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

Correlation

The correlation between LBNDX and RCTIX is 0.31, 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.


-0.50.00.51.00.3

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.

0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.69%
2.66%
LBNDX
RCTIX

Key characteristics

Sharpe Ratio

LBNDX:

1.87

RCTIX:

2.59

Sortino Ratio

LBNDX:

2.74

RCTIX:

3.74

Omega Ratio

LBNDX:

1.37

RCTIX:

1.54

Calmar Ratio

LBNDX:

0.76

RCTIX:

4.74

Martin Ratio

LBNDX:

10.64

RCTIX:

14.07

Ulcer Index

LBNDX:

0.65%

RCTIX:

0.47%

Daily Std Dev

LBNDX:

3.69%

RCTIX:

2.58%

Max Drawdown

LBNDX:

-26.23%

RCTIX:

-10.89%

Current Drawdown

LBNDX:

-2.21%

RCTIX:

-1.21%

Returns By Period

In the year-to-date period, LBNDX achieves a 6.92% return, which is significantly higher than RCTIX's 6.47% return.


LBNDX

YTD

6.92%

1M

-0.49%

6M

3.69%

1Y

7.22%

5Y*

2.11%

10Y*

3.58%

RCTIX

YTD

6.47%

1M

-0.49%

6M

2.66%

1Y

6.66%

5Y*

4.04%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LBNDX vs. RCTIX - Expense Ratio Comparison

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


RCTIX
River Canyon Total Return Bond Fund
Expense ratio chart for RCTIX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%
Expense ratio chart for LBNDX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for LBNDX, currently valued at 1.87, compared to the broader market-1.000.001.002.003.004.001.872.54
The chart of Sortino ratio for LBNDX, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.743.67
The chart of Omega ratio for LBNDX, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.003.501.371.54
The chart of Calmar ratio for LBNDX, currently valued at 0.76, compared to the broader market0.002.004.006.008.0010.0012.0014.000.764.61
The chart of Martin ratio for LBNDX, currently valued at 10.64, compared to the broader market0.0020.0040.0060.0010.6413.56
LBNDX
RCTIX

The current LBNDX Sharpe Ratio is 1.87, which is comparable to the RCTIX Sharpe Ratio of 2.59. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.004.505.00JulyAugustSeptemberOctoberNovemberDecember
1.87
2.54
LBNDX
RCTIX

Dividends

LBNDX vs. RCTIX - Dividend Comparison

LBNDX's dividend yield for the trailing twelve months is around 5.82%, less than RCTIX's 7.04% yield.


TTM20232022202120202019201820172016201520142013
LBNDX
Lord Abbett Bond Debenture Fund
5.82%5.12%5.06%3.81%3.71%4.01%4.78%4.24%4.64%4.72%6.95%5.33%
RCTIX
River Canyon Total Return Bond Fund
7.04%8.51%6.00%3.02%3.79%2.70%3.30%4.89%2.32%5.74%0.00%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.21%
-1.21%
LBNDX
RCTIX

Volatility

LBNDX vs. RCTIX - Volatility Comparison

Lord Abbett Bond Debenture Fund (LBNDX) has a higher volatility of 1.23% compared to River Canyon Total Return Bond Fund (RCTIX) at 1.11%. This indicates that LBNDX's price experiences larger fluctuations and is considered to be riskier than RCTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%1.40%JulyAugustSeptemberOctoberNovemberDecember
1.23%
1.11%
LBNDX
RCTIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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