LCFYX vs. VO
Compare and contrast key facts about Lord Abbett Convertible Fund (LCFYX) and Vanguard Mid-Cap ETF (VO).
LCFYX is managed by Lord Abbett. It was launched on Jun 29, 2003. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Performance
LCFYX vs. VO - Performance Comparison
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LCFYX vs. VO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LCFYX Lord Abbett Convertible Fund | 1.76% | 22.27% | 13.91% | 7.25% | -23.24% | 1.34% | 64.36% | 24.25% | -5.76% | 16.78% |
VO Vanguard Mid-Cap ETF | -0.05% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 19.28% |
Returns By Period
In the year-to-date period, LCFYX achieves a 1.76% return, which is significantly higher than VO's -0.05% return. Over the past 10 years, LCFYX has outperformed VO with an annualized return of 11.72%, while VO has yielded a comparatively lower 10.74% annualized return.
LCFYX
- 1D
- -1.64%
- 1M
- -5.44%
- YTD
- 1.76%
- 6M
- 4.87%
- 1Y
- 26.25%
- 3Y*
- 14.16%
- 5Y*
- 3.09%
- 10Y*
- 11.72%
VO
- 1D
- 0.63%
- 1M
- -5.18%
- YTD
- -0.05%
- 6M
- -0.76%
- 1Y
- 13.07%
- 3Y*
- 12.85%
- 5Y*
- 6.79%
- 10Y*
- 10.74%
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LCFYX vs. VO - Expense Ratio Comparison
LCFYX has a 0.86% expense ratio, which is higher than VO's 0.04% expense ratio.
Return for Risk
LCFYX vs. VO — Risk / Return Rank
LCFYX
VO
LCFYX vs. VO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Convertible Fund (LCFYX) and Vanguard Mid-Cap ETF (VO). 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 | VO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 0.75 | +1.06 |
Sortino ratioReturn per unit of downside risk | 2.45 | 1.15 | +1.30 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.16 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 3.48 | 1.06 | +2.42 |
Martin ratioReturn relative to average drawdown | 12.50 | 4.83 | +7.68 |
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 | VO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 0.75 | +1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.39 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.57 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.48 | +0.21 |
Correlation
The correlation between LCFYX and VO is 0.87, 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. VO - Dividend Comparison
LCFYX's dividend yield for the trailing twelve months is around 1.53%, more than VO's 1.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCFYX Lord Abbett Convertible Fund | 1.53% | 1.88% | 2.31% | 2.06% | 2.73% | 18.40% | 16.22% | 8.76% | 4.99% | 2.54% | 3.72% | 3.48% |
VO Vanguard Mid-Cap ETF | 1.50% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
LCFYX vs. VO - Drawdown Comparison
The maximum LCFYX drawdown since its inception was -39.17%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for LCFYX and VO.
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Drawdown Indicators
| LCFYX | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.17% | -58.87% | +19.70% |
Max Drawdown (1Y)Largest decline over 1 year | -7.06% | -12.74% | +5.68% |
Max Drawdown (5Y)Largest decline over 5 years | -30.74% | -27.57% | -3.17% |
Max Drawdown (10Y)Largest decline over 10 years | -33.42% | -39.37% | +5.95% |
Current DrawdownCurrent decline from peak | -7.06% | -5.53% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -8.46% | -7.91% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 2.79% | -0.83% |
Volatility
LCFYX vs. VO - Volatility Comparison
Lord Abbett Convertible Fund (LCFYX) has a higher volatility of 5.99% compared to Vanguard Mid-Cap ETF (VO) at 4.83%. This indicates that LCFYX's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCFYX | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 4.83% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.08% | 9.73% | +2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.41% | 17.57% | -3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.85% | 17.61% | -4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.49% | 18.94% | -5.45% |