LAGVX vs. AGNC

Last updated Apr 2, 2026

Compare and contrast key facts about Lord Abbett Income Fund (LAGVX) and AGNC Investment Corp. (AGNC).

LAGVX is managed by Lord Abbett. It was launched on Jan 4, 1982.

Performance

LAGVX vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Income Fund (LAGVX) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

LAGVX vs. AGNC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LAGVX Lord Abbett Income Fund	-1.15%	8.29%	2.50%	8.23%	-16.34%	1.39%	7.98%	12.96%	-2.65%	6.94%
AGNC AGNC Investment Corp.	-3.40%	34.92%	8.90%	10.14%	-21.65%	5.20%	-1.78%	13.31%	-2.46%	23.73%

Returns By Period

In the year-to-date period, LAGVX achieves a -1.15% return, which is significantly higher than AGNC's -3.40% return. Over the past 10 years, LAGVX has underperformed AGNC with an annualized return of 3.04%, while AGNC has yielded a comparatively higher 6.23% annualized return.

LAGVX

• 1D: 0.41%
• 1M: -2.42%
• YTD: -1.15%
• 6M: -0.22%
• 1Y: 4.25%
• 3Y*: 4.62%
• 5Y*: 0.52%
• 10Y*: 3.04%

AGNC

• 1D: -0.10%
• 1M: -9.03%
• YTD: -3.40%
• 6M: 7.97%
• 1Y: 21.99%
• 3Y*: 15.79%
• 5Y*: 2.93%
• 10Y*: 6.23%

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

Return for Risk

LAGVX vs. AGNC — Risk / Return Rank

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

LAGVX

LAGVX Risk / Return Rank: 39
LAGVX Sharpe Ratio Rank: 37
LAGVX Sortino Ratio Rank: 33
LAGVX Omega Ratio Rank: 33
LAGVX Calmar Ratio Rank: 52
LAGVX Martin Ratio Rank: 39

AGNC

AGNC Risk / Return Rank: 67
AGNC Sharpe Ratio Rank: 73
AGNC Sortino Ratio Rank: 63
AGNC Omega Ratio Rank: 65
AGNC Calmar Ratio Rank: 65
AGNC Martin Ratio Rank: 71

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.

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.

	LAGVX	AGNC	Difference
Sharpe ratio Return per unit of total volatility	0.87	0.97	-0.10
Sortino ratio Return per unit of downside risk	1.24	1.34	-0.11
Omega ratio Gain probability vs. loss probability	1.18	1.19	-0.01
Calmar ratio Return relative to maximum drawdown	1.40	1.11	+0.29
Martin ratio Return relative to average drawdown	4.55	3.75	+0.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LAGVX vs. AGNC - Sharpe Ratio Comparison

The current LAGVX Sharpe Ratio is 0.87, which is comparable to the AGNC Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of LAGVX and AGNC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LAGVX	AGNC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	0.97	-0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	0.11	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.25	+0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.42	+0.31

Correlation

The correlation between LAGVX and AGNC is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

LAGVX vs. AGNC - Dividend Comparison

LAGVX's dividend yield for the trailing twelve months is around 5.05%, less than AGNC's 14.37% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LAGVX Lord Abbett Income Fund	5.05%	5.44%	4.57%	4.48%	3.15%	4.81%	3.46%	3.85%	4.27%	3.49%	3.94%	4.70%
AGNC AGNC Investment Corp.	14.37%	13.43%	15.64%	14.68%	13.91%	9.57%	10.00%	11.31%	12.31%	10.70%	12.69%	14.30%

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.

Drawdown Indicators

	LAGVX	AGNC	Difference
Max Drawdown Largest peak-to-trough decline	-21.70%	-54.56%	+32.86%
Max Drawdown (1Y) Largest decline over 1 year	-3.69%	-18.71%	+15.02%
Max Drawdown (5Y) Largest decline over 5 years	-21.70%	-54.56%	+32.86%
Max Drawdown (10Y) Largest decline over 10 years	-21.70%	-54.56%	+32.86%
Current Drawdown Current decline from peak	-2.81%	-14.91%	+12.10%
Average Drawdown Average peak-to-trough decline	-4.01%	-13.60%	+9.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.14%	5.55%	-4.41%

Volatility

LAGVX vs. AGNC - Volatility Comparison

The current volatility for Lord Abbett Income Fund (LAGVX) is 1.80%, while AGNC Investment Corp. (AGNC) has a volatility of 9.58%. 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.

Volatility by Period

	LAGVX	AGNC	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.80%	9.58%	-7.78%
Volatility (6M) Calculated over the trailing 6-month period	3.28%	15.07%	-11.79%
Volatility (1Y) Calculated over the trailing 1-year period	5.42%	22.88%	-17.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.65%	25.71%	-19.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.92%	25.31%	-19.39%