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ACITX vs. LIFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACITX vs. LIFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Inflation-Adjusted Bond Fund (ACITX) and Lord Abbett Inflation Focused Fund (LIFIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACITX achieves a 0.56% return, which is significantly lower than LIFIX's 1.32% return. Over the past 10 years, ACITX has underperformed LIFIX with an annualized return of 2.39%, while LIFIX has yielded a comparatively higher 3.95% annualized return.


ACITX

1D
-0.10%
1M
-0.57%
6M
0.09%
YTD
0.56%
1Y
1.79%
3Y*
3.45%
5Y*
0.04%
10Y*
2.39%
ALL TIME*
4.24%

LIFIX

1D
-0.09%
1M
-0.17%
6M
0.62%
YTD
1.32%
1Y
3.07%
3Y*
4.84%
5Y*
2.84%
10Y*
3.95%
ALL TIME*
2.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

ACITX vs. LIFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACITX
American Century Inflation-Adjusted Bond Fund
0.56%6.68%1.68%3.17%-12.37%6.38%10.28%7.85%-1.21%4.47%
LIFIX
Lord Abbett Inflation Focused Fund
1.32%7.16%4.81%3.87%-5.34%10.43%6.05%5.17%-1.06%1.46%

Correlation

The correlation between ACITX and LIFIX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.67

Correlation (3Y)
Balances recent behavior with more history.

0.65

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.68

Correlation (10Y)
Provides a long-term view across more market conditions.

0.45

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2011

0.34

Over the past year, ACITX and LIFIX have become more correlated (0.67) than their long-term average of 0.34, meaning their price movements have been converging.

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Return for Risk

ACITX vs. LIFIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ACITX
ACITX Risk / Return Rank: 2020
Overall Rank
ACITX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ACITX Sortino Ratio Rank: 1818
Sortino Ratio Rank
ACITX Omega Ratio Rank: 1717
Omega Ratio Rank
ACITX Calmar Ratio Rank: 2424
Calmar Ratio Rank
ACITX Martin Ratio Rank: 2323
Martin Ratio Rank

LIFIX
LIFIX Risk / Return Rank: 7373
Overall Rank
LIFIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
LIFIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
LIFIX Omega Ratio Rank: 7272
Omega Ratio Rank
LIFIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
LIFIX Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ACITX vs. LIFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Inflation-Adjusted Bond Fund (ACITX) and Lord Abbett Inflation Focused Fund (LIFIX). 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.


ACITXLIFIXDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

1.12

1.32

-0.20

Calmar ratioReturn relative to maximum drawdown

1.11

2.83

-1.72

Martin ratioReturn relative to average drawdown

3.19

8.94

-5.76

ACITX vs. LIFIX - Sharpe Ratio Comparison

The current ACITX Sharpe Ratio is 0.71, which is lower than the LIFIX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of ACITX and LIFIX, 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

ACITX vs. LIFIX - Drawdown Comparison

The maximum ACITX drawdown since its inception was -15.50%, smaller than the maximum LIFIX drawdown of -18.02%. Use the drawdown chart below to compare losses from any high point for ACITX and LIFIX.


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Drawdown Indicators


ACITXLIFIXDifference

Max Drawdown

Largest peak-to-trough decline

-15.50%

-18.02%

+2.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.05%

-1.27%

-0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-4.18%

-2.11%

-2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-15.50%

-8.49%

-7.01%

Max Drawdown (10Y)

Largest decline over 10 years

-15.50%

-18.02%

+2.52%

Current Drawdown

Current decline from peak

-1.99%

-0.79%

-1.20%

Average Drawdown

Average peak-to-trough decline

-3.23%

-3.20%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.40%

+0.31%

Volatility

ACITX vs. LIFIX - Volatility Comparison

American Century Inflation-Adjusted Bond Fund (ACITX) has a higher volatility of 0.77% compared to Lord Abbett Inflation Focused Fund (LIFIX) at 0.56%. This indicates that ACITX's price experiences larger fluctuations and is considered to be riskier than LIFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACITXLIFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

0.56%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

1.86%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.24%

2.39%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.13%

3.95%

+2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.49%

4.48%

+1.01%

ACITX vs. LIFIX - Expense Ratio Comparison

ACITX has a 0.46% expense ratio, which is lower than LIFIX's 0.47% expense ratio.


Dividends

ACITX vs. LIFIX - Dividend Comparison

ACITX's dividend yield for the trailing twelve months is around 3.93%, less than LIFIX's 4.61% yield.


PositionTTM20252024202320222021202020192018201720162015
ACITX
American Century Inflation-Adjusted Bond Fund
3.93%4.30%2.19%4.44%7.34%4.47%1.16%2.45%4.31%3.47%2.27%0.99%
LIFIX
Lord Abbett Inflation Focused Fund
4.61%4.94%4.17%3.88%2.77%2.55%3.77%4.15%4.18%3.96%4.43%4.42%

Frequently Asked Questions


ACITX and LIFIX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACITX has higher volatility (0.77%) compared to LIFIX (0.56%). In terms of maximum drawdown, ACITX dropped -15.50% vs LIFIX's -18.02%.

LIFIX currently has the higher Sharpe Ratio (1.51 vs 0.71), 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.

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