PortfoliosLab logoPortfoliosLab logo
LABFX vs. LUBYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LABFX vs. LUBYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Multi-Asset Balanced Opportunity Fund (LABFX) and Lord Abbett Ultra Short Bond Fund (LUBYX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LABFX achieves a 5.39% return, which is significantly higher than LUBYX's 1.34% return.


LABFX

1D
-0.49%
1M
2.39%
YTD
5.39%
6M
6.14%
1Y
15.46%
3Y*
13.46%
5Y*
4.79%
10Y*
7.43%

LUBYX

1D
-0.10%
1M
0.34%
YTD
1.34%
6M
1.71%
1Y
4.30%
3Y*
5.11%
5Y*
3.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LABFX vs. LUBYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LABFX
Lord Abbett Multi-Asset Balanced Opportunity Fund
5.39%12.93%15.10%11.91%-16.16%4.46%19.37%19.78%-10.25%8.84%
LUBYX
Lord Abbett Ultra Short Bond Fund
1.34%4.99%5.70%5.16%-0.38%0.07%1.27%3.00%2.09%0.73%

Correlation

The correlation between LABFX and LUBYX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2016

0.09

The correlation between LABFX and LUBYX shifts across timeframes, from 0.09 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LABFX vs. LUBYX — Risk / Return Rank

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

LABFX
LABFX Risk / Return Rank: 5555
Overall Rank
LABFX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
LABFX Sortino Ratio Rank: 5555
Sortino Ratio Rank
LABFX Omega Ratio Rank: 5757
Omega Ratio Rank
LABFX Calmar Ratio Rank: 5252
Calmar Ratio Rank
LABFX Martin Ratio Rank: 5959
Martin Ratio Rank

LUBYX
LUBYX Risk / Return Rank: 9898
Overall Rank
LUBYX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
LUBYX Sortino Ratio Rank: 9999
Sortino Ratio Rank
LUBYX Omega Ratio Rank: 9999
Omega Ratio Rank
LUBYX Calmar Ratio Rank: 9999
Calmar Ratio Rank
LUBYX Martin Ratio Rank: 9999
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.

LABFX vs. LUBYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Multi-Asset Balanced Opportunity Fund (LABFX) and Lord Abbett Ultra Short Bond Fund (LUBYX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LABFXLUBYXDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-7.22

Omega ratioGain probability vs. loss probability

1.37

3.35

-1.98

Calmar ratioReturn relative to maximum drawdown

2.56

10.85

-8.29

Martin ratioReturn relative to average drawdown

10.80

50.52

-39.72

LABFX vs. LUBYX - Sharpe Ratio Comparison

The current LABFX Sharpe Ratio is 1.95, which is lower than the LUBYX Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of LABFX and LUBYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

LABFX vs. LUBYX - Drawdown Comparison

The maximum LABFX drawdown since its inception was -41.58%, which is greater than LUBYX's maximum drawdown of -2.59%. Use the drawdown chart below to compare losses from any high point for LABFX and LUBYX.


Loading charts...

Drawdown Indicators


LABFXLUBYXDifference

Max Drawdown

Largest peak-to-trough decline

-41.58%

-2.59%

-38.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-0.40%

-5.70%

Max Drawdown (3Y)

Largest decline over 3 years

-10.38%

-0.50%

-9.88%

Max Drawdown (5Y)

Largest decline over 5 years

-26.26%

-1.86%

-24.40%

Max Drawdown (10Y)

Largest decline over 10 years

-26.26%

Current Drawdown

Current decline from peak

-0.70%

-0.10%

-0.60%

Average Drawdown

Average peak-to-trough decline

-5.17%

-0.17%

-5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

0.09%

+1.35%

Volatility

LABFX vs. LUBYX - Volatility Comparison

Lord Abbett Multi-Asset Balanced Opportunity Fund (LABFX) has a higher volatility of 3.03% compared to Lord Abbett Ultra Short Bond Fund (LUBYX) at 0.43%. This indicates that LABFX's price experiences larger fluctuations and is considered to be riskier than LUBYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LABFXLUBYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

0.43%

+2.60%

Volatility (6M)

Calculated over the trailing 6-month period

6.62%

0.96%

+5.66%

Volatility (1Y)

Calculated over the trailing 1-year period

8.03%

1.38%

+6.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.44%

1.37%

+9.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.41%

1.12%

+10.29%

LABFX vs. LUBYX - Expense Ratio Comparison

LABFX has a 0.50% expense ratio, which is higher than LUBYX's 0.28% expense ratio.


Dividends

LABFX vs. LUBYX - Dividend Comparison

LABFX's dividend yield for the trailing twelve months is around 2.23%, less than LUBYX's 4.41% yield.


PositionTTM20252024202320222021202020192018201720162015
LABFX
Lord Abbett Multi-Asset Balanced Opportunity Fund
2.23%2.27%2.52%2.25%1.81%13.30%5.83%3.04%5.83%4.39%3.32%7.83%
LUBYX
Lord Abbett Ultra Short Bond Fund
4.41%4.66%4.72%3.69%1.33%0.57%1.16%2.55%2.27%0.52%0.00%0.00%

Frequently Asked Questions


LABFX and LUBYX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LABFX has higher volatility (3.03%) compared to LUBYX (0.43%). In terms of maximum drawdown, LABFX dropped -41.58% vs LUBYX's -2.59%.

LUBYX currently has the higher Sharpe Ratio (3.13 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.

Portfolio Optimizer

Find the right allocation for LABFX and LUBYX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer