LBNDX vs. MS
LBNDX (Lord Abbett Bond Debenture Fund) is Multisector Bonds fund managed by Lord Abbett, while MS (Morgan Stanley) is a stock. Over the past 10 years, LBNDX returned 3.81%/yr vs 25.84%/yr for MS. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
LBNDX vs. MS - Performance Comparison
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Returns By Period
In the year-to-date period, LBNDX achieves a 0.17% return, which is significantly lower than MS's 20.48% return. Over the past 10 years, LBNDX has underperformed MS with an annualized return of 3.81%, while MS has yielded a comparatively higher 25.84% annualized return.
LBNDX
- 1D
- 0.28%
- 1M
- -1.39%
- 6M
- -0.75%
- YTD
- 0.17%
- 1Y
- 4.23%
- 3Y*
- 6.05%
- 5Y*
- 1.16%
- 10Y*
- 3.81%
- ALL TIME*
- 5.67%
MS
- 1D
- 0.72%
- 1M
- -1.10%
- 6M
- 16.37%
- YTD
- 20.48%
- 1Y
- 54.71%
- 3Y*
- 36.38%
- 5Y*
- 20.78%
- 10Y*
- 25.84%
- ALL TIME*
- 13.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.18B | $1.27B | $1.26B |
LBNDX vs. MS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LBNDX Lord Abbett Bond Debenture Fund | 0.17% | 8.42% | 6.29% | 6.38% | -13.67% | 3.25% | 7.65% | 13.40% | -3.76% | 9.23% |
MS Morgan Stanley | 20.48% | 45.16% | 39.73% | 13.93% | -10.34% | 46.65% | 38.09% | 32.67% | -22.76% | 26.61% |
Correlation
The correlation between LBNDX and MS is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 1993 | 0.39 |
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Return for Risk
LBNDX vs. MS — Risk / Return Rank
LBNDX
MS
LBNDX vs. MS - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LBNDX | MS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.31 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 2.72 | -1.52 |
| Martin ratioReturn relative to average drawdown | 4.57 | 8.59 | -4.02 |
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Drawdowns
LBNDX vs. MS - Drawdown Comparison
The maximum LBNDX drawdown since its inception was -26.67%, 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.
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Drawdown Indicators
| LBNDX | MS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -88.12% | +61.45% |
Max Drawdown (1Y)Largest decline over 1 year | -4.08% | -18.83% | +14.75% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -29.24% | +24.73% |
Max Drawdown (5Y)Largest decline over 5 years | -17.33% | -32.38% | +15.05% |
Max Drawdown (10Y)Largest decline over 10 years | -19.77% | -51.33% | +31.56% |
Current DrawdownCurrent decline from peak | -1.79% | -7.43% | +5.64% |
Average DrawdownAverage peak-to-trough decline | -3.51% | -33.57% | +30.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 5.96% | -4.89% |
Volatility
LBNDX vs. MS - Volatility Comparison
The current volatility for Lord Abbett Bond Debenture Fund (LBNDX) is 0.83%, while Morgan Stanley (MS) has a volatility of 10.15%. 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.
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Volatility by Period
| LBNDX | MS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 10.15% | -9.32% |
Volatility (6M)Calculated over the trailing 6-month period | 3.25% | 22.56% | -19.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.08% | 27.83% | -23.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.71% | 28.82% | -24.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.00% | 31.37% | -26.37% |
Dividends
LBNDX vs. MS - Dividend Comparison
LBNDX's dividend yield for the trailing twelve months is around 5.67%, more than MS's 1.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LBNDX Lord Abbett Bond Debenture Fund | 5.67% | 5.92% | 5.38% | 4.66% | 3.67% | 3.71% | 3.72% | 4.02% | 6.43% | 4.82% | 4.58% | 5.50% |
MS Morgan Stanley | 1.97% | 2.17% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% |
Frequently Asked Questions
LBNDX and MS have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MS has higher volatility (10.15%) compared to LBNDX (0.83%). In terms of maximum drawdown, LBNDX dropped -26.67% vs MS's -88.12%.
MS currently has the higher Sharpe Ratio (1.84 vs 1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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