ISFYX vs. LALDX

Last updated Jun 3, 2026

ISFYX (Lord Abbett Multi-Asset Income Fund) and LALDX (Lord Abbett Short Duration Income Fund) are both mutual funds - ISFYX is a Diversified Portfolio fund managed by Lord Abbett, while LALDX is a Short-Term Bond fund managed by Lord Abbett. Over the past 10 years, ISFYX returned 6.48%/yr vs 2.47%/yr for LALDX. At a 0.16 correlation, their price movements are largely independent. ISFYX charges 0.24%/yr vs 0.58%/yr for LALDX.

Performance

ISFYX vs. LALDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Multi-Asset Income Fund (ISFYX) and Lord Abbett Short Duration Income Fund (LALDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ISFYX achieves a 3.79% return, which is significantly higher than LALDX's 0.96% return. Over the past 10 years, ISFYX has outperformed LALDX with an annualized return of 6.48%, while LALDX has yielded a comparatively lower 2.47% annualized return.

ISFYX

• 1D: 0.06%
• 1M: 1.29%
• YTD: 3.79%
• 6M: 4.42%
• 1Y: 12.54%
• 3Y*: 10.75%
• 5Y*: 3.86%
• 10Y*: 6.48%

LALDX

• 1D: 0.00%
• 1M: 0.40%
• YTD: 0.96%
• 6M: 1.37%
• 1Y: 4.50%
• 3Y*: 4.78%
• 5Y*: 2.03%
• 10Y*: 2.47%

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

ISFYX vs. LALDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISFYX Lord Abbett Multi-Asset Income Fund	3.79%	11.73%	10.23%	9.30%	-14.11%	7.80%	14.11%	16.18%	-6.15%	9.35%
LALDX Lord Abbett Short Duration Income Fund	0.96%	5.70%	4.48%	4.76%	-5.48%	1.17%	2.98%	5.42%	1.24%	2.30%

Correlation

The correlation between ISFYX and LALDX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (10Y) Calculated over the trailing 10-year period	0.19
Correlation (All Time) Calculated using the full available price history since Jun 30, 2005	0.16

The correlation between ISFYX and LALDX shifts across timeframes, from 0.16 (all time) to 0.35 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

ISFYX vs. LALDX — Risk / Return Rank

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

ISFYX

ISFYX Risk / Return Rank: 59
ISFYX Sharpe Ratio Rank: 61
ISFYX Sortino Ratio Rank: 62
ISFYX Omega Ratio Rank: 64
ISFYX Calmar Ratio Rank: 51
ISFYX Martin Ratio Rank: 57

LALDX

LALDX Risk / Return Rank: 67
LALDX Sharpe Ratio Rank: 40
LALDX Sortino Ratio Rank: 56
LALDX Omega Ratio Rank: 85
LALDX Calmar Ratio Rank: 78
LALDX Martin Ratio Rank: 77

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.

ISFYX vs. LALDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Multi-Asset Income Fund (ISFYX) and Lord Abbett Short Duration Income Fund (LALDX). 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.

	ISFYX	LALDX	Difference
Sharpe ratio Return per unit of total volatility	2.29	1.84	+0.45
Sortino ratio Return per unit of downside risk	3.31	3.14	+0.17
Omega ratio Gain probability vs. loss probability	1.45	1.57	-0.12
Calmar ratio Return relative to maximum drawdown	2.73	3.51	-0.78
Martin ratio Return relative to average drawdown	11.50	14.56	-3.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISFYX vs. LALDX - Sharpe Ratio Comparison

The current ISFYX Sharpe Ratio is 2.29, which is comparable to the LALDX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of ISFYX and LALDX, 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

	ISFYX	LALDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	1.84	+0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.75	-0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.82	0.95	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	1.29	-0.48

Drawdowns

ISFYX vs. LALDX - Drawdown Comparison

The maximum ISFYX drawdown since its inception was -31.63%, which is greater than LALDX's maximum drawdown of -10.58%. Use the drawdown chart below to compare losses from any high point for ISFYX and LALDX.

Drawdown Indicators

	ISFYX	LALDX	Difference
Max Drawdown Largest peak-to-trough decline	-31.63%	-10.58%	-21.05%
Max Drawdown (1Y) Largest decline over 1 year	-4.70%	-1.29%	-3.41%
Max Drawdown (3Y) Largest decline over 3 years	-6.12%	-1.29%	-4.83%
Max Drawdown (5Y) Largest decline over 5 years	-18.93%	-7.60%	-11.33%
Max Drawdown (10Y) Largest decline over 10 years	-20.20%	-9.67%	-10.53%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.77%	-0.82%	-2.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.12%	0.31%	+0.81%

Volatility

ISFYX vs. LALDX - Volatility Comparison

Lord Abbett Multi-Asset Income Fund (ISFYX) has a higher volatility of 1.99% compared to Lord Abbett Short Duration Income Fund (LALDX) at 0.81%. This indicates that ISFYX's price experiences larger fluctuations and is considered to be riskier than LALDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISFYX	LALDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.99%	0.81%	+1.18%
Volatility (6M) Calculated over the trailing 6-month period	4.58%	1.91%	+2.67%
Volatility (1Y) Calculated over the trailing 1-year period	5.59%	2.45%	+3.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.32%	2.70%	+4.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.92%	2.61%	+5.31%

ISFYX vs. LALDX - Expense Ratio Comparison

ISFYX has a 0.24% expense ratio, which is lower than LALDX's 0.58% expense ratio.

Dividends

ISFYX vs. LALDX - Dividend Comparison

ISFYX's dividend yield for the trailing twelve months is around 3.46%, less than LALDX's 4.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ISFYX Lord Abbett Multi-Asset Income Fund	3.46%	3.47%	3.73%	3.36%	2.71%	5.43%	3.87%	2.80%	4.01%	4.00%	4.30%	7.08%
LALDX Lord Abbett Short Duration Income Fund	4.95%	5.01%	4.11%	4.09%	2.42%	2.37%	2.88%	3.59%	3.88%	3.71%	3.95%	3.95%

Frequently Asked Questions

Can I hold both ISFYX and LALDX in my portfolio?

ISFYX and LALDX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ISFYX or LALDX?

ISFYX has higher volatility (1.99%) compared to LALDX (0.81%). In terms of maximum drawdown, ISFYX dropped -31.63% vs LALDX's -10.58%.

Which has better risk-adjusted returns?

ISFYX currently has the higher Sharpe Ratio (2.29 vs 1.84), 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.