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FAFRX vs. LSYAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAFRX vs. LSYAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Floating Rate Daily Access Fund Class A (FAFRX) and Lord Abbett Short Duration High Yield Fund (LSYAX). The values are adjusted to include any dividend payments, if applicable.

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FAFRX vs. LSYAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FAFRX
Franklin Floating Rate Daily Access Fund Class A
-1.38%4.41%8.25%14.10%-1.75%8.41%7.17%
LSYAX
Lord Abbett Short Duration High Yield Fund
-1.81%7.50%8.46%10.60%-7.21%4.50%14.22%

Returns By Period

In the year-to-date period, FAFRX achieves a -1.38% return, which is significantly higher than LSYAX's -1.81% return.


FAFRX

1D
-0.14%
1M
-0.55%
YTD
-1.38%
6M
-0.82%
1Y
2.92%
3Y*
6.83%
5Y*
5.84%
10Y*
4.21%

LSYAX

1D
0.00%
1M
-2.66%
YTD
-1.81%
6M
-0.62%
1Y
5.29%
3Y*
7.23%
5Y*
3.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAFRX vs. LSYAX - Expense Ratio Comparison

FAFRX has a 0.95% expense ratio, which is higher than LSYAX's 0.65% expense ratio.


Return for Risk

FAFRX vs. LSYAX — Risk / Return Rank

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

FAFRX
FAFRX Risk / Return Rank: 5959
Overall Rank
FAFRX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FAFRX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FAFRX Omega Ratio Rank: 7070
Omega Ratio Rank
FAFRX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FAFRX Martin Ratio Rank: 4747
Martin Ratio Rank

LSYAX
LSYAX Risk / Return Rank: 7070
Overall Rank
LSYAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
LSYAX Sortino Ratio Rank: 7676
Sortino Ratio Rank
LSYAX Omega Ratio Rank: 8383
Omega Ratio Rank
LSYAX Calmar Ratio Rank: 5757
Calmar Ratio Rank
LSYAX Martin Ratio Rank: 5757
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.

FAFRX vs. LSYAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Floating Rate Daily Access Fund Class A (FAFRX) and Lord Abbett Short Duration High Yield Fund (LSYAX). 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.


FAFRXLSYAXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.36

-0.35

Sortino ratio

Return per unit of downside risk

1.64

1.89

-0.25

Omega ratio

Gain probability vs. loss probability

1.27

1.33

-0.07

Calmar ratio

Return relative to maximum drawdown

1.36

1.33

+0.03

Martin ratio

Return relative to average drawdown

4.77

5.48

-0.71

FAFRX vs. LSYAX - Sharpe Ratio Comparison

The current FAFRX Sharpe Ratio is 1.01, which is comparable to the LSYAX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FAFRX and LSYAX, 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


FAFRXLSYAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.36

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.78

0.95

+0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

1.41

-0.31

Correlation

The correlation between FAFRX and LSYAX is 0.48, 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

FAFRX vs. LSYAX - Dividend Comparison

FAFRX's dividend yield for the trailing twelve months is around 7.18%, less than LSYAX's 7.42% yield.


TTM20252024202320222021202020192018201720162015
FAFRX
Franklin Floating Rate Daily Access Fund Class A
7.18%7.76%9.17%7.43%5.59%3.47%4.52%5.38%4.92%3.55%4.33%4.84%
LSYAX
Lord Abbett Short Duration High Yield Fund
7.42%7.91%8.01%6.38%4.86%5.77%4.64%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FAFRX vs. LSYAX - Drawdown Comparison

The maximum FAFRX drawdown since its inception was -25.94%, which is greater than LSYAX's maximum drawdown of -10.79%. Use the drawdown chart below to compare losses from any high point for FAFRX and LSYAX.


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Drawdown Indicators


FAFRXLSYAXDifference

Max Drawdown

Largest peak-to-trough decline

-25.94%

-10.79%

-15.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.26%

-4.12%

+1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-6.28%

-10.79%

+4.51%

Max Drawdown (10Y)

Largest decline over 10 years

-18.09%

Current Drawdown

Current decline from peak

-1.78%

-2.84%

+1.06%

Average Drawdown

Average peak-to-trough decline

-1.58%

-1.91%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

1.00%

-0.32%

Volatility

FAFRX vs. LSYAX - Volatility Comparison

The current volatility for Franklin Floating Rate Daily Access Fund Class A (FAFRX) is 0.86%, while Lord Abbett Short Duration High Yield Fund (LSYAX) has a volatility of 1.29%. This indicates that FAFRX experiences smaller price fluctuations and is considered to be less risky than LSYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAFRXLSYAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

1.29%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

2.42%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

4.28%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

4.21%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.83%

4.18%

-0.35%