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LBNDX vs. PIMIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LBNDX and PIMIX is 0.12, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

LBNDX vs. PIMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Bond Debenture Fund (LBNDX) and PIMCO Income Fund Institutional Class (PIMIX). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%December2025FebruaryMarchAprilMay
137.59%
216.54%
LBNDX
PIMIX

Key characteristics

Sharpe Ratio

LBNDX:

1.11

PIMIX:

1.99

Sortino Ratio

LBNDX:

1.57

PIMIX:

3.04

Omega Ratio

LBNDX:

1.22

PIMIX:

1.40

Calmar Ratio

LBNDX:

0.69

PIMIX:

2.94

Martin Ratio

LBNDX:

3.93

PIMIX:

8.82

Ulcer Index

LBNDX:

1.20%

PIMIX:

0.93%

Daily Std Dev

LBNDX:

4.28%

PIMIX:

4.11%

Max Drawdown

LBNDX:

-26.23%

PIMIX:

-13.39%

Current Drawdown

LBNDX:

-2.27%

PIMIX:

-1.30%

Returns By Period

In the year-to-date period, LBNDX achieves a -0.30% return, which is significantly lower than PIMIX's 2.24% return. Over the past 10 years, LBNDX has underperformed PIMIX with an annualized return of 3.21%, while PIMIX has yielded a comparatively higher 4.30% annualized return.


LBNDX

YTD

-0.30%

1M

-0.71%

6M

0.26%

1Y

4.73%

5Y*

3.92%

10Y*

3.21%

PIMIX

YTD

2.24%

1M

-1.30%

6M

3.21%

1Y

6.68%

5Y*

4.64%

10Y*

4.30%

*Annualized

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LBNDX vs. PIMIX - Expense Ratio Comparison

LBNDX has a 0.77% expense ratio, which is higher than PIMIX's 0.62% expense ratio.


Expense ratio chart for LBNDX: current value is 0.77%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LBNDX: 0.77%
Expense ratio chart for PIMIX: current value is 0.62%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PIMIX: 0.62%

Risk-Adjusted Performance

LBNDX vs. PIMIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LBNDX
The Risk-Adjusted Performance Rank of LBNDX is 7575
Overall Rank
The Sharpe Ratio Rank of LBNDX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of LBNDX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of LBNDX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of LBNDX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of LBNDX is 7676
Martin Ratio Rank

PIMIX
The Risk-Adjusted Performance Rank of PIMIX is 9393
Overall Rank
The Sharpe Ratio Rank of PIMIX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of PIMIX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of PIMIX is 9191
Omega Ratio Rank
The Calmar Ratio Rank of PIMIX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of PIMIX is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LBNDX vs. PIMIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Bond Debenture Fund (LBNDX) and PIMCO Income Fund Institutional Class (PIMIX). 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 chart of Sharpe ratio for LBNDX, currently valued at 1.11, compared to the broader market-2.00-1.000.001.002.003.00
LBNDX: 1.11
PIMIX: 1.65
The chart of Sortino ratio for LBNDX, currently valued at 1.57, compared to the broader market-2.000.002.004.006.008.00
LBNDX: 1.57
PIMIX: 2.49
The chart of Omega ratio for LBNDX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.00
LBNDX: 1.22
PIMIX: 1.33
The chart of Calmar ratio for LBNDX, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.00
LBNDX: 0.69
PIMIX: 2.39
The chart of Martin ratio for LBNDX, currently valued at 3.93, compared to the broader market0.0010.0020.0030.0040.00
LBNDX: 3.93
PIMIX: 7.16

The current LBNDX Sharpe Ratio is 1.11, which is lower than the PIMIX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of LBNDX and PIMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50December2025FebruaryMarchAprilMay
1.11
1.65
LBNDX
PIMIX

Dividends

LBNDX vs. PIMIX - Dividend Comparison

LBNDX's dividend yield for the trailing twelve months is around 5.59%, less than PIMIX's 5.71% yield.


TTM20242023202220212020201920182017201620152014
LBNDX
Lord Abbett Bond Debenture Fund
5.59%5.87%5.12%5.06%3.81%3.71%4.01%4.78%4.24%4.64%4.72%6.95%
PIMIX
PIMCO Income Fund Institutional Class
5.71%6.27%6.21%6.40%4.02%4.89%5.86%5.68%5.41%5.57%7.84%6.30%

Drawdowns

LBNDX vs. PIMIX - Drawdown Comparison

The maximum LBNDX drawdown since its inception was -26.23%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for LBNDX and PIMIX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-2.27%
-1.30%
LBNDX
PIMIX

Volatility

LBNDX vs. PIMIX - Volatility Comparison

Lord Abbett Bond Debenture Fund (LBNDX) has a higher volatility of 2.39% compared to PIMCO Income Fund Institutional Class (PIMIX) at 1.92%. This indicates that LBNDX's price experiences larger fluctuations and is considered to be riskier than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%December2025FebruaryMarchAprilMay
2.39%
1.92%
LBNDX
PIMIX