LCFYX vs. LOCFX
Compare and contrast key facts about Lord Abbett Convertible Fund (LCFYX) and Lord Abbett Convertible Fund Class F3 (LOCFX).
LCFYX is managed by Lord Abbett. It was launched on Jun 29, 2003. LOCFX is a passively managed fund by Lord Abbett that tracks the performance of the ICE BofA All Convertible Index. It was launched on Jun 30, 2003.
Performance
LCFYX vs. LOCFX - Performance Comparison
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LCFYX vs. LOCFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LCFYX Lord Abbett Convertible Fund | 3.98% | 22.27% | 13.91% | 7.25% | -23.24% | 1.34% | 64.36% | 24.25% | -5.76% | 9.95% |
LOCFX Lord Abbett Convertible Fund Class F3 | 4.01% | 22.43% | 14.00% | 7.30% | -23.12% | 1.40% | 64.47% | 25.07% | -6.42% | 10.04% |
Returns By Period
The year-to-date returns for both investments are quite close, with LCFYX having a 3.98% return and LOCFX slightly higher at 4.01%.
LCFYX
- 1D
- 2.19%
- 1M
- -4.26%
- YTD
- 3.98%
- 6M
- 6.14%
- 1Y
- 28.37%
- 3Y*
- 14.99%
- 5Y*
- 3.28%
- 10Y*
- 11.96%
LOCFX
- 1D
- 2.23%
- 1M
- -4.18%
- YTD
- 4.01%
- 6M
- 6.22%
- 1Y
- 28.56%
- 3Y*
- 15.10%
- 5Y*
- 3.38%
- 10Y*
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LCFYX vs. LOCFX - Expense Ratio Comparison
LCFYX has a 0.86% expense ratio, which is higher than LOCFX's 0.82% expense ratio.
Return for Risk
LCFYX vs. LOCFX — Risk / Return Rank
LCFYX
LOCFX
LCFYX vs. LOCFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Convertible Fund (LCFYX) and Lord Abbett Convertible Fund Class F3 (LOCFX). 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.
| LCFYX | LOCFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 2.02 | -0.01 |
Sortino ratioReturn per unit of downside risk | 2.70 | 2.71 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.36 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 4.06 | 4.11 | -0.05 |
Martin ratioReturn relative to average drawdown | 14.40 | 14.58 | -0.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LCFYX | LOCFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.02 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.26 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.80 | -0.09 |
Correlation
The correlation between LCFYX and LOCFX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LCFYX vs. LOCFX - Dividend Comparison
LCFYX's dividend yield for the trailing twelve months is around 1.50%, which matches LOCFX's 1.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCFYX Lord Abbett Convertible Fund | 1.50% | 1.88% | 2.31% | 2.06% | 2.73% | 18.40% | 16.22% | 8.76% | 4.99% | 2.54% | 3.72% | 3.48% |
LOCFX Lord Abbett Convertible Fund Class F3 | 1.49% | 1.86% | 2.29% | 2.06% | 2.72% | 18.36% | 16.20% | 8.75% | 5.02% | 2.08% | 0.00% | 0.00% |
Drawdowns
LCFYX vs. LOCFX - Drawdown Comparison
The maximum LCFYX drawdown since its inception was -39.17%, which is greater than LOCFX's maximum drawdown of -33.29%. Use the drawdown chart below to compare losses from any high point for LCFYX and LOCFX.
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Drawdown Indicators
| LCFYX | LOCFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.17% | -33.29% | -5.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.06% | -7.02% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -30.74% | -30.60% | -0.14% |
Max Drawdown (10Y)Largest decline over 10 years | -33.42% | — | — |
Current DrawdownCurrent decline from peak | -5.03% | -4.94% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -8.46% | -11.41% | +2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.98% | +0.01% |
Volatility
LCFYX vs. LOCFX - Volatility Comparison
Lord Abbett Convertible Fund (LCFYX) and Lord Abbett Convertible Fund Class F3 (LOCFX) have volatilities of 6.37% and 6.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCFYX | LOCFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 6.39% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.23% | 12.18% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.53% | 14.51% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.87% | 12.85% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.51% | 13.95% | -0.44% |