LAIDX vs. LUBYX

Last updated Jun 4, 2026

LAIDX (Lord Abbett International Value Fund) and LUBYX (Lord Abbett Ultra Short Bond Fund) are both mutual funds - LAIDX is a Foreign Large Cap Equities fund managed by Lord Abbett, while LUBYX is a Ultrashort Bond fund managed by Lord Abbett. Over the past 5 years, LAIDX returned 10.49%/yr vs 3.35%/yr for LUBYX. At a 0.06 correlation, their price movements are largely independent. LAIDX charges 0.82%/yr vs 0.28%/yr for LUBYX.

Performance

LAIDX vs. LUBYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett International Value Fund (LAIDX) and Lord Abbett Ultra Short Bond Fund (LUBYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LAIDX achieves a 10.71% return, which is significantly higher than LUBYX's 1.44% return.

LAIDX

• 1D: 0.43%
• 1M: 5.46%
• YTD: 10.71%
• 6M: 14.85%
• 1Y: 27.75%
• 3Y*: 21.20%
• 5Y*: 10.49%
• 10Y*: 9.21%

LUBYX

• 1D: 0.00%
• 1M: 0.34%
• YTD: 1.44%
• 6M: 1.81%
• 1Y: 4.51%
• 3Y*: 5.15%
• 5Y*: 3.35%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LAIDX vs. LUBYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LAIDX Lord Abbett International Value Fund	10.71%	38.19%	8.03%	15.65%	-10.62%	9.90%	4.19%	17.90%	-15.74%	21.75%
LUBYX Lord Abbett Ultra Short Bond Fund	1.44%	4.99%	5.70%	5.16%	-0.38%	0.07%	1.27%	3.00%	2.09%	0.73%

Correlation

The correlation between LAIDX and LUBYX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (All Time) Calculated using the full available price history since Oct 28, 2016	0.06

The correlation between LAIDX and LUBYX shifts across timeframes, from 0.06 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

LAIDX vs. LUBYX — Risk / Return Rank

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

LAIDX

LAIDX Risk / Return Rank: 37
LAIDX Sharpe Ratio Rank: 40
LAIDX Sortino Ratio Rank: 37
LAIDX Omega Ratio Rank: 40
LAIDX Calmar Ratio Rank: 34
LAIDX Martin Ratio Rank: 36

LUBYX

LUBYX Risk / Return Rank: 98
LUBYX Sharpe Ratio Rank: 93
LUBYX Sortino Ratio Rank: 99
LUBYX Omega Ratio Rank: 99
LUBYX Calmar Ratio Rank: 99
LUBYX Martin Ratio Rank: 99

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.

LAIDX vs. LUBYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett International Value Fund (LAIDX) and Lord Abbett Ultra Short Bond Fund (LUBYX). 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.

	LAIDX	LUBYX	Difference
Sharpe ratio: Return per unit of total volatility	1.84	3.20	-1.36
Sortino ratio: Return per unit of downside risk	2.54	10.24	-7.70
Omega ratio: Gain probability vs. loss probability	1.34	3.41	-2.07
Calmar ratio: Return relative to maximum drawdown	2.21	11.11	-8.90
Martin ratio: Return relative to average drawdown	7.91	52.32	-44.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LAIDX vs. LUBYX - Sharpe Ratio Comparison

The current LAIDX Sharpe Ratio is 1.84, which is lower than the LUBYX Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of LAIDX and LUBYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LAIDX	LUBYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	3.20	-1.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	2.46	-1.77
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	2.22	-1.97

Drawdowns

LAIDX vs. LUBYX - Drawdown Comparison

The maximum LAIDX drawdown since its inception was -52.40%, which is greater than LUBYX's maximum drawdown of -2.59%. Use the drawdown chart below to compare losses from any high point for LAIDX and LUBYX.

Drawdown Indicators

	LAIDX	LUBYX	Difference
Max Drawdown Largest peak-to-trough decline	-52.40%	-2.59%	-49.81%
Max Drawdown (1Y) Largest decline over 1 year	-12.14%	-0.40%	-11.74%
Max Drawdown (3Y) Largest decline over 3 years	-13.02%	-0.50%	-12.52%
Max Drawdown (5Y) Largest decline over 5 years	-28.31%	-1.86%	-26.45%
Max Drawdown (10Y) Largest decline over 10 years	-42.34%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-11.34%	-0.17%	-11.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.38%	0.08%	+3.30%

Volatility

LAIDX vs. LUBYX - Volatility Comparison

Lord Abbett International Value Fund (LAIDX) has a higher volatility of 4.49% compared to Lord Abbett Ultra Short Bond Fund (LUBYX) at 0.40%. This indicates that LAIDX's price experiences larger fluctuations and is considered to be riskier than LUBYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LAIDX	LUBYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.49%	0.40%	+4.09%
Volatility (6M) Calculated over the trailing 6-month period	12.11%	0.95%	+11.16%
Volatility (1Y) Calculated over the trailing 1-year period	14.63%	1.38%	+13.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.43%	1.37%	+14.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.91%	1.12%	+15.79%

LAIDX vs. LUBYX - Expense Ratio Comparison

LAIDX has a 0.82% expense ratio, which is higher than LUBYX's 0.28% expense ratio.

Dividends

LAIDX vs. LUBYX - Dividend Comparison

LAIDX's dividend yield for the trailing twelve months is around 2.17%, less than LUBYX's 4.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LAIDX Lord Abbett International Value Fund	2.17%	2.75%	3.55%	3.31%	4.00%	3.49%	2.31%	3.25%	3.67%	3.04%	3.94%	3.82%
LUBYX Lord Abbett Ultra Short Bond Fund	4.41%	4.66%	4.72%	3.69%	1.33%	0.57%	1.16%	2.55%	2.27%	0.52%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LAIDX and LUBYX in my portfolio?

LAIDX and LUBYX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LAIDX or LUBYX?

LAIDX has higher volatility (4.49%) compared to LUBYX (0.40%). In terms of maximum drawdown, LAIDX dropped -52.40% vs LUBYX's -2.59%.

Which has better risk-adjusted returns?

LUBYX currently has the higher Sharpe Ratio (3.20 vs 1.84), 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.