LBNDX vs. MS
Compare and contrast key facts about Lord Abbett Bond Debenture Fund (LBNDX) and Morgan Stanley (MS).
LBNDX is managed by Lord Abbett. It was launched on Mar 31, 1971.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LBNDX or MS.
Key characteristics
| LBNDX | MS | |
|---|---|---|
| YTD Return | 7.53% | 31.79% |
| 1Y Return | 15.04% | 54.85% |
| 3Y Return (Ann) | 0.11% | 9.24% |
| 5Y Return (Ann) | 2.67% | 26.41% |
| 10Y Return (Ann) | 4.04% | 16.76% |
| Sharpe Ratio | 4.02 | 2.27 |
| Sortino Ratio | 6.77 | 2.83 |
| Omega Ratio | 1.98 | 1.41 |
| Calmar Ratio | 1.09 | 1.83 |
| Martin Ratio | 33.98 | 11.12 |
| Ulcer Index | 0.47% | 5.22% |
| Daily Std Dev | 4.04% | 25.59% |
| Max Drawdown | -27.33% | -88.12% |
| Current Drawdown | -1.12% | 0.00% |
Correlation
The correlation between LBNDX and MS is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
LBNDX vs. MS - Performance Comparison
In the year-to-date period, LBNDX achieves a 7.53% return, which is significantly lower than MS's 31.79% return. Over the past 10 years, LBNDX has underperformed MS with an annualized return of 4.04%, while MS has yielded a comparatively higher 16.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LBNDX vs. MS - Risk-Adjusted Performance Comparison
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.
Dividends
LBNDX vs. MS - Dividend Comparison
LBNDX's dividend yield for the trailing twelve months is around 5.65%, more than MS's 2.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LBNDX Lord Abbett Bond Debenture Fund | 5.65% | 5.11% | 5.25% | 4.18% | 3.69% | 4.02% | 6.03% | 4.84% | 4.64% | 5.12% | 6.95% | 7.00% |
MS Morgan Stanley | 2.91% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
Drawdowns
LBNDX vs. MS - Drawdown Comparison
The maximum LBNDX drawdown since its inception was -27.33%, 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.
Volatility
LBNDX vs. MS - Volatility Comparison
The current volatility for Lord Abbett Bond Debenture Fund (LBNDX) is 0.86%, while Morgan Stanley (MS) has a volatility of 7.57%. This indicates that LBNDX experiences smaller price fluctuations and is considered to be less risky than MS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.