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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Lord Abbett Convertible Fund Class F3, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Lord Abbett Convertible Fund Class F3 (LOCFX) has returned 1.75% so far this year and 26.30% over the past 12 months.
Lord Abbett Convertible Fund Class F3
- 1D
- -1.63%
- 1M
- -5.41%
- YTD
- 1.75%
- 6M
- 4.96%
- 1Y
- 26.30%
- 3Y*
- 14.26%
- 5Y*
- 3.19%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Apr 4, 2017, LOCFX's average daily return is +0.04%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +13.0%, while the worst month was Mar 2020 at -11.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, LOCFX closed higher 52% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.88% | 1.59% | -5.41% | 1.75% | |||||||||
| 2025 | 3.98% | -2.08% | -3.13% | 1.92% | 3.84% | 5.73% | 1.72% | 1.94% | 3.71% | 5.36% | -1.64% | -0.46% | 22.43% |
| 2024 | 0.39% | 1.63% | 2.66% | -2.38% | 2.06% | 0.77% | 0.60% | 1.48% | 2.20% | 0.00% | 7.91% | -3.70% | 14.00% |
| 2023 | 3.59% | -1.50% | 0.10% | -1.53% | 0.16% | 3.45% | 0.79% | -2.60% | -0.97% | -4.75% | 6.10% | 4.79% | 7.30% |
| 2022 | -8.26% | -0.67% | 1.43% | -8.57% | -3.56% | -4.85% | 5.64% | 0.68% | -6.28% | 1.28% | 1.34% | -3.10% | -23.12% |
| 2021 | 3.13% | 3.49% | -4.86% | 1.65% | -2.48% | 0.67% | -0.31% | 1.71% | -1.20% | 3.36% | -2.75% | -0.62% | 1.40% |
Benchmark Metrics
Lord Abbett Convertible Fund Class F3 has an annualized alpha of 4.24%, beta of 0.56, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since April 05, 2017.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (68.51%) than losses (65.48%) — typical of diversified or defensive assets.
- This fund generated an annualized alpha of 4.24% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.56 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
- 4.24%
- Beta
- 0.56
- R²
- 0.56
- Upside Capture
- 68.51%
- Downside Capture
- 65.48%
Expense Ratio
LOCFX has an expense ratio of 0.82%, placing it in the medium range.
Return for Risk
Risk / Return Rank
LOCFX ranks 90 for risk / return — in the top 90% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Lord Abbett Convertible Fund Class F3 (LOCFX) and compare them to a chosen benchmark (S&P 500 Index).
| LOCFX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 0.90 | +0.93 |
Sortino ratioReturn per unit of downside risk | 2.46 | 1.39 | +1.08 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.51 | 1.40 | +2.11 |
Martin ratioReturn relative to average drawdown | 12.60 | 6.61 | +5.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore LOCFX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Lord Abbett Convertible Fund Class F3 provided a 1.52% dividend yield over the last twelve months, with an annual payout of $0.27 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.27 | $0.32 | $0.33 | $0.26 | $0.33 | $3.00 | $3.10 | $1.19 | $0.59 | $0.27 |
Dividend yield | 1.52% | 1.86% | 2.29% | 2.06% | 2.72% | 18.36% | 16.20% | 8.75% | 5.02% | 2.08% |
Monthly Dividends
The table displays the monthly dividend distributions for Lord Abbett Convertible Fund Class F3. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $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 | $0.32 |
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.14 | $0.33 |
| 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 | $0.26 |
| 2022 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.17 | $0.33 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $2.90 | $3.00 |
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 F3. 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 F3 was 33.29%, occurring on Oct 30, 2023. Recovery took 472 trading sessions.
The current Lord Abbett Convertible Fund Class F3 drawdown is 7.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.29% | Feb 16, 2021 | 682 | Oct 30, 2023 | 472 | Sep 18, 2025 | 1154 |
| -24.64% | Feb 20, 2020 | 20 | Mar 18, 2020 | 53 | Jun 3, 2020 | 73 |
| -17.4% | Oct 1, 2018 | 60 | Dec 26, 2018 | 120 | Jun 19, 2019 | 180 |
| -8.03% | Sep 2, 2020 | 4 | Sep 8, 2020 | 21 | Oct 7, 2020 | 25 |
| -7.79% | Jan 29, 2018 | 10 | Feb 9, 2018 | 78 | Jun 4, 2018 | 88 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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