LAGVX vs. AGNC
LAGVX (Lord Abbett Income Fund) is Corporate Bonds fund managed by Lord Abbett, while AGNC (AGNC Investment Corp.) is a stock. Over the past 10 years, LAGVX returned 2.85%/yr vs 6.53%/yr for AGNC. At a 0.17 correlation, their price movements are largely independent.
Performance
LAGVX vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, LAGVX achieves a 0.15% return, which is significantly lower than AGNC's 4.71% return. Over the past 10 years, LAGVX has underperformed AGNC with an annualized return of 2.85%, while AGNC has yielded a comparatively higher 6.53% annualized return.
LAGVX
- 1D
- 0.00%
- 1M
- 0.85%
- YTD
- 0.15%
- 6M
- 0.60%
- 1Y
- 5.07%
- 3Y*
- 5.22%
- 5Y*
- 0.34%
- 10Y*
- 2.85%
AGNC
- 1D
- 1.24%
- 1M
- 2.99%
- YTD
- 4.71%
- 6M
- 4.71%
- 1Y
- 32.39%
- 3Y*
- 17.62%
- 5Y*
- 4.08%
- 10Y*
- 6.53%
LAGVX vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LAGVX Lord Abbett Income Fund | 0.15% | 8.29% | 2.50% | 8.23% | -16.34% | 1.39% | 7.98% | 12.96% | -2.65% | 6.94% |
AGNC AGNC Investment Corp. | 4.71% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Correlation
The correlation between LAGVX and AGNC is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 15, 2008 | 0.17 |
Over the past year, LAGVX and AGNC have become more correlated (0.42) than their long-term average of 0.17, meaning their price movements have been converging.
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Return for Risk
LAGVX vs. AGNC — Risk / Return Rank
LAGVX
AGNC
LAGVX vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Income Fund (LAGVX) and AGNC Investment Corp. (AGNC). 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.
| LAGVX | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.74 | -0.21 |
| Martin ratioReturn relative to average drawdown | 4.74 | 4.89 | -0.15 |
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Drawdowns
LAGVX vs. AGNC - Drawdown Comparison
The maximum LAGVX drawdown since its inception was -21.70%, smaller than the maximum AGNC drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for LAGVX and AGNC.
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Drawdown Indicators
| LAGVX | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.70% | -54.56% | +32.86% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -18.71% | +15.10% |
Max Drawdown (3Y)Largest decline over 3 years | -6.25% | -31.04% | +24.79% |
Max Drawdown (5Y)Largest decline over 5 years | -21.70% | -50.65% | +28.95% |
Max Drawdown (10Y)Largest decline over 10 years | -21.70% | -54.56% | +32.86% |
Current DrawdownCurrent decline from peak | -1.53% | -7.76% | +6.23% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -13.55% | +9.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 6.64% | -5.48% |
Volatility
LAGVX vs. AGNC - Volatility Comparison
The current volatility for Lord Abbett Income Fund (LAGVX) is 1.34%, while AGNC Investment Corp. (AGNC) has a volatility of 5.16%. This indicates that LAGVX experiences smaller price fluctuations and is considered to be less risky than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LAGVX | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.34% | 5.16% | -3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 3.74% | 16.14% | -12.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.03% | 19.57% | -14.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.71% | 25.74% | -19.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.96% | 25.41% | -19.45% |
Dividends
LAGVX vs. AGNC - Dividend Comparison
LAGVX's dividend yield for the trailing twelve months is around 5.42%, less than AGNC's 13.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.56% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
LAGVX Lord Abbett Income Fund | 5.42% | 5.44% | 4.57% | 4.48% | 3.15% | 4.81% | 3.46% | 3.85% | 4.27% | 3.49% | 3.94% | 4.70% |
Frequently Asked Questions
LAGVX and AGNC have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGNC has higher volatility (5.16%) compared to LAGVX (1.34%). In terms of maximum drawdown, LAGVX dropped -21.70% vs AGNC's -54.56%.
AGNC currently has the higher Sharpe Ratio (1.66 vs 1.10), 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.
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