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LAPIX vs. MDVAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LAPIX vs. MDVAX - Performance Comparison

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

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LAPIX vs. MDVAX - 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%
MDVAX
MassMutual Diversified Bond Fund
-0.45%8.40%2.47%5.81%-17.01%1.95%8.08%10.12%-1.55%4.52%

Returns By Period

In the year-to-date period, LAPIX achieves a -1.02% return, which is significantly lower than MDVAX's -0.45% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: LAPIX at 2.05% and MDVAX at 2.05%.


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%

MDVAX

1D
0.12%
1M
-2.10%
YTD
-0.45%
6M
0.52%
1Y
5.17%
3Y*
4.60%
5Y*
0.09%
10Y*
2.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LAPIX vs. MDVAX - Expense Ratio Comparison

LAPIX has a 0.48% expense ratio, which is lower than MDVAX's 1.07% expense ratio.


Return for Risk

LAPIX vs. MDVAX — 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

MDVAX
MDVAX Risk / Return Rank: 8080
Overall Rank
MDVAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MDVAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
MDVAX Omega Ratio Rank: 7575
Omega Ratio Rank
MDVAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
MDVAX Martin Ratio Rank: 8080
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. MDVAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Core Plus Bond Fund (LAPIX) and MassMutual Diversified Bond Fund (MDVAX). 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.


LAPIXMDVAXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.51

-0.49

Sortino ratio

Return per unit of downside risk

1.44

2.19

-0.74

Omega ratio

Gain probability vs. loss probability

1.18

1.29

-0.11

Calmar ratio

Return relative to maximum drawdown

1.54

2.05

-0.51

Martin ratio

Return relative to average drawdown

4.93

7.87

-2.94

LAPIX vs. MDVAX - Sharpe Ratio Comparison

The current LAPIX Sharpe Ratio is 1.02, which is lower than the MDVAX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of LAPIX and MDVAX, 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


LAPIXMDVAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.51

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.01

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.39

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.69

-0.22

Correlation

The correlation between LAPIX and MDVAX is 0.90, 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. MDVAX - Dividend Comparison

LAPIX's dividend yield for the trailing twelve months is around 4.81%, more than MDVAX's 3.60% 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%
MDVAX
MassMutual Diversified Bond Fund
3.60%3.91%2.45%4.87%3.76%4.06%7.20%2.90%2.86%2.64%2.11%0.53%

Drawdowns

LAPIX vs. MDVAX - Drawdown Comparison

The maximum LAPIX drawdown since its inception was -18.94%, smaller than the maximum MDVAX drawdown of -23.02%. Use the drawdown chart below to compare losses from any high point for LAPIX and MDVAX.


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Drawdown Indicators


LAPIXMDVAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-23.02%

+4.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-3.00%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

-23.02%

+4.08%

Max Drawdown (10Y)

Largest decline over 10 years

-18.94%

-23.02%

+4.08%

Current Drawdown

Current decline from peak

-2.75%

-6.24%

+3.49%

Average Drawdown

Average peak-to-trough decline

-4.30%

-3.46%

-0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.78%

+0.22%

Volatility

LAPIX vs. MDVAX - Volatility Comparison

Lord Abbett Core Plus Bond Fund (LAPIX) has a higher volatility of 1.58% compared to MassMutual Diversified Bond Fund (MDVAX) at 0.93%. This indicates that LAPIX's price experiences larger fluctuations and is considered to be riskier than MDVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LAPIXMDVAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

0.93%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

2.05%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

3.86%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.47%

6.45%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

5.26%

-0.63%