LBNDX vs. FAGIX
Compare and contrast key facts about Lord Abbett Bond Debenture Fund (LBNDX) and Fidelity Capital & Income Fund (FAGIX).
LBNDX is managed by Lord Abbett. It was launched on Mar 31, 1971. FAGIX is managed by Fidelity. It was launched on Nov 1, 1977.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LBNDX or FAGIX.
Performance
LBNDX vs. FAGIX - Performance Comparison
Returns By Period
In the year-to-date period, LBNDX achieves a 7.45% return, which is significantly lower than FAGIX's 12.11% return. Over the past 10 years, LBNDX has underperformed FAGIX with an annualized return of 3.57%, while FAGIX has yielded a comparatively higher 5.11% annualized return.
LBNDX
7.45%
0.89%
5.03%
11.74%
2.58%
3.57%
FAGIX
12.11%
1.87%
6.55%
16.54%
5.18%
5.11%
Key characteristics
| LBNDX | FAGIX | |
|---|---|---|
| Sharpe Ratio | 2.85 | 3.29 |
| Sortino Ratio | 4.46 | 5.04 |
| Omega Ratio | 1.62 | 1.72 |
| Calmar Ratio | 0.99 | 1.66 |
| Martin Ratio | 18.02 | 23.00 |
| Ulcer Index | 0.60% | 0.69% |
| Daily Std Dev | 3.77% | 4.77% |
| Max Drawdown | -26.23% | -37.80% |
| Current Drawdown | -1.73% | 0.00% |
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LBNDX vs. FAGIX - Expense Ratio Comparison
LBNDX has a 0.77% expense ratio, which is higher than FAGIX's 0.67% expense ratio.
Correlation
The correlation between LBNDX and FAGIX is 0.68, 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.
Risk-Adjusted Performance
LBNDX vs. FAGIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Bond Debenture Fund (LBNDX) and Fidelity Capital & Income Fund (FAGIX). 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.
Dividends
LBNDX vs. FAGIX - Dividend Comparison
LBNDX's dividend yield for the trailing twelve months is around 5.73%, more than FAGIX's 4.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LBNDX Lord Abbett Bond Debenture Fund | 5.73% | 5.12% | 5.06% | 3.81% | 3.71% | 4.01% | 4.78% | 4.24% | 4.64% | 4.72% | 6.95% | 5.33% |
FAGIX Fidelity Capital & Income Fund | 4.99% | 5.29% | 4.85% | 3.41% | 3.78% | 4.25% | 5.27% | 4.01% | 4.12% | 5.00% | 8.04% | 5.47% |
Drawdowns
LBNDX vs. FAGIX - Drawdown Comparison
The maximum LBNDX drawdown since its inception was -26.23%, smaller than the maximum FAGIX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for LBNDX and FAGIX. For additional features, visit the drawdowns tool.
Volatility
LBNDX vs. FAGIX - Volatility Comparison
The current volatility for Lord Abbett Bond Debenture Fund (LBNDX) is 0.97%, while Fidelity Capital & Income Fund (FAGIX) has a volatility of 1.24%. This indicates that LBNDX experiences smaller price fluctuations and is considered to be less risky than FAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.