LBNDX vs. MS

In the year-to-date period, LBNDX achieves a -0.30% return, which is significantly higher than MS's -1.77% return. Over the past 10 years, LBNDX has underperformed MS with an annualized return of 3.20%, while MS has yielded a comparatively higher 15.64% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Bond Debenture Fund (LBNDX) and Morgan Stanley (MS). 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 LBNDX Sharpe Ratio is 1.04, which is comparable to the MS Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of LBNDX and MS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LBNDX's dividend yield for the trailing twelve months is around 5.59%, more than MS's 3.04% yield.

The maximum LBNDX drawdown since its inception was -26.23%, smaller than the maximum MS drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for LBNDX and MS. For additional features, visit the drawdowns tool.