LAGVX vs. SCCPX
LAGVX (Lord Abbett Income Fund) and SCCPX (Sterling Capital Long Duration Corporate Bond Fund) are both Corporate Bonds funds. Over the past 10 years, LAGVX returned 2.89%/yr vs 22.14%/yr for SCCPX. A 0.75 correlation means they provide meaningful diversification when combined. LAGVX charges 0.73%/yr vs 0.45%/yr for SCCPX.
Performance
LAGVX vs. SCCPX - Performance Comparison
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Returns By Period
In the year-to-date period, LAGVX achieves a 0.57% return, which is significantly lower than SCCPX's 1.57% return. Over the past 10 years, LAGVX has underperformed SCCPX with an annualized return of 2.89%, while SCCPX has yielded a comparatively higher 22.14% annualized return.
LAGVX
- 1D
- 0.41%
- 1M
- 0.85%
- YTD
- 0.57%
- 6M
- 1.02%
- 1Y
- 5.50%
- 3Y*
- 5.36%
- 5Y*
- 0.42%
- 10Y*
- 2.89%
SCCPX
- 1D
- 0.89%
- 1M
- 1.94%
- YTD
- 1.57%
- 6M
- 1.41%
- 1Y
- 5.96%
- 3Y*
- 3.82%
- 5Y*
- -2.36%
- 10Y*
- 22.14%
LAGVX vs. SCCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LAGVX Lord Abbett Income Fund | 0.57% | 8.29% | 2.50% | 8.23% | -16.34% | 1.39% | 7.98% | 12.96% | -2.65% | 6.94% |
SCCPX Sterling Capital Long Duration Corporate Bond Fund | 1.57% | 6.37% | -1.68% | 9.20% | -23.65% | -0.01% | 625.95% | 10.78% | -0.95% | 4.22% |
Correlation
The correlation between LAGVX and SCCPX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | 0.75 |
The correlation between LAGVX and SCCPX has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.
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Return for Risk
LAGVX vs. SCCPX — Risk / Return Rank
LAGVX
SCCPX
LAGVX vs. SCCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Income Fund (LAGVX) and Sterling Capital Long Duration Corporate Bond Fund (SCCPX). 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 | SCCPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.14 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.09 | +0.44 |
| Martin ratioReturn relative to average drawdown | 4.73 | 2.71 | +2.02 |
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Drawdowns
LAGVX vs. SCCPX - Drawdown Comparison
The maximum LAGVX drawdown since its inception was -21.70%, smaller than the maximum SCCPX drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for LAGVX and SCCPX.
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Drawdown Indicators
| LAGVX | SCCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.70% | -31.88% | +10.18% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -5.49% | +1.88% |
Max Drawdown (3Y)Largest decline over 3 years | -6.25% | -12.96% | +6.71% |
Max Drawdown (5Y)Largest decline over 5 years | -21.70% | -31.88% | +10.18% |
Max Drawdown (10Y)Largest decline over 10 years | -21.70% | -31.88% | +10.18% |
Current DrawdownCurrent decline from peak | -1.12% | -12.49% | +11.37% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -6.42% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 2.20% | -1.03% |
Volatility
LAGVX vs. SCCPX - Volatility Comparison
The current volatility for Lord Abbett Income Fund (LAGVX) is 1.39%, while Sterling Capital Long Duration Corporate Bond Fund (SCCPX) has a volatility of 2.08%. This indicates that LAGVX experiences smaller price fluctuations and is considered to be less risky than SCCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LAGVX | SCCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 2.08% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 3.76% | 5.62% | -1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.03% | 7.62% | -2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.71% | 11.23% | -4.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.96% | 182.25% | -176.29% |
LAGVX vs. SCCPX - Expense Ratio Comparison
LAGVX has a 0.73% expense ratio, which is higher than SCCPX's 0.45% expense ratio.
Dividends
LAGVX vs. SCCPX - Dividend Comparison
LAGVX's dividend yield for the trailing twelve months is around 5.40%, more than SCCPX's 5.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LAGVX Lord Abbett Income Fund | 5.40% | 5.44% | 4.57% | 4.48% | 3.15% | 4.81% | 3.46% | 3.85% | 4.27% | 3.49% | 3.94% | 4.70% |
SCCPX Sterling Capital Long Duration Corporate Bond Fund | 5.06% | 4.99% | 4.84% | 3.54% | 4.11% | 13.93% | 88.30% | 3.01% | 3.31% | 3.76% | 3.41% | 3.16% |
Frequently Asked Questions
LAGVX and SCCPX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCCPX has higher volatility (2.08%) compared to LAGVX (1.39%). In terms of maximum drawdown, LAGVX dropped -21.70% vs SCCPX's -31.88%.
LAGVX currently has the higher Sharpe Ratio (1.10 vs 0.79), 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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