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LAGVX vs. FIIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LAGVX vs. FIIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Income Fund (LAGVX) and Federated Hermes Intermediate Corporate Bond Fund (FIIFX). The values are adjusted to include any dividend payments, if applicable.

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LAGVX vs. FIIFX - 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%
FIIFX
Federated Hermes Intermediate Corporate Bond Fund
-0.79%7.62%3.20%5.66%-10.03%-1.61%7.58%9.72%-0.48%4.32%

Returns By Period

In the year-to-date period, LAGVX achieves a -1.15% return, which is significantly lower than FIIFX's -0.79% return. Over the past 10 years, LAGVX has outperformed FIIFX with an annualized return of 3.04%, while FIIFX has yielded a comparatively lower 2.49% 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%

FIIFX

1D
0.23%
1M
-1.49%
YTD
-0.79%
6M
0.48%
1Y
4.41%
3Y*
4.32%
5Y*
1.01%
10Y*
2.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LAGVX vs. FIIFX - Expense Ratio Comparison

LAGVX has a 0.73% expense ratio, which is higher than FIIFX's 0.58% expense ratio.


Return for Risk

LAGVX vs. FIIFX — 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

FIIFX
FIIFX Risk / Return Rank: 7272
Overall Rank
FIIFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FIIFX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FIIFX Omega Ratio Rank: 7272
Omega Ratio Rank
FIIFX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FIIFX Martin Ratio Rank: 7070
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. FIIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Income Fund (LAGVX) and Federated Hermes Intermediate Corporate Bond Fund (FIIFX). 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.


LAGVXFIIFXDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.34

-0.47

Sortino ratio

Return per unit of downside risk

1.24

1.98

-0.74

Omega ratio

Gain probability vs. loss probability

1.18

1.29

-0.11

Calmar ratio

Return relative to maximum drawdown

1.40

1.93

-0.53

Martin ratio

Return relative to average drawdown

4.55

7.49

-2.94

LAGVX vs. FIIFX - Sharpe Ratio Comparison

The current LAGVX Sharpe Ratio is 0.87, which is lower than the FIIFX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of LAGVX and FIIFX, 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


LAGVXFIIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.34

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.24

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.66

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.07

-0.34

Correlation

The correlation between LAGVX and FIIFX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LAGVX vs. FIIFX - Dividend Comparison

LAGVX's dividend yield for the trailing twelve months is around 5.05%, more than FIIFX's 3.88% 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%
FIIFX
Federated Hermes Intermediate Corporate Bond Fund
3.88%4.15%3.39%2.95%1.97%2.69%2.64%2.92%4.02%4.27%3.30%3.79%

Drawdowns

LAGVX vs. FIIFX - Drawdown Comparison

The maximum LAGVX drawdown since its inception was -21.70%, which is greater than FIIFX's maximum drawdown of -14.85%. Use the drawdown chart below to compare losses from any high point for LAGVX and FIIFX.


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Drawdown Indicators


LAGVXFIIFXDifference

Max Drawdown

Largest peak-to-trough decline

-21.70%

-14.85%

-6.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.69%

-2.28%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

-14.85%

-6.85%

Max Drawdown (10Y)

Largest decline over 10 years

-21.70%

-14.85%

-6.85%

Current Drawdown

Current decline from peak

-2.81%

-1.71%

-1.10%

Average Drawdown

Average peak-to-trough decline

-4.01%

-1.93%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

0.59%

+0.55%

Volatility

LAGVX vs. FIIFX - Volatility Comparison

Lord Abbett Income Fund (LAGVX) has a higher volatility of 1.80% compared to Federated Hermes Intermediate Corporate Bond Fund (FIIFX) at 1.06%. This indicates that LAGVX's price experiences larger fluctuations and is considered to be riskier than FIIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LAGVXFIIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

1.06%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

3.28%

1.97%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

5.42%

3.38%

+2.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.65%

4.26%

+2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.92%

3.80%

+2.12%