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LAGVX vs. BBCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LAGVX vs. BBCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Income Fund (LAGVX) and Bridge Builder Core Plus Bond Fund (BBCPX). The values are adjusted to include any dividend payments, if applicable.

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LAGVX vs. BBCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BBCPX
Bridge Builder Core Plus Bond Fund
-1.07%8.97%2.28%6.58%-13.24%-0.29%9.27%9.31%0.34%4.20%

Returns By Period

In the year-to-date period, LAGVX achieves a -1.15% return, which is significantly lower than BBCPX's -1.07% return. Over the past 10 years, LAGVX has outperformed BBCPX with an annualized return of 3.04%, while BBCPX has yielded a comparatively lower 2.34% 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%

BBCPX

1D
0.23%
1M
-2.21%
YTD
-1.07%
6M
0.25%
1Y
4.34%
3Y*
4.35%
5Y*
0.80%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LAGVX vs. BBCPX - Expense Ratio Comparison

LAGVX has a 0.73% expense ratio, which is higher than BBCPX's 0.15% expense ratio.


Return for Risk

LAGVX vs. BBCPX — Risk / Return Rank

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

LAGVX
LAGVX Risk / Return Rank: 3939
Overall Rank
LAGVX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
LAGVX Sortino Ratio Rank: 3333
Sortino Ratio Rank
LAGVX Omega Ratio Rank: 3333
Omega Ratio Rank
LAGVX Calmar Ratio Rank: 5252
Calmar Ratio Rank
LAGVX Martin Ratio Rank: 3939
Martin Ratio Rank

BBCPX
BBCPX Risk / Return Rank: 4747
Overall Rank
BBCPX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BBCPX Sortino Ratio Rank: 4747
Sortino Ratio Rank
BBCPX Omega Ratio Rank: 3535
Omega Ratio Rank
BBCPX Calmar Ratio Rank: 6060
Calmar Ratio Rank
BBCPX Martin Ratio Rank: 4646
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.

LAGVX vs. BBCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Income Fund (LAGVX) and Bridge Builder Core Plus Bond Fund (BBCPX). 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.


LAGVXBBCPXDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.00

-0.13

Sortino ratio

Return per unit of downside risk

1.24

1.42

-0.19

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.40

1.48

-0.08

Martin ratio

Return relative to average drawdown

4.55

4.89

-0.34

LAGVX vs. BBCPX - Sharpe Ratio Comparison

The current LAGVX Sharpe Ratio is 0.87, which is comparable to the BBCPX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of LAGVX and BBCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LAGVXBBCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.00

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.14

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.48

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.52

+0.22

Correlation

The correlation between LAGVX and BBCPX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LAGVX vs. BBCPX - Dividend Comparison

LAGVX's dividend yield for the trailing twelve months is around 5.05%, more than BBCPX's 4.05% yield.


TTM20252024202320222021202020192018201720162015
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%
BBCPX
Bridge Builder Core Plus Bond Fund
4.05%4.79%4.93%4.12%2.96%2.39%4.70%5.00%3.47%2.71%0.64%0.00%

Drawdowns

LAGVX vs. BBCPX - Drawdown Comparison

The maximum LAGVX drawdown since its inception was -21.70%, which is greater than BBCPX's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for LAGVX and BBCPX.


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Drawdown Indicators


LAGVXBBCPXDifference

Max Drawdown

Largest peak-to-trough decline

-21.70%

-18.25%

-3.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.69%

-3.41%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

-18.25%

-3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-21.70%

-18.25%

-3.45%

Current Drawdown

Current decline from peak

-2.81%

-2.64%

-0.17%

Average Drawdown

Average peak-to-trough decline

-4.01%

-3.82%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

1.03%

+0.11%

Volatility

LAGVX vs. BBCPX - Volatility Comparison

Lord Abbett Income Fund (LAGVX) and Bridge Builder Core Plus Bond Fund (BBCPX) have volatilities of 1.80% and 1.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LAGVXBBCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

1.79%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.28%

2.92%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

5.42%

4.76%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.65%

5.95%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.92%

4.86%

+1.06%