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AFRAX vs. LFRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AFRAX vs. LFRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Floating Rate ESG Fund (AFRAX) and Lord Abbett Floating Rate Fund (LFRIX). The values are adjusted to include any dividend payments, if applicable.

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AFRAX vs. LFRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AFRAX
Invesco Floating Rate ESG Fund
-1.27%4.57%6.80%10.86%-2.26%6.24%1.53%7.25%-0.19%3.99%
LFRIX
Lord Abbett Floating Rate Fund
-1.05%6.30%8.28%12.22%-2.99%5.48%-1.47%7.59%-0.01%3.97%

Returns By Period

In the year-to-date period, AFRAX achieves a -1.27% return, which is significantly lower than LFRIX's -1.05% return. Both investments have delivered pretty close results over the past 10 years, with AFRAX having a 4.62% annualized return and LFRIX not far behind at 4.54%.


AFRAX

1D
0.00%
1M
-0.32%
YTD
-1.27%
6M
-0.90%
1Y
3.17%
3Y*
6.05%
5Y*
4.30%
10Y*
4.62%

LFRIX

1D
-0.13%
1M
-0.13%
YTD
-1.05%
6M
0.69%
1Y
4.82%
3Y*
7.45%
5Y*
5.12%
10Y*
4.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AFRAX vs. LFRIX - Expense Ratio Comparison

AFRAX has a 1.04% expense ratio, which is higher than LFRIX's 0.60% expense ratio.


Return for Risk

AFRAX vs. LFRIX — Risk / Return Rank

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

AFRAX
AFRAX Risk / Return Rank: 7878
Overall Rank
AFRAX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
AFRAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
AFRAX Omega Ratio Rank: 9292
Omega Ratio Rank
AFRAX Calmar Ratio Rank: 7575
Calmar Ratio Rank
AFRAX Martin Ratio Rank: 6262
Martin Ratio Rank

LFRIX
LFRIX Risk / Return Rank: 9090
Overall Rank
LFRIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LFRIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
LFRIX Omega Ratio Rank: 9797
Omega Ratio Rank
LFRIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
LFRIX Martin Ratio Rank: 8888
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.

AFRAX vs. LFRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Floating Rate ESG Fund (AFRAX) and Lord Abbett Floating Rate Fund (LFRIX). 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.


AFRAXLFRIXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.71

-0.40

Sortino ratio

Return per unit of downside risk

2.39

2.47

-0.09

Omega ratio

Gain probability vs. loss probability

1.43

1.62

-0.20

Calmar ratio

Return relative to maximum drawdown

1.75

2.41

-0.66

Martin ratio

Return relative to average drawdown

5.94

9.41

-3.47

AFRAX vs. LFRIX - Sharpe Ratio Comparison

The current AFRAX Sharpe Ratio is 1.31, which is comparable to the LFRIX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of AFRAX and LFRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AFRAXLFRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.71

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.37

1.83

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.25

1.17

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.08

-0.35

Correlation

The correlation between AFRAX and LFRIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AFRAX vs. LFRIX - Dividend Comparison

AFRAX's dividend yield for the trailing twelve months is around 7.21%, more than LFRIX's 6.56% yield.


TTM20252024202320222021202020192018201720162015
AFRAX
Invesco Floating Rate ESG Fund
7.21%8.06%8.39%7.85%7.03%3.84%4.13%5.52%4.59%4.04%4.01%5.23%
LFRIX
Lord Abbett Floating Rate Fund
6.56%7.20%7.68%7.63%3.95%4.01%4.64%5.71%5.60%4.65%4.64%4.72%

Drawdowns

AFRAX vs. LFRIX - Drawdown Comparison

The maximum AFRAX drawdown since its inception was -37.60%, which is greater than LFRIX's maximum drawdown of -27.90%. Use the drawdown chart below to compare losses from any high point for AFRAX and LFRIX.


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Drawdown Indicators


AFRAXLFRIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.60%

-27.90%

-9.70%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-2.11%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-6.29%

-6.23%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-18.91%

-21.75%

+2.84%

Current Drawdown

Current decline from peak

-1.27%

-1.30%

+0.03%

Average Drawdown

Average peak-to-trough decline

-4.42%

-1.96%

-2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.54%

+0.04%

Volatility

AFRAX vs. LFRIX - Volatility Comparison

The current volatility for Invesco Floating Rate ESG Fund (AFRAX) is 0.60%, while Lord Abbett Floating Rate Fund (LFRIX) has a volatility of 0.70%. This indicates that AFRAX experiences smaller price fluctuations and is considered to be less risky than LFRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AFRAXLFRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

0.70%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.79%

1.80%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

2.92%

3.08%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.16%

2.82%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

3.90%

-0.18%