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LAPIX vs. GUGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LAPIX vs. GUGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Core Plus Bond Fund (LAPIX) and GMO Multi-Sector Fixed Income Fund (GUGAX). The values are adjusted to include any dividend payments, if applicable.

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LAPIX vs. GUGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LAPIX
Lord Abbett Core Plus Bond Fund
-1.02%7.63%3.12%6.31%-14.72%0.29%7.43%10.10%-0.70%3.97%
GUGAX
GMO Multi-Sector Fixed Income Fund
0.96%7.29%0.96%6.02%-14.52%-3.17%4.91%9.66%2.13%4.44%

Returns By Period

In the year-to-date period, LAPIX achieves a -1.02% return, which is significantly lower than GUGAX's 0.96% return. Over the past 10 years, LAPIX has outperformed GUGAX with an annualized return of 2.05%, while GUGAX has yielded a comparatively lower 1.60% annualized return.


LAPIX

1D
0.47%
1M
-2.75%
YTD
-1.02%
6M
0.09%
1Y
3.80%
3Y*
4.21%
5Y*
0.51%
10Y*
2.05%

GUGAX

1D
0.00%
1M
0.00%
YTD
0.96%
6M
1.90%
1Y
5.20%
3Y*
4.05%
5Y*
0.13%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LAPIX vs. GUGAX - Expense Ratio Comparison

LAPIX has a 0.48% expense ratio, which is higher than GUGAX's 0.45% expense ratio.


Return for Risk

LAPIX vs. GUGAX — Risk / Return Rank

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

LAPIX
LAPIX Risk / Return Rank: 5353
Overall Rank
LAPIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
LAPIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
LAPIX Omega Ratio Rank: 4040
Omega Ratio Rank
LAPIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
LAPIX Martin Ratio Rank: 5050
Martin Ratio Rank

GUGAX
GUGAX Risk / Return Rank: 7474
Overall Rank
GUGAX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GUGAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
GUGAX Omega Ratio Rank: 6969
Omega Ratio Rank
GUGAX Calmar Ratio Rank: 7676
Calmar Ratio Rank
GUGAX Martin Ratio Rank: 7070
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.

LAPIX vs. GUGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Core Plus Bond Fund (LAPIX) and GMO Multi-Sector Fixed Income Fund (GUGAX). 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.


LAPIXGUGAXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.36

-0.34

Sortino ratio

Return per unit of downside risk

1.44

1.98

-0.53

Omega ratio

Gain probability vs. loss probability

1.18

1.26

-0.08

Calmar ratio

Return relative to maximum drawdown

1.54

1.80

-0.26

Martin ratio

Return relative to average drawdown

4.93

6.66

-1.72

LAPIX vs. GUGAX - Sharpe Ratio Comparison

The current LAPIX Sharpe Ratio is 1.02, which is comparable to the GUGAX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of LAPIX and GUGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LAPIXGUGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.36

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.02

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.30

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.08

+0.39

Correlation

The correlation between LAPIX and GUGAX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LAPIX vs. GUGAX - Dividend Comparison

LAPIX's dividend yield for the trailing twelve months is around 4.81%, more than GUGAX's 4.52% yield.


TTM20252024202320222021202020192018201720162015
LAPIX
Lord Abbett Core Plus Bond Fund
4.81%5.20%5.05%4.32%2.95%2.42%4.45%4.00%4.15%2.57%0.65%0.00%
GUGAX
GMO Multi-Sector Fixed Income Fund
4.52%3.69%4.34%0.00%1.94%2.90%7.96%5.74%5.08%2.43%3.29%1.76%

Drawdowns

LAPIX vs. GUGAX - Drawdown Comparison

The maximum LAPIX drawdown since its inception was -18.94%, smaller than the maximum GUGAX drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for LAPIX and GUGAX.


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Drawdown Indicators


LAPIXGUGAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-38.57%

+19.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-3.08%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

-20.53%

+1.59%

Max Drawdown (10Y)

Largest decline over 10 years

-18.94%

-23.06%

+4.12%

Current Drawdown

Current decline from peak

-2.75%

-6.72%

+3.97%

Average Drawdown

Average peak-to-trough decline

-4.30%

-11.29%

+6.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.84%

+0.16%

Volatility

LAPIX vs. GUGAX - Volatility Comparison

Lord Abbett Core Plus Bond Fund (LAPIX) has a higher volatility of 1.58% compared to GMO Multi-Sector Fixed Income Fund (GUGAX) at 0.00%. This indicates that LAPIX's price experiences larger fluctuations and is considered to be riskier than GUGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LAPIXGUGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

0.00%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

1.84%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

4.03%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.47%

6.57%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

5.44%

-0.81%