LCRDX vs. JMSIX
LCRDX (Lord Abbett Credit Opportunities Fund) and JMSIX (JPMorgan Income Fund Class I) are both Multisector Bonds funds. Over the past 5 years, LCRDX returned 3.02%/yr vs 2.71%/yr for JMSIX. Their 0.51 correlation means they have sometimes moved together and sometimes differently. LCRDX charges 1.39%/yr vs 0.40%/yr for JMSIX.
Performance
LCRDX vs. JMSIX - Performance Comparison
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Returns By Period
In the year-to-date period, LCRDX achieves a 0.94% return, which is significantly lower than JMSIX's 1.12% return.
LCRDX
- 1D
- 0.37%
- 1M
- -1.32%
- 6M
- 0.15%
- YTD
- 0.94%
- 1Y
- 2.71%
- 3Y*
- 6.63%
- 5Y*
- 3.02%
- 10Y*
- —
- ALL TIME*
- 4.98%
JMSIX
- 1D
- 0.00%
- 1M
- -0.47%
- 6M
- 0.74%
- YTD
- 1.12%
- 1Y
- 3.79%
- 3Y*
- 6.81%
- 5Y*
- 2.71%
- 10Y*
- 3.76%
- ALL TIME*
- 2.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LCRDX vs. JMSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LCRDX Lord Abbett Credit Opportunities Fund | 0.94% | 5.03% | 10.16% | 11.25% | -13.00% | 12.19% | 8.53% |
JMSIX JPMorgan Income Fund Class I | 1.12% | 7.68% | 7.78% | 6.14% | -8.24% | 3.59% | 3.07% |
Correlation
The correlation between LCRDX and JMSIX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2020 | 0.51 |
The correlation between LCRDX and JMSIX has been stable across timeframes, ranging from 0.41 to 0.51 - a consistent structural relationship.
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Return for Risk
LCRDX vs. JMSIX — Risk / Return Rank
LCRDX
JMSIX
LCRDX vs. JMSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Credit Opportunities Fund (LCRDX) and JPMorgan Income Fund Class I (JMSIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LCRDX | JMSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.49 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | 2.89 | -2.01 |
| Martin ratioReturn relative to average drawdown | 1.92 | 11.55 | -9.62 |
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Drawdowns
LCRDX vs. JMSIX - Drawdown Comparison
The maximum LCRDX drawdown since its inception was -22.75%, which is greater than JMSIX's maximum drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for LCRDX and JMSIX.
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Drawdown Indicators
| LCRDX | JMSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.75% | -18.40% | -4.35% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -1.62% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -6.95% | -2.25% | -4.70% |
Max Drawdown (5Y)Largest decline over 5 years | -13.62% | -11.39% | -2.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.40% | — |
Current DrawdownCurrent decline from peak | -1.44% | -0.59% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -2.54% | -1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 0.41% | +1.25% |
Volatility
LCRDX vs. JMSIX - Volatility Comparison
Lord Abbett Credit Opportunities Fund (LCRDX) has a higher volatility of 0.85% compared to JPMorgan Income Fund Class I (JMSIX) at 0.53%. This indicates that LCRDX's price experiences larger fluctuations and is considered to be riskier than JMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCRDX | JMSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.85% | 0.53% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 3.25% | 1.94% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.35% | 2.50% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.68% | 3.73% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.77% | 3.86% | +1.91% |
LCRDX vs. JMSIX - Expense Ratio Comparison
LCRDX has a 1.39% expense ratio, which is higher than JMSIX's 0.40% expense ratio.
Dividends
LCRDX vs. JMSIX - Dividend Comparison
LCRDX's dividend yield for the trailing twelve months is around 10.38%, more than JMSIX's 5.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JMSIX JPMorgan Income Fund Class I | 5.54% | 5.95% | 5.78% | 4.43% | 4.78% | 4.00% | 4.95% | 5.10% | 5.43% | 5.42% | 0.46% |
LCRDX Lord Abbett Credit Opportunities Fund | 10.38% | 9.81% | 9.09% | 9.54% | 5.10% | 9.71% | 4.24% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LCRDX and JMSIX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LCRDX has higher volatility (0.85%) compared to JMSIX (0.53%). In terms of maximum drawdown, LCRDX dropped -22.75% vs JMSIX's -18.40%.
JMSIX currently has the higher Sharpe Ratio (1.88 vs 0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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