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LBFFX vs. JPC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LBFFX vs. JPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Convertible Fund Class F (LBFFX) and Nuveen Preferred and Income Opportunities Fund (JPC). The values are adjusted to include any dividend payments, if applicable.

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LBFFX vs. JPC - 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%
JPC
Nuveen Preferred and Income Opportunities Fund
-4.85%14.00%27.58%0.75%-19.18%9.75%-2.09%35.25%-12.70%13.35%

Returns By Period

In the year-to-date period, LBFFX achieves a 1.71% return, which is significantly higher than JPC's -4.85% return. Over the past 10 years, LBFFX has outperformed JPC with an annualized return of 11.61%, while JPC has yielded a comparatively lower 6.06% annualized return.


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%

JPC

1D
4.00%
1M
-7.44%
YTD
-4.85%
6M
-3.60%
1Y
4.45%
3Y*
14.81%
5Y*
4.00%
10Y*
6.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LBFFX vs. JPC - Expense Ratio Comparison

LBFFX has a 0.93% expense ratio, which is higher than JPC's 0.01% expense ratio.


Return for Risk

LBFFX vs. JPC — 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

JPC
JPC Risk / Return Rank: 1414
Overall Rank
JPC Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
JPC Sortino Ratio Rank: 1111
Sortino Ratio Rank
JPC Omega Ratio Rank: 1414
Omega Ratio Rank
JPC Calmar Ratio Rank: 1515
Calmar Ratio Rank
JPC Martin Ratio Rank: 1919
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. JPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Convertible Fund Class F (LBFFX) and Nuveen Preferred and Income Opportunities Fund (JPC). 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.


LBFFXJPCDifference

Sharpe ratio

Return per unit of total volatility

1.80

0.30

+1.50

Sortino ratio

Return per unit of downside risk

2.44

0.49

+1.96

Omega ratio

Gain probability vs. loss probability

1.33

1.09

+0.24

Calmar ratio

Return relative to maximum drawdown

3.45

0.44

+3.01

Martin ratio

Return relative to average drawdown

12.36

1.99

+10.37

LBFFX vs. JPC - Sharpe Ratio Comparison

The current LBFFX Sharpe Ratio is 1.80, which is higher than the JPC Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of LBFFX and JPC, 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


LBFFXJPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

0.30

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.28

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.29

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.25

+0.36

Correlation

The correlation between LBFFX and JPC is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LBFFX vs. JPC - Dividend Comparison

LBFFX's dividend yield for the trailing twelve months is around 1.47%, less than JPC's 10.37% 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%
JPC
Nuveen Preferred and Income Opportunities Fund
10.37%9.79%8.94%8.00%8.74%6.52%6.95%7.00%9.02%7.50%8.14%8.65%

Drawdowns

LBFFX vs. JPC - Drawdown Comparison

The maximum LBFFX drawdown since its inception was -41.13%, smaller than the maximum JPC drawdown of -76.07%. Use the drawdown chart below to compare losses from any high point for LBFFX and JPC.


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Drawdown Indicators


LBFFXJPCDifference

Max Drawdown

Largest peak-to-trough decline

-41.13%

-76.07%

+34.94%

Max Drawdown (1Y)

Largest decline over 1 year

-7.07%

-11.43%

+4.36%

Max Drawdown (5Y)

Largest decline over 5 years

-30.86%

-32.26%

+1.40%

Max Drawdown (10Y)

Largest decline over 10 years

-33.61%

-52.53%

+18.92%

Current Drawdown

Current decline from peak

-7.07%

-7.89%

+0.82%

Average Drawdown

Average peak-to-trough decline

-10.40%

-10.00%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.50%

-0.53%

Volatility

LBFFX vs. JPC - Volatility Comparison

The current volatility for Lord Abbett Convertible Fund Class F (LBFFX) is 5.98%, while Nuveen Preferred and Income Opportunities Fund (JPC) has a volatility of 7.36%. This indicates that LBFFX experiences smaller price fluctuations and is considered to be less risky than JPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LBFFXJPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

7.36%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

9.00%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

14.79%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.86%

14.32%

-1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.50%

20.65%

-7.15%