Abbett Convertible Fund Class F. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.13$0.30
2024$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.13$0.31
2023$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.04$0.00$0.00$0.08$0.25
2022$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.17$0.31
2021$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$2.90$2.98

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Lord Abbett Convertible Fund Class F. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Lord Abbett Convertible Fund Class F was 41.13%, occurring on Nov 20, 2008. Recovery took 524 trading sessions.

The current Lord Abbett Convertible Fund Class F drawdown is 0.92%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-41.13%Nov 2008
1y 22d2y 1mo
3y 1moOct 2007 - Dec 2010
2023 bear market2023
-33.61%Oct 2023
2y 8mo1y 10mo
4y 7moFeb 2021 - Sep 2025
COVID crash2020
-24.69%Mar 2020
27d2mo 17d
3mo 14dFeb 2020 - Jun 2020
2016 bear market2016
-22.58%Feb 2016
9mo 23d11mo 5d
1y 8moApr 2015 - Jan 2017
2011 correction2011
-18.79%Oct 2011
5mo 4d1y 3mo
1y 8moMay 2011 - Jan 2013

Drawdown Indicators


LBFFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.13%

-56.78%

+15.65%

Max Drawdown (1Y)

Largest decline over 1 year

-7.07%

-9.10%

+2.03%

Max Drawdown (3Y)

Largest decline over 3 years

-12.15%

-18.90%

+6.75%

Max Drawdown (5Y)

Largest decline over 5 years

-30.86%

-25.43%

-5.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.61%

-33.92%

+0.31%

Current Drawdown

Current decline from peak

-0.92%

-1.80%

+0.88%

Average Drawdown

Average peak-to-trough decline

-10.29%

-10.71%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.03%

0.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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