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

Correlation

The correlation between LBNDX and RCTIX is 0.13, 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. RCTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Bond Debenture Fund (LBNDX) and River Canyon Total Return Bond Fund (RCTIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LBNDX:

1.04

RCTIX:

3.15

Sortino Ratio

LBNDX:

1.47

RCTIX:

4.88

Omega Ratio

LBNDX:

1.21

RCTIX:

1.66

Calmar Ratio

LBNDX:

0.65

RCTIX:

5.20

Martin Ratio

LBNDX:

3.56

RCTIX:

16.46

Ulcer Index

LBNDX:

1.25%

RCTIX:

0.47%

Daily Std Dev

LBNDX:

4.24%

RCTIX:

2.43%

Max Drawdown

LBNDX:

-26.23%

RCTIX:

-10.89%

Current Drawdown

LBNDX:

-2.27%

RCTIX:

-0.20%

Returns By Period

In the year-to-date period, LBNDX achieves a -0.30% return, which is significantly lower than RCTIX's 2.27% return. Over the past 10 years, LBNDX has underperformed RCTIX with an annualized return of 3.20%, while RCTIX has yielded a comparatively higher 4.92% annualized return.


LBNDX

YTD

-0.30%

1M

1.89%

6M

-0.84%

1Y

4.43%

5Y*

3.72%

10Y*

3.20%

RCTIX

YTD

2.27%

1M

0.91%

6M

2.75%

1Y

7.62%

5Y*

5.44%

10Y*

4.92%

*Annualized

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LBNDX vs. RCTIX - Expense Ratio Comparison

LBNDX has a 0.77% expense ratio, which is lower than RCTIX's 0.89% expense ratio.


Risk-Adjusted Performance

LBNDX vs. RCTIX — 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 8080
Overall Rank
The Sharpe Ratio Rank of LBNDX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of LBNDX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of LBNDX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of LBNDX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of LBNDX is 8080
Martin Ratio Rank

RCTIX
The Risk-Adjusted Performance Rank of RCTIX is 9797
Overall Rank
The Sharpe Ratio Rank of RCTIX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of RCTIX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of RCTIX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of RCTIX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of RCTIX is 9797
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. RCTIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Bond Debenture Fund (LBNDX) and River Canyon Total Return Bond Fund (RCTIX). 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 lower than the RCTIX Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of LBNDX and RCTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

LBNDX vs. RCTIX - Dividend Comparison

LBNDX's dividend yield for the trailing twelve months is around 5.59%, less than RCTIX's 7.84% 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%
RCTIX
River Canyon Total Return Bond Fund
7.84%7.90%8.51%6.00%3.02%3.79%2.70%3.30%4.89%2.32%5.74%0.00%

Drawdowns

LBNDX vs. RCTIX - Drawdown Comparison

The maximum LBNDX drawdown since its inception was -26.23%, which is greater than RCTIX's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for LBNDX and RCTIX. For additional features, visit the drawdowns tool.


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Volatility

LBNDX vs. RCTIX - Volatility Comparison


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