GFIRX vs. LSCIX

Last updated Jun 3, 2026

GFIRX (Goldman Sachs Managed Futures Strategy Fund) and LSCIX (Lord Abbett Short Duration Core Bond Fund) are both mutual funds - GFIRX is a Systematic Trend fund managed by Goldman Sachs, while LSCIX is a Short-Term Bond fund managed by Lord Abbett. Over the past 5 years, GFIRX returned 3.18%/yr vs 2.26%/yr for LSCIX. At a correlation of -0.17, they often move in opposite directions. GFIRX charges 1.33%/yr vs 0.40%/yr for LSCIX.

Performance

GFIRX vs. LSCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Managed Futures Strategy Fund (GFIRX) and Lord Abbett Short Duration Core Bond Fund (LSCIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GFIRX achieves a 7.48% return, which is significantly higher than LSCIX's 0.67% return.

GFIRX

• 1D: 1.22%
• 1M: 3.33%
• YTD: 7.48%
• 6M: 7.94%
• 1Y: 17.54%
• 3Y*: 0.58%
• 5Y*: 3.18%
• 10Y*: 3.28%

LSCIX

• 1D: -0.11%
• 1M: 0.15%
• YTD: 0.67%
• 6M: 1.05%
• 1Y: 4.14%
• 3Y*: 4.89%
• 5Y*: 2.26%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GFIRX vs. LSCIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GFIRX Goldman Sachs Managed Futures Strategy Fund	7.48%	0.54%	-5.17%	-3.87%	20.44%	4.86%	6.94%	2.61%	-2.24%	2.26%
LSCIX Lord Abbett Short Duration Core Bond Fund	0.67%	5.73%	4.84%	4.78%	-4.20%	0.17%	2.76%	4.99%	1.62%	0.15%

Correlation

The correlation between GFIRX and LSCIX is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.09
Correlation (3Y) Calculated over the trailing 3-year period	-0.14
Correlation (5Y) Calculated over the trailing 5-year period	-0.28
Correlation (All Time) Calculated using the full available price history since Apr 25, 2017	-0.17

The correlation between GFIRX and LSCIX shifts across timeframes, from -0.28 (5 years) to -0.09 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

GFIRX vs. LSCIX — Risk / Return Rank

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

GFIRX

GFIRX Risk / Return Rank: 67
GFIRX Sharpe Ratio Rank: 64
GFIRX Sortino Ratio Rank: 63
GFIRX Omega Ratio Rank: 62
GFIRX Calmar Ratio Rank: 84
GFIRX Martin Ratio Rank: 65

LSCIX

LSCIX Risk / Return Rank: 66
LSCIX Sharpe Ratio Rank: 44
LSCIX Sortino Ratio Rank: 79
LSCIX Omega Ratio Rank: 74
LSCIX Calmar Ratio Rank: 70
LSCIX Martin Ratio Rank: 64

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.

GFIRX vs. LSCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Managed Futures Strategy Fund (GFIRX) and Lord Abbett Short Duration Core Bond Fund (LSCIX). 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.

	GFIRX	LSCIX	Difference
Sharpe ratio Return per unit of total volatility	2.36	1.95	+0.41
Sortino ratio Return per unit of downside risk	3.32	3.76	-0.44
Omega ratio Gain probability vs. loss probability	1.44	1.49	-0.05
Calmar ratio Return relative to maximum drawdown	3.93	3.25	+0.68
Martin ratio Return relative to average drawdown	12.79	12.52	+0.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GFIRX vs. LSCIX - Sharpe Ratio Comparison

The current GFIRX Sharpe Ratio is 2.36, which is comparable to the LSCIX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of GFIRX and LSCIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GFIRX	LSCIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.36	1.95	+0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	1.00	-0.69
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	1.10	-0.82

Drawdowns

GFIRX vs. LSCIX - Drawdown Comparison

The maximum GFIRX drawdown since its inception was -23.09%, which is greater than LSCIX's maximum drawdown of -7.31%. Use the drawdown chart below to compare losses from any high point for GFIRX and LSCIX.

Drawdown Indicators

	GFIRX	LSCIX	Difference
Max Drawdown Largest peak-to-trough decline	-23.09%	-7.31%	-15.78%
Max Drawdown (1Y) Largest decline over 1 year	-4.86%	-1.40%	-3.46%
Max Drawdown (3Y) Largest decline over 3 years	-22.39%	-1.40%	-20.99%
Max Drawdown (5Y) Largest decline over 5 years	-23.09%	-6.51%	-16.58%
Max Drawdown (10Y) Largest decline over 10 years	-23.09%	—	—
Current Drawdown Current decline from peak	-5.93%	-0.20%	-5.73%
Average Drawdown Average peak-to-trough decline	-7.02%	-0.96%	-6.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.49%	0.36%	+1.13%

Volatility

GFIRX vs. LSCIX - Volatility Comparison

Goldman Sachs Managed Futures Strategy Fund (GFIRX) has a higher volatility of 2.09% compared to Lord Abbett Short Duration Core Bond Fund (LSCIX) at 0.69%. This indicates that GFIRX's price experiences larger fluctuations and is considered to be riskier than LSCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GFIRX	LSCIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.09%	0.69%	+1.40%
Volatility (6M) Calculated over the trailing 6-month period	6.00%	1.58%	+4.42%
Volatility (1Y) Calculated over the trailing 1-year period	7.75%	2.08%	+5.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.39%	2.27%	+8.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.06%	2.11%	+6.95%

GFIRX vs. LSCIX - Expense Ratio Comparison

GFIRX has a 1.33% expense ratio, which is higher than LSCIX's 0.40% expense ratio.

Dividends

GFIRX vs. LSCIX - Dividend Comparison

GFIRX has not paid dividends to shareholders, while LSCIX's dividend yield for the trailing twelve months is around 4.63%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GFIRX Goldman Sachs Managed Futures Strategy Fund	0.00%	0.00%	0.00%	0.00%	20.11%	7.35%	1.21%	7.06%	0.16%	0.49%	0.00%	3.98%
LSCIX Lord Abbett Short Duration Core Bond Fund	4.63%	4.68%	4.61%	4.08%	2.32%	1.92%	2.49%	3.22%	3.35%	1.16%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GFIRX and LSCIX in my portfolio?

GFIRX and LSCIX have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GFIRX or LSCIX?

GFIRX has higher volatility (2.09%) compared to LSCIX (0.69%). In terms of maximum drawdown, GFIRX dropped -23.09% vs LSCIX's -7.31%.

Which has better risk-adjusted returns?

GFIRX currently has the higher Sharpe Ratio (2.36 vs 1.95), 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.