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LBFFX vs. FICVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LBFFX vs. FICVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Convertible Fund Class F (LBFFX) and Fidelity Advisor Convertible Securities Fund Class I (FICVX). The values are adjusted to include any dividend payments, if applicable.

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LBFFX vs. FICVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LBFFX
Lord Abbett Convertible Fund Class F
1.71%22.11%13.82%7.16%-23.30%1.26%64.16%24.19%-5.89%16.68%
FICVX
Fidelity Advisor Convertible Securities Fund Class I
1.37%18.28%8.11%11.39%-15.38%9.93%42.46%28.58%-1.31%9.03%

Returns By Period

In the year-to-date period, LBFFX achieves a 1.71% return, which is significantly higher than FICVX's 1.37% return. Both investments have delivered pretty close results over the past 10 years, with LBFFX having a 11.61% annualized return and FICVX not far behind at 11.11%.


LBFFX

1D
-1.66%
1M
-5.44%
YTD
1.71%
6M
4.82%
1Y
26.07%
3Y*
14.05%
5Y*
2.99%
10Y*
11.61%

FICVX

1D
-1.71%
1M
-5.61%
YTD
1.37%
6M
2.53%
1Y
24.52%
3Y*
11.55%
5Y*
5.27%
10Y*
11.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LBFFX vs. FICVX - Expense Ratio Comparison

LBFFX has a 0.93% expense ratio, which is higher than FICVX's 0.70% expense ratio.


Return for Risk

LBFFX vs. FICVX — Risk / Return Rank

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

LBFFX
LBFFX Risk / Return Rank: 9090
Overall Rank
LBFFX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LBFFX Sortino Ratio Rank: 8989
Sortino Ratio Rank
LBFFX Omega Ratio Rank: 8282
Omega Ratio Rank
LBFFX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LBFFX Martin Ratio Rank: 9494
Martin Ratio Rank

FICVX
FICVX Risk / Return Rank: 8585
Overall Rank
FICVX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FICVX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FICVX Omega Ratio Rank: 7676
Omega Ratio Rank
FICVX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FICVX Martin Ratio Rank: 9292
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.

LBFFX vs. FICVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Convertible Fund Class F (LBFFX) and Fidelity Advisor Convertible Securities Fund Class I (FICVX). 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.


LBFFXFICVXDifference

Sharpe ratio

Return per unit of total volatility

1.80

1.55

+0.26

Sortino ratio

Return per unit of downside risk

2.44

2.11

+0.33

Omega ratio

Gain probability vs. loss probability

1.33

1.29

+0.04

Calmar ratio

Return relative to maximum drawdown

3.45

2.87

+0.57

Martin ratio

Return relative to average drawdown

12.36

10.86

+1.50

LBFFX vs. FICVX - Sharpe Ratio Comparison

The current LBFFX Sharpe Ratio is 1.80, which is comparable to the FICVX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of LBFFX and FICVX, 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


LBFFXFICVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.55

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.40

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.83

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.95

-0.34

Correlation

The correlation between LBFFX and FICVX is 0.92, 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

LBFFX vs. FICVX - Dividend Comparison

LBFFX's dividend yield for the trailing twelve months is around 1.47%, less than FICVX's 11.23% yield.


TTM20252024202320222021202020192018201720162015
LBFFX
Lord Abbett Convertible Fund Class F
1.47%1.80%2.22%1.95%2.60%18.44%16.27%8.71%4.91%2.47%3.64%3.38%
FICVX
Fidelity Advisor Convertible Securities Fund Class I
11.23%11.38%2.02%2.12%3.73%20.65%10.73%3.28%9.85%4.09%4.90%10.39%

Drawdowns

LBFFX vs. FICVX - Drawdown Comparison

The maximum LBFFX drawdown since its inception was -41.13%, which is greater than FICVX's maximum drawdown of -25.06%. Use the drawdown chart below to compare losses from any high point for LBFFX and FICVX.


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Drawdown Indicators


LBFFXFICVXDifference

Max Drawdown

Largest peak-to-trough decline

-41.13%

-25.06%

-16.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.07%

-7.75%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-30.86%

-24.20%

-6.66%

Max Drawdown (10Y)

Largest decline over 10 years

-33.61%

-25.06%

-8.55%

Current Drawdown

Current decline from peak

-7.07%

-6.80%

-0.27%

Average Drawdown

Average peak-to-trough decline

-10.40%

-5.68%

-4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.05%

-0.08%

Volatility

LBFFX vs. FICVX - Volatility Comparison

The current volatility for Lord Abbett Convertible Fund Class F (LBFFX) is 5.98%, while Fidelity Advisor Convertible Securities Fund Class I (FICVX) has a volatility of 6.34%. This indicates that LBFFX experiences smaller price fluctuations and is considered to be less risky than FICVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LBFFXFICVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

6.34%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

12.08%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

15.65%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.86%

13.36%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.50%

13.50%

0.00%