PortfoliosLab logoPortfoliosLab logo
LALDX vs. ALFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LALDX vs. ALFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Short Duration Income Fund (LALDX) and Lord Abbett Alpha Strategy Fund (ALFAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LALDX vs. ALFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LALDX
Lord Abbett Short Duration Income Fund
-0.24%5.70%4.48%4.76%-5.48%1.17%2.98%5.42%1.24%2.30%
ALFAX
Lord Abbett Alpha Strategy Fund
-2.53%8.80%13.18%13.92%-23.50%15.01%26.16%24.95%-9.72%20.61%

Returns By Period

In the year-to-date period, LALDX achieves a -0.24% return, which is significantly higher than ALFAX's -2.53% return. Over the past 10 years, LALDX has underperformed ALFAX with an annualized return of 2.46%, while ALFAX has yielded a comparatively higher 8.73% annualized return.


LALDX

1D
0.26%
1M
-1.03%
YTD
-0.24%
6M
0.98%
1Y
3.88%
3Y*
4.35%
5Y*
1.91%
10Y*
2.46%

ALFAX

1D
-1.32%
1M
-9.32%
YTD
-2.53%
6M
-1.61%
1Y
16.40%
3Y*
8.86%
5Y*
1.80%
10Y*
8.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LALDX vs. ALFAX - Expense Ratio Comparison

LALDX has a 0.58% expense ratio, which is lower than ALFAX's 1.40% expense ratio.


Return for Risk

LALDX vs. ALFAX — Risk / Return Rank

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

LALDX
LALDX Risk / Return Rank: 9494
Overall Rank
LALDX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LALDX Sortino Ratio Rank: 9595
Sortino Ratio Rank
LALDX Omega Ratio Rank: 9696
Omega Ratio Rank
LALDX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LALDX Martin Ratio Rank: 9696
Martin Ratio Rank

ALFAX
ALFAX Risk / Return Rank: 3939
Overall Rank
ALFAX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ALFAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
ALFAX Omega Ratio Rank: 3434
Omega Ratio Rank
ALFAX Calmar Ratio Rank: 4242
Calmar Ratio Rank
ALFAX 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.

LALDX vs. ALFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration Income Fund (LALDX) and Lord Abbett Alpha Strategy Fund (ALFAX). 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.


LALDXALFAXDifference

Sharpe ratio

Return per unit of total volatility

1.82

0.80

+1.02

Sortino ratio

Return per unit of downside risk

3.07

1.23

+1.84

Omega ratio

Gain probability vs. loss probability

1.57

1.17

+0.40

Calmar ratio

Return relative to maximum drawdown

3.57

1.07

+2.50

Martin ratio

Return relative to average drawdown

14.42

4.45

+9.97

LALDX vs. ALFAX - Sharpe Ratio Comparison

The current LALDX Sharpe Ratio is 1.82, which is higher than the ALFAX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of LALDX and ALFAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LALDXALFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

0.80

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.09

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

0.43

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

0.40

+0.89

Correlation

The correlation between LALDX and ALFAX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

LALDX vs. ALFAX - Dividend Comparison

LALDX's dividend yield for the trailing twelve months is around 4.62%, less than ALFAX's 5.44% yield.


TTM20252024202320222021202020192018201720162015
LALDX
Lord Abbett Short Duration Income Fund
4.62%5.01%4.11%4.09%2.42%2.37%2.88%3.59%3.88%3.71%3.95%3.95%
ALFAX
Lord Abbett Alpha Strategy Fund
5.44%5.30%0.80%0.46%6.94%5.38%7.99%14.66%16.61%11.96%11.85%15.83%

Drawdowns

LALDX vs. ALFAX - Drawdown Comparison

The maximum LALDX drawdown since its inception was -10.58%, smaller than the maximum ALFAX drawdown of -57.11%. Use the drawdown chart below to compare losses from any high point for LALDX and ALFAX.


Loading graphics...

Drawdown Indicators


LALDXALFAXDifference

Max Drawdown

Largest peak-to-trough decline

-10.58%

-57.11%

+46.53%

Max Drawdown (1Y)

Largest decline over 1 year

-1.29%

-13.07%

+11.78%

Max Drawdown (5Y)

Largest decline over 5 years

-7.60%

-33.88%

+26.28%

Max Drawdown (10Y)

Largest decline over 10 years

-9.67%

-40.29%

+30.62%

Current Drawdown

Current decline from peak

-1.03%

-10.31%

+9.28%

Average Drawdown

Average peak-to-trough decline

-0.82%

-12.94%

+12.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.32%

3.13%

-2.81%

Volatility

LALDX vs. ALFAX - Volatility Comparison

The current volatility for Lord Abbett Short Duration Income Fund (LALDX) is 0.71%, while Lord Abbett Alpha Strategy Fund (ALFAX) has a volatility of 6.61%. This indicates that LALDX experiences smaller price fluctuations and is considered to be less risky than ALFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LALDXALFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

6.61%

-5.90%

Volatility (6M)

Calculated over the trailing 6-month period

1.66%

12.41%

-10.75%

Volatility (1Y)

Calculated over the trailing 1-year period

2.39%

20.01%

-17.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.64%

19.76%

-17.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.58%

20.59%

-18.01%