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LCRDX vs. LBNDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCRDX vs. LBNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Credit Opportunities Fund (LCRDX) and Lord Abbett Bond Debenture Fund (LBNDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LCRDX achieves a 0.94% return, which is significantly higher than LBNDX's 0.17% 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%

LBNDX

1D
0.28%
1M
-1.39%
6M
-0.75%
YTD
0.17%
1Y
4.23%
3Y*
6.05%
5Y*
1.16%
10Y*
3.81%
ALL TIME*
5.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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. LBNDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LCRDX
Lord Abbett Credit Opportunities Fund
0.94%5.03%10.16%11.25%-13.00%12.19%8.53%
LBNDX
Lord Abbett Bond Debenture Fund
0.17%8.42%6.29%6.38%-13.67%3.25%7.65%

Correlation

The correlation between LCRDX and LBNDX is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.58

Correlation (3Y)
Balances recent behavior with more history.

0.61

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.65

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2020

0.67

The correlation between LCRDX and LBNDX has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.

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Return for Risk

LCRDX vs. LBNDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LCRDX
LCRDX Risk / Return Rank: 1818
Overall Rank
LCRDX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
LCRDX Sortino Ratio Rank: 2323
Sortino Ratio Rank
LCRDX Omega Ratio Rank: 2121
Omega Ratio Rank
LCRDX Calmar Ratio Rank: 1717
Calmar Ratio Rank
LCRDX Martin Ratio Rank: 1313
Martin Ratio Rank

LBNDX
LBNDX Risk / Return Rank: 3838
Overall Rank
LBNDX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LBNDX Sortino Ratio Rank: 4444
Sortino Ratio Rank
LBNDX Omega Ratio Rank: 4646
Omega Ratio Rank
LBNDX Calmar Ratio Rank: 2727
Calmar Ratio Rank
LBNDX Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LCRDX vs. LBNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Credit Opportunities Fund (LCRDX) and Lord Abbett Bond Debenture Fund (LBNDX). 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.


LCRDXLBNDXDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.15

1.23

-0.09

Calmar ratioReturn relative to maximum drawdown

0.88

1.21

-0.33

Martin ratioReturn relative to average drawdown

1.92

4.57

-2.64

LCRDX vs. LBNDX - Sharpe Ratio Comparison

The current LCRDX Sharpe Ratio is 0.74, which is lower than the LBNDX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of LCRDX and LBNDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LCRDX vs. LBNDX - Drawdown Comparison

The maximum LCRDX drawdown since its inception was -22.75%, smaller than the maximum LBNDX drawdown of -26.67%. Use the drawdown chart below to compare losses from any high point for LCRDX and LBNDX.


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Drawdown Indicators


LCRDXLBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-22.75%

-26.67%

+3.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-4.08%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-6.95%

-4.51%

-2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-13.62%

-17.33%

+3.71%

Max Drawdown (10Y)

Largest decline over 10 years

-19.77%

Current Drawdown

Current decline from peak

-1.44%

-1.79%

+0.35%

Average Drawdown

Average peak-to-trough decline

-4.20%

-3.51%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

1.07%

+0.59%

Volatility

LCRDX vs. LBNDX - Volatility Comparison

Lord Abbett Credit Opportunities Fund (LCRDX) and Lord Abbett Bond Debenture Fund (LBNDX) have volatilities of 0.85% and 0.83%, 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


LCRDXLBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

0.83%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.25%

3.25%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

4.35%

4.08%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.68%

4.71%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.77%

5.00%

+0.77%

LCRDX vs. LBNDX - Expense Ratio Comparison

LCRDX has a 1.39% expense ratio, which is higher than LBNDX's 0.77% expense ratio.


Dividends

LCRDX vs. LBNDX - Dividend Comparison

LCRDX's dividend yield for the trailing twelve months is around 10.38%, more than LBNDX's 5.67% yield.


PositionTTM20252024202320222021202020192018201720162015
LBNDX
Lord Abbett Bond Debenture Fund
5.67%5.92%5.38%4.66%3.67%3.71%3.72%4.02%6.43%4.82%4.58%5.50%
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%0.00%

Frequently Asked Questions


LCRDX and LBNDX have a correlation of 0.58, 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 LBNDX (0.83%). In terms of maximum drawdown, LCRDX dropped -22.75% vs LBNDX's -26.67%.

LBNDX currently has the higher Sharpe Ratio (1.21 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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