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LAPIX vs. LGLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LAPIX vs. LGLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Core Plus Bond Fund (LAPIX) and Lord Abbett Growth Leaders Fund (LGLIX). The values are adjusted to include any dividend payments, if applicable.

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LAPIX vs. LGLIX - 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%
LGLIX
Lord Abbett Growth Leaders Fund
-14.54%16.49%44.97%33.29%-38.73%8.62%77.55%35.02%-1.08%31.64%

Returns By Period

In the year-to-date period, LAPIX achieves a -1.02% return, which is significantly higher than LGLIX's -14.54% return. Over the past 10 years, LAPIX has underperformed LGLIX with an annualized return of 2.05%, while LGLIX has yielded a comparatively higher 15.30% 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%

LGLIX

1D
-1.78%
1M
-9.21%
YTD
-14.54%
6M
-17.40%
1Y
15.24%
3Y*
20.47%
5Y*
5.89%
10Y*
15.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LAPIX vs. LGLIX - Expense Ratio Comparison

LAPIX has a 0.48% expense ratio, which is lower than LGLIX's 0.64% expense ratio.


Return for Risk

LAPIX vs. LGLIX — 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

LGLIX
LGLIX Risk / Return Rank: 2121
Overall Rank
LGLIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LGLIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
LGLIX Omega Ratio Rank: 2323
Omega Ratio Rank
LGLIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
LGLIX Martin Ratio Rank: 1717
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. LGLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Core Plus Bond Fund (LAPIX) and Lord Abbett Growth Leaders Fund (LGLIX). 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.


LAPIXLGLIXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.55

+0.47

Sortino ratio

Return per unit of downside risk

1.44

0.93

+0.51

Omega ratio

Gain probability vs. loss probability

1.18

1.13

+0.05

Calmar ratio

Return relative to maximum drawdown

1.54

0.54

+1.00

Martin ratio

Return relative to average drawdown

4.93

1.66

+3.27

LAPIX vs. LGLIX - Sharpe Ratio Comparison

The current LAPIX Sharpe Ratio is 1.02, which is higher than the LGLIX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of LAPIX and LGLIX, 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


LAPIXLGLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.55

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.23

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.62

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.62

-0.16

Correlation

The correlation between LAPIX and LGLIX is 0.08, 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

LAPIX vs. LGLIX - Dividend Comparison

LAPIX's dividend yield for the trailing twelve months is around 4.81%, more than LGLIX's 2.33% 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%
LGLIX
Lord Abbett Growth Leaders Fund
2.33%1.99%0.00%0.00%0.00%23.83%9.27%8.01%19.82%6.46%0.00%4.84%

Drawdowns

LAPIX vs. LGLIX - Drawdown Comparison

The maximum LAPIX drawdown since its inception was -18.94%, smaller than the maximum LGLIX drawdown of -45.95%. Use the drawdown chart below to compare losses from any high point for LAPIX and LGLIX.


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Drawdown Indicators


LAPIXLGLIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-45.95%

+27.01%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-21.01%

+17.80%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

-45.95%

+27.01%

Max Drawdown (10Y)

Largest decline over 10 years

-18.94%

-45.95%

+27.01%

Current Drawdown

Current decline from peak

-2.75%

-21.01%

+18.26%

Average Drawdown

Average peak-to-trough decline

-4.30%

-9.38%

+5.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

6.80%

-5.80%

Volatility

LAPIX vs. LGLIX - Volatility Comparison

The current volatility for Lord Abbett Core Plus Bond Fund (LAPIX) is 1.58%, while Lord Abbett Growth Leaders Fund (LGLIX) has a volatility of 7.99%. This indicates that LAPIX experiences smaller price fluctuations and is considered to be less risky than LGLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LAPIXLGLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

7.99%

-6.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

16.46%

-13.91%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

26.65%

-22.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.47%

25.79%

-20.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

24.65%

-20.02%