PortfoliosLab logo
LAPIX vs. SRBFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LAPIX and SRBFX is 0.00, 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.


Performance

LAPIX vs. SRBFX - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

LAPIX:

1.04

SRBFX:

1.08

Sortino Ratio

LAPIX:

1.49

SRBFX:

1.53

Omega Ratio

LAPIX:

1.18

SRBFX:

1.18

Calmar Ratio

LAPIX:

0.53

SRBFX:

0.38

Martin Ratio

LAPIX:

3.09

SRBFX:

2.42

Ulcer Index

LAPIX:

1.64%

SRBFX:

2.62%

Daily Std Dev

LAPIX:

5.07%

SRBFX:

6.29%

Max Drawdown

LAPIX:

-18.15%

SRBFX:

-24.67%

Current Drawdown

LAPIX:

-3.91%

SRBFX:

-10.06%

Returns By Period

In the year-to-date period, LAPIX achieves a 1.25% return, which is significantly lower than SRBFX's 2.69% return.


LAPIX

YTD

1.25%

1M

0.38%

6M

1.27%

1Y

5.32%

3Y*

2.57%

5Y*

0.83%

10Y*

N/A

SRBFX

YTD

2.69%

1M

0.13%

6M

2.41%

1Y

6.78%

3Y*

1.96%

5Y*

-0.30%

10Y*

1.43%

*Annualized

Compare stocks, funds, or ETFs

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


Lord Abbett Core Plus Bond Fund

Columbia Total Return Bond Fund

LAPIX vs. SRBFX - Expense Ratio Comparison

LAPIX has a 0.48% expense ratio, which is lower than SRBFX's 0.49% expense ratio.


Risk-Adjusted Performance

LAPIX vs. SRBFX — Risk-Adjusted Performance Rank

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

LAPIX
The Risk-Adjusted Performance Rank of LAPIX is 7676
Overall Rank
The Sharpe Ratio Rank of LAPIX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of LAPIX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of LAPIX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of LAPIX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of LAPIX is 7575
Martin Ratio Rank

SRBFX
The Risk-Adjusted Performance Rank of SRBFX is 7272
Overall Rank
The Sharpe Ratio Rank of SRBFX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SRBFX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SRBFX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SRBFX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of SRBFX is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LAPIX vs. SRBFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Core Plus Bond Fund (LAPIX) and Columbia Total Return Bond Fund (SRBFX). 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.


The current LAPIX Sharpe Ratio is 1.04, which is comparable to the SRBFX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of LAPIX and SRBFX, 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 data...

Dividends

LAPIX vs. SRBFX - Dividend Comparison

LAPIX's dividend yield for the trailing twelve months is around 5.50%, more than SRBFX's 4.95% yield.


TTM20242023202220212020201920182017201620152014
LAPIX
Lord Abbett Core Plus Bond Fund
5.50%5.52%5.19%3.98%2.87%3.36%3.37%4.15%3.42%3.86%0.24%0.00%
SRBFX
Columbia Total Return Bond Fund
4.95%4.87%4.22%3.98%3.00%3.48%3.26%2.85%2.78%2.84%2.22%2.65%

Drawdowns

LAPIX vs. SRBFX - Drawdown Comparison

The maximum LAPIX drawdown since its inception was -18.15%, smaller than the maximum SRBFX drawdown of -24.67%. Use the drawdown chart below to compare losses from any high point for LAPIX and SRBFX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

LAPIX vs. SRBFX - Volatility Comparison

The current volatility for Lord Abbett Core Plus Bond Fund (LAPIX) is 1.40%, while Columbia Total Return Bond Fund (SRBFX) has a volatility of 1.57%. This indicates that LAPIX experiences smaller price fluctuations and is considered to be less risky than SRBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...