LALDX vs. STIP
Compare and contrast key facts about Lord Abbett Short Duration Income Fund (LALDX) and iShares 0-5 Year TIPS Bond ETF (STIP).
LALDX is managed by Lord Abbett. It was launched on Nov 4, 1993. STIP is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Dec 1, 2010.
Performance
LALDX vs. STIP - Performance Comparison
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LALDX vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
STIP iShares 0-5 Year TIPS Bond ETF | 1.02% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 5.18% | 4.89% | 0.54% | 0.74% |
Returns By Period
In the year-to-date period, LALDX achieves a -0.24% return, which is significantly lower than STIP's 1.02% return. Over the past 10 years, LALDX has underperformed STIP with an annualized return of 2.46%, while STIP has yielded a comparatively higher 3.11% 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%
STIP
- 1D
- 0.05%
- 1M
- 0.11%
- YTD
- 1.02%
- 6M
- 1.38%
- 1Y
- 3.99%
- 3Y*
- 4.69%
- 5Y*
- 3.49%
- 10Y*
- 3.11%
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LALDX vs. STIP - Expense Ratio Comparison
LALDX has a 0.58% expense ratio, which is higher than STIP's 0.06% expense ratio.
Return for Risk
LALDX vs. STIP — Risk / Return Rank
LALDX
STIP
LALDX vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration Income Fund (LALDX) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.
| LALDX | STIP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 2.19 | -0.37 |
Sortino ratioReturn per unit of downside risk | 3.07 | 3.34 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.57 | 1.47 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.57 | 4.30 | -0.73 |
Martin ratioReturn relative to average drawdown | 14.42 | 14.63 | -0.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LALDX | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.19 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 1.27 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.96 | 1.27 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.28 | 1.05 | +0.23 |
Correlation
The correlation between LALDX and STIP is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
LALDX vs. STIP - Dividend Comparison
LALDX's dividend yield for the trailing twelve months is around 4.62%, more than STIP's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.93% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% |
Drawdowns
LALDX vs. STIP - Drawdown Comparison
The maximum LALDX drawdown since its inception was -10.58%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for LALDX and STIP.
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Drawdown Indicators
| LALDX | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.58% | -5.50% | -5.08% |
Max Drawdown (1Y)Largest decline over 1 year | -1.29% | -0.95% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -7.60% | -5.50% | -2.10% |
Max Drawdown (10Y)Largest decline over 10 years | -9.67% | -5.50% | -4.17% |
Current DrawdownCurrent decline from peak | -1.03% | -0.24% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -0.82% | -1.00% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.32% | 0.28% | +0.04% |
Volatility
LALDX vs. STIP - Volatility Comparison
Lord Abbett Short Duration Income Fund (LALDX) has a higher volatility of 0.71% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.59%. This indicates that LALDX's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LALDX | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.71% | 0.59% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 1.66% | 0.97% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.39% | 1.83% | +0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.64% | 2.76% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.58% | 2.45% | +0.13% |