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Inception Date
Apr 30, 2020
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

LSYIX Performance Chart

Lord Abbett Short Duration High Yield Fund (LSYIX) is up 2.6% since the beginning of the year. LSYIX is currently trading at $10 per share. Investors who bought $1,000 worth of LSYIX shares 5 years ago would now be looking at an investment worth $1,258.


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S&P 500 Index

Returns By Period

Lord Abbett Short Duration High Yield Fund (LSYIX) has returned 2.55% so far this year and 8.70% over the past 12 months.


Lord Abbett Short Duration High Yield Fund

1D
0.00%
1M
0.76%
YTD
2.55%
6M
2.89%
1Y
8.70%
3Y*
8.88%
5Y*
4.70%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSYIX Monthly Returns History

Based on dividend-adjusted daily data since Apr 23, 2020, LSYIX's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, an investment would double in approximately 10.9 years.

Historically, 75% of months were positive and 25% were negative. The best month was Jul 2022 with a return of +4.1%, while the worst month was Jun 2022 at -6.2%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.

On a daily basis, LSYIX closed higher 41% of trading days. The best single day was Mar 31, 2026 with a return of +1.2%, while the worst single day was Jun 13, 2022 at -1.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.87%0.04%-1.36%2.25%0.66%0.10%2.55%
20251.09%0.65%-1.42%-1.36%2.50%2.01%0.57%1.39%0.85%0.15%0.57%0.54%7.71%
20240.51%0.60%1.12%-0.41%1.03%0.20%1.63%1.22%1.29%0.05%1.07%0.04%8.65%
20232.86%-0.89%0.67%0.31%-0.58%1.74%1.11%0.47%-0.26%-1.47%3.58%2.75%10.63%
2022-1.30%-0.58%-0.18%-2.01%-0.18%-6.17%4.14%-1.18%-3.42%2.39%1.65%-0.20%-7.19%
20210.28%0.37%0.45%0.80%0.54%0.73%0.07%0.35%0.36%0.35%-0.93%1.25%4.69%

Benchmark Metrics

Lord Abbett Short Duration High Yield Fund has an annualized alpha of 4.12%, beta of 0.14, and R2 of 0.31 versus S&P 500 Index. Calculated based on daily prices since April 24, 2020.

  • This fund participated in 26.14% of S&P 500 Index downside but only 26.10% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.14 may look defensive, but with R2 of 0.31 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.31 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
4.12%
Beta
0.14
0.31
Upside Capture
26.10%
Downside Capture
26.14%

Expense Ratio

LSYIX has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LSYIX ranks 82 for risk / return — in the top 82% 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.


LSYIX Risk / Return Rank: 8282
Overall Rank
LSYIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LSYIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
LSYIX Omega Ratio Rank: 8888
Omega Ratio Rank
LSYIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
LSYIX Martin Ratio Rank: 8383
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 Short Duration High Yield Fund (LSYIX) and compare them to S&P 500 Index.


LSYIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+1.76

Omega ratioGain probability vs. loss probability

1.64

1.41

+0.23

Calmar ratioReturn relative to maximum drawdown

3.17

2.93

+0.24

Martin ratioReturn relative to average drawdown

15.59

13.52

+2.06

Dividends

Dividend History

Lord Abbett Short Duration High Yield Fund provided a 8.06% dividend yield over the last twelve months, with an annual payout of $0.78 per share.


5.00%6.00%7.00%8.00%$0.00$0.20$0.40$0.60$0.80202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.78$0.79$0.81$0.64$0.48$0.64$0.52

Dividend yield

8.06%8.11%8.18%6.51%5.01%5.96%4.75%

Monthly Dividends

The table displays the monthly dividend distributions for Lord Abbett Short Duration High Yield Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.06$0.06$0.07$0.06$0.06$0.00$0.32
2025$0.07$0.06$0.07$0.07$0.07$0.06$0.06$0.07$0.06$0.06$0.07$0.07$0.79
2024$0.07$0.07$0.07$0.07$0.07$0.00$0.07$0.07$0.07$0.07$0.07$0.12$0.81
2023$0.06$0.06$0.06$0.00$0.06$0.06$0.07$0.07$0.06$0.00$0.07$0.07$0.64
2022$0.05$0.05$0.05$0.05$0.05$0.00$0.00$0.05$0.00$0.05$0.06$0.06$0.48
2021$0.00$0.00$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.20$0.64

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 Short Duration High Yield Fund. 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 Short Duration High Yield Fund was 10.79%, occurring on Sep 29, 2022. Recovery took 295 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-10.79%Sep 2022
10mo 23d1y 2mo
2y 21dNov 2021 - Dec 2023
2025 selloff2025
-5.29%Apr 2025
1mo 5d2mo 3d
3mo 8dMar 2025 - Jun 2025
2026 pullback2026
-2.83%Mar 2026
1mo 13d18d
2mo 1dFeb 2026 - Apr 2026
2020 pullback2020
-2.00%Jun 2020
20d17d
1mo 7dJun 2020 - Jul 2020
2020 pullback2020
-1.87%Sep 2020
22d13d
1mo 5dSep 2020 - Oct 2020

Drawdown Indicators


LSYIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-10.79%

-56.78%

+45.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-9.10%

+6.27%

Max Drawdown (3Y)

Largest decline over 3 years

-5.29%

-18.90%

+13.61%

Max Drawdown (5Y)

Largest decline over 5 years

-10.79%

-25.43%

+14.64%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-1.85%

-10.72%

+8.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

1.97%

-1.40%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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