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LAPIX vs. SRBFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, LAPIX achieves a 0.18% return, which is significantly lower than SRBFX's 0.79% return. Over the past 10 years, LAPIX has underperformed SRBFX with an annualized return of 2.03%, while SRBFX has yielded a comparatively higher 2.30% annualized return.


LAPIX

1D
-0.24%
1M
0.67%
YTD
0.18%
6M
0.61%
1Y
4.94%
3Y*
5.04%
5Y*
0.33%
10Y*
2.03%

SRBFX

1D
0.26%
1M
1.28%
YTD
0.79%
6M
1.28%
1Y
5.29%
3Y*
5.23%
5Y*
-0.36%
10Y*
2.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LAPIX vs. SRBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LAPIX
Lord Abbett Core Plus Bond Fund
0.18%7.63%3.12%6.31%-14.72%0.29%7.43%10.10%-0.70%3.97%
SRBFX
Columbia Total Return Bond Fund
0.79%8.91%1.49%7.35%-17.65%0.23%12.20%9.44%0.38%3.84%

Correlation

The correlation between LAPIX and SRBFX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.92

The correlation between LAPIX and SRBFX has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

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Return for Risk

LAPIX vs. SRBFX — Risk / Return Rank

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

LAPIX
LAPIX Risk / Return Rank: 2424
Overall Rank
LAPIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
LAPIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
LAPIX Omega Ratio Rank: 2525
Omega Ratio Rank
LAPIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
LAPIX Martin Ratio Rank: 2121
Martin Ratio Rank

SRBFX
SRBFX Risk / Return Rank: 2525
Overall Rank
SRBFX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SRBFX Sortino Ratio Rank: 2727
Sortino Ratio Rank
SRBFX Omega Ratio Rank: 2323
Omega Ratio Rank
SRBFX Calmar Ratio Rank: 2828
Calmar Ratio Rank
SRBFX Martin Ratio Rank: 2424
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. SRBFX - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LAPIXSRBFXDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratioReturn relative to maximum drawdown

1.62

1.84

-0.22

Martin ratioReturn relative to average drawdown

4.88

5.28

-0.40

LAPIX vs. SRBFX - Sharpe Ratio Comparison

The current LAPIX Sharpe Ratio is 1.35, which is comparable to the SRBFX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of LAPIX and SRBFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LAPIX vs. SRBFX - Drawdown Comparison

The maximum LAPIX drawdown since its inception was -18.94%, smaller than the maximum SRBFX drawdown of -24.34%. Use the drawdown chart below to compare losses from any high point for LAPIX and SRBFX.


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Drawdown Indicators


LAPIXSRBFXDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-24.34%

+5.40%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-3.13%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-5.41%

-6.28%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

-22.97%

+4.03%

Max Drawdown (10Y)

Largest decline over 10 years

-18.94%

-22.97%

+4.03%

Current Drawdown

Current decline from peak

-1.57%

-2.95%

+1.38%

Average Drawdown

Average peak-to-trough decline

-4.24%

-4.55%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

1.09%

-0.03%

Volatility

LAPIX vs. SRBFX - Volatility Comparison

The current volatility for Lord Abbett Core Plus Bond Fund (LAPIX) is 1.04%, while Columbia Total Return Bond Fund (SRBFX) has a volatility of 1.24%. 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.


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Volatility by Period


LAPIXSRBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

1.24%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

3.22%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

4.37%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

6.64%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.66%

5.45%

-0.79%

LAPIX vs. SRBFX - Expense Ratio Comparison

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


Dividends

LAPIX vs. SRBFX - Dividend Comparison

LAPIX's dividend yield for the trailing twelve months is around 5.20%, more than SRBFX's 4.85% yield.


PositionTTM20252024202320222021202020192018201720162015
LAPIX
Lord Abbett Core Plus Bond Fund
5.20%5.20%5.05%4.32%2.95%2.42%4.45%4.00%4.15%2.57%0.65%0.00%
SRBFX
Columbia Total Return Bond Fund
4.85%4.86%4.11%3.74%3.72%3.23%7.56%4.59%2.85%2.77%3.93%3.42%

Frequently Asked Questions


With a correlation of 0.97, LAPIX and SRBFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SRBFX has higher volatility (1.24%) compared to LAPIX (1.04%). In terms of maximum drawdown, LAPIX dropped -18.94% vs SRBFX's -24.34%.

LAPIX currently has the higher Sharpe Ratio (1.35 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for LAPIX and SRBFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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