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FFNYX vs. LIFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFNYX vs. LIFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) and Lord Abbett Inflation Focused Fund (LIFIX). The values are adjusted to include any dividend payments, if applicable.

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FFNYX vs. LIFIX - Yearly Performance Comparison


Returns By Period


FFNYX

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

LIFIX

1D
0.17%
1M
-0.68%
YTD
0.14%
6M
0.33%
1Y
4.05%
3Y*
4.40%
5Y*
3.22%
10Y*
3.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFNYX vs. LIFIX - Expense Ratio Comparison

FFNYX has a 0.05% expense ratio, which is lower than LIFIX's 0.47% expense ratio.


Return for Risk

FFNYX vs. LIFIX — Risk / Return Rank

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

FFNYX

LIFIX
LIFIX Risk / Return Rank: 8080
Overall Rank
LIFIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LIFIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
LIFIX Omega Ratio Rank: 7575
Omega Ratio Rank
LIFIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
LIFIX 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.

FFNYX vs. LIFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FFNYX vs. LIFIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FFNYXLIFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.99

0.48

-1.46

Correlation

The correlation between FFNYX and LIFIX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FFNYX vs. LIFIX - Dividend Comparison

FFNYX has not paid dividends to shareholders, while LIFIX's dividend yield for the trailing twelve months is around 4.51%.


TTM20252024202320222021202020192018201720162015
FFNYX
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LIFIX
Lord Abbett Inflation Focused Fund
4.51%4.94%4.17%3.88%2.77%2.55%3.77%4.15%4.18%3.96%4.43%4.42%

Drawdowns

FFNYX vs. LIFIX - Drawdown Comparison

The maximum FFNYX drawdown since its inception was -0.69%, smaller than the maximum LIFIX drawdown of -18.02%. Use the drawdown chart below to compare losses from any high point for FFNYX and LIFIX.


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Drawdown Indicators


FFNYXLIFIXDifference

Max Drawdown

Largest peak-to-trough decline

-0.69%

-18.02%

+17.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-8.49%

Max Drawdown (10Y)

Largest decline over 10 years

-18.02%

Current Drawdown

Current decline from peak

-0.30%

-0.84%

+0.54%

Average Drawdown

Average peak-to-trough decline

-0.39%

-3.27%

+2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

Volatility

FFNYX vs. LIFIX - Volatility Comparison


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Volatility by Period


FFNYXLIFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

Volatility (6M)

Calculated over the trailing 6-month period

1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

2.86%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

4.03%

-1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.38%

4.55%

-2.17%