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LAGVX vs. USIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LAGVX vs. USIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Income Fund (LAGVX) and iShares Broad USD Investment Grade Corporate Bond ETF (USIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with LAGVX having a 0.57% return and USIG slightly lower at 0.56%. Over the past 10 years, LAGVX has outperformed USIG with an annualized return of 2.93%, while USIG has yielded a comparatively lower 2.63% annualized return.


LAGVX

1D
0.00%
1M
0.85%
YTD
0.57%
6M
0.61%
1Y
6.82%
3Y*
5.51%
5Y*
0.63%
10Y*
2.93%

USIG

1D
-0.23%
1M
0.56%
YTD
0.56%
6M
0.37%
1Y
6.04%
3Y*
5.46%
5Y*
0.72%
10Y*
2.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LAGVX vs. USIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
0.56%7.86%2.56%8.71%-15.30%-1.34%9.44%13.99%-2.21%5.75%

Correlation

The correlation between LAGVX and USIG is 0.71, 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

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2007

0.65

The correlation between LAGVX and USIG shifts across timeframes, from 0.65 (all time) to 0.79 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LAGVX vs. USIG — Risk / Return Rank

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

LAGVX
LAGVX Risk / Return Rank: 2828
Overall Rank
LAGVX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
LAGVX Sortino Ratio Rank: 2727
Sortino Ratio Rank
LAGVX Omega Ratio Rank: 3333
Omega Ratio Rank
LAGVX Calmar Ratio Rank: 2929
Calmar Ratio Rank
LAGVX Martin Ratio Rank: 2828
Martin Ratio Rank

USIG
USIG Risk / Return Rank: 4242
Overall Rank
USIG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
USIG Sortino Ratio Rank: 4242
Sortino Ratio Rank
USIG Omega Ratio Rank: 3939
Omega Ratio Rank
USIG Calmar Ratio Rank: 4444
Calmar Ratio Rank
USIG Martin Ratio Rank: 4343
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. USIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Income Fund (LAGVX) and iShares Broad USD Investment Grade Corporate Bond ETF (USIG). 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.


LAGVXUSIGDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.30

1.26

+0.04

Calmar ratioReturn relative to maximum drawdown

2.02

2.17

-0.15

Martin ratioReturn relative to average drawdown

6.61

7.07

-0.46

LAGVX vs. USIG - Sharpe Ratio Comparison

The current LAGVX Sharpe Ratio is 1.43, which is comparable to the USIG Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of LAGVX and USIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LAGVXUSIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.47

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.11

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.39

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.54

+0.20

Drawdowns

LAGVX vs. USIG - Drawdown Comparison

The maximum LAGVX drawdown since its inception was -21.70%, roughly equal to the maximum USIG drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for LAGVX and USIG.


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Drawdown Indicators


LAGVXUSIGDifference

Max Drawdown

Largest peak-to-trough decline

-21.70%

-22.21%

+0.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.61%

-2.79%

-0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-6.25%

-6.10%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

-21.45%

-0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-21.70%

-21.45%

-0.25%

Current Drawdown

Current decline from peak

-1.12%

-0.97%

-0.15%

Average Drawdown

Average peak-to-trough decline

-4.01%

-3.42%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

0.86%

+0.24%

Volatility

LAGVX vs. USIG - Volatility Comparison

Lord Abbett Income Fund (LAGVX) has a higher volatility of 1.95% compared to iShares Broad USD Investment Grade Corporate Bond ETF (USIG) at 1.27%. This indicates that LAGVX's price experiences larger fluctuations and is considered to be riskier than USIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LAGVXUSIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

1.27%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

3.77%

3.04%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

5.13%

4.13%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.71%

6.82%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.95%

6.82%

-0.87%

LAGVX vs. USIG - Expense Ratio Comparison

LAGVX has a 0.73% expense ratio, which is higher than USIG's 0.04% expense ratio.


Dividends

LAGVX vs. USIG - Dividend Comparison

LAGVX's dividend yield for the trailing twelve months is around 5.40%, more than USIG's 4.74% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
4.74%4.62%4.51%3.94%3.14%2.33%2.82%3.37%3.44%3.03%2.87%3.24%

Frequently Asked Questions


LAGVX and USIG have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LAGVX has higher volatility (1.95%) compared to USIG (1.27%). In terms of maximum drawdown, LAGVX dropped -21.70% vs USIG's -22.21%.

USIG currently has the higher Sharpe Ratio (1.47 vs 1.43), 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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