LBNDX vs. RCTIX
Compare and contrast key facts about Lord Abbett Bond Debenture Fund (LBNDX) and River Canyon Total Return Bond Fund (RCTIX).
LBNDX is managed by Lord Abbett. It was launched on Mar 31, 1971. RCTIX is managed by River Canyon. It was launched on Dec 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LBNDX or RCTIX.
Performance
LBNDX vs. RCTIX - Performance Comparison
Returns By Period
In the year-to-date period, LBNDX achieves a 7.45% return, which is significantly higher than RCTIX's 7.00% return.
LBNDX
7.45%
0.89%
5.03%
11.74%
2.58%
3.57%
RCTIX
7.00%
0.22%
4.43%
10.27%
3.62%
N/A
Key characteristics
LBNDX | RCTIX | |
---|---|---|
Sharpe Ratio | 2.85 | 3.93 |
Sortino Ratio | 4.46 | 6.34 |
Omega Ratio | 1.62 | 1.90 |
Calmar Ratio | 0.99 | 9.24 |
Martin Ratio | 18.02 | 26.16 |
Ulcer Index | 0.60% | 0.39% |
Daily Std Dev | 3.77% | 2.61% |
Max Drawdown | -26.23% | -10.89% |
Current Drawdown | -1.73% | -0.72% |
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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.
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.
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.
Dividends
LBNDX vs. RCTIX - Dividend Comparison
LBNDX's dividend yield for the trailing twelve months is around 5.73%, less than RCTIX's 7.83% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Lord Abbett Bond Debenture Fund | 5.73% | 5.12% | 5.06% | 3.81% | 3.71% | 4.01% | 4.78% | 4.24% | 4.64% | 4.72% | 6.95% | 5.33% |
River Canyon Total Return Bond Fund | 7.83% | 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.
Volatility
LBNDX vs. RCTIX - Volatility Comparison
Lord Abbett Bond Debenture Fund (LBNDX) has a higher volatility of 0.97% compared to River Canyon Total Return Bond Fund (RCTIX) at 0.54%. 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.