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LAGVX vs. VICSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LAGVX vs. VICSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Income Fund (LAGVX) and Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LAGVX achieves a -1.08% return, which is significantly lower than VICSX's -0.51% return. Over the past 10 years, LAGVX has underperformed VICSX with an annualized return of 2.43%, while VICSX has yielded a comparatively higher 2.66% annualized return.


LAGVX

1D
0.00%
1M
-1.65%
6M
-1.11%
YTD
-1.08%
1Y
1.99%
3Y*
4.49%
5Y*
-0.28%
10Y*
2.43%
ALL TIME*
4.24%

VICSX

1D
0.14%
1M
-1.04%
6M
-0.68%
YTD
-0.51%
1Y
2.40%
3Y*
5.76%
5Y*
0.73%
10Y*
2.66%
ALL TIME*
4.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

LAGVX vs. VICSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LAGVX
Lord Abbett Income Fund
-1.08%8.29%2.50%8.23%-16.34%1.39%7.98%12.96%-2.65%6.94%
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
-0.51%9.36%3.66%8.88%-14.09%-1.56%9.52%13.99%-1.73%5.47%

Correlation

The correlation between LAGVX and VICSX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.73

Correlation (3Y)
Balances recent behavior with more history.

0.81

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.84

Correlation (10Y)
Provides a long-term view across more market conditions.

0.79

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

0.74

The correlation between LAGVX and VICSX shifts across timeframes, from 0.73 (1 year) to 0.84 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LAGVX vs. VICSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LAGVX
LAGVX Risk / Return Rank: 1919
Overall Rank
LAGVX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
LAGVX Sortino Ratio Rank: 1818
Sortino Ratio Rank
LAGVX Omega Ratio Rank: 2121
Omega Ratio Rank
LAGVX Calmar Ratio Rank: 1919
Calmar Ratio Rank
LAGVX Martin Ratio Rank: 1818
Martin Ratio Rank

VICSX
VICSX Risk / Return Rank: 2424
Overall Rank
VICSX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VICSX Sortino Ratio Rank: 2424
Sortino Ratio Rank
VICSX Omega Ratio Rank: 2323
Omega Ratio Rank
VICSX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VICSX Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LAGVX vs. VICSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Income Fund (LAGVX) and Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX). 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.


LAGVXVICSXDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.14

1.14

0.00

Calmar ratioReturn relative to maximum drawdown

0.92

1.09

-0.17

Martin ratioReturn relative to average drawdown

2.55

3.04

-0.49

LAGVX vs. VICSX - Sharpe Ratio Comparison

The current LAGVX Sharpe Ratio is 0.69, which is comparable to the VICSX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of LAGVX and VICSX, 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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Drawdowns

LAGVX vs. VICSX - Drawdown Comparison

The maximum LAGVX drawdown since its inception was -21.70%, which is greater than VICSX's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for LAGVX and VICSX.


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Drawdown Indicators


LAGVXVICSXDifference

Max Drawdown

Largest peak-to-trough decline

-21.70%

-20.53%

-1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.61%

-2.98%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-5.46%

-5.22%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-21.65%

-20.46%

-1.19%

Max Drawdown (10Y)

Largest decline over 10 years

-21.70%

-20.53%

-1.17%

Current Drawdown

Current decline from peak

-2.74%

-2.02%

-0.72%

Average Drawdown

Average peak-to-trough decline

-4.00%

-3.14%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

1.07%

+0.23%

Volatility

LAGVX vs. VICSX - Volatility Comparison

Lord Abbett Income Fund (LAGVX) has a higher volatility of 1.15% compared to Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) at 1.03%. This indicates that LAGVX's price experiences larger fluctuations and is considered to be riskier than VICSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LAGVXVICSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.03%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.74%

3.11%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

3.90%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.71%

6.17%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.96%

5.34%

+0.62%

LAGVX vs. VICSX - Expense Ratio Comparison

LAGVX has a 0.73% expense ratio, which is higher than VICSX's 0.06% expense ratio.


Dividends

LAGVX vs. VICSX - Dividend Comparison

LAGVX's dividend yield for the trailing twelve months is around 5.02%, more than VICSX's 4.42% yield.


PositionTTM20252024202320222021202020192018201720162015
LAGVX
Lord Abbett Income Fund
5.02%5.44%4.57%4.48%3.15%4.81%3.46%3.85%4.27%3.49%3.94%4.70%
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
4.42%4.59%4.77%3.70%3.00%2.76%2.77%3.35%3.62%3.22%3.03%3.36%

Frequently Asked Questions


LAGVX and VICSX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LAGVX has higher volatility (1.15%) compared to VICSX (1.03%). In terms of maximum drawdown, LAGVX dropped -21.70% vs VICSX's -20.53%.

VICSX currently has the higher Sharpe Ratio (0.84 vs 0.69), 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.

Portfolio Optimizer

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