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LCRYX vs. BBTBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCRYX vs. BBTBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Core Fixed Income Fund (LCRYX) and Bridge Builder Core Bond Fund (BBTBX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LCRYX achieves a -0.59% return, which is significantly higher than BBTBX's -0.94% return. Over the past 10 years, LCRYX has underperformed BBTBX with an annualized return of 1.33%, while BBTBX has yielded a comparatively higher 1.58% annualized return.


LCRYX

1D
0.11%
1M
-1.30%
6M
-0.97%
YTD
-0.59%
1Y
2.01%
3Y*
3.72%
5Y*
-0.61%
10Y*
1.33%
ALL TIME*
3.63%

BBTBX

1D
0.00%
1M
-1.23%
6M
-0.94%
YTD
-0.94%
1Y
1.67%
3Y*
3.88%
5Y*
-0.36%
10Y*
1.58%
ALL TIME*
1.64%
*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

LCRYX vs. BBTBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LCRYX
Lord Abbett Core Fixed Income Fund
-0.59%7.36%1.33%5.55%-14.16%-0.69%8.21%8.10%-0.28%3.46%
BBTBX
Bridge Builder Core Bond Fund
-0.94%7.82%1.89%5.41%-13.49%-1.12%8.54%9.15%0.13%4.14%

Correlation

The correlation between LCRYX and BBTBX is 0.95, meaning they have usually moved in the same direction, including during past declines.


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

0.95

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

0.95

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

0.97

Correlation (10Y)
Provides a long-term view across more market conditions.

0.95

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2013

0.95

The correlation between LCRYX and BBTBX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

LCRYX vs. BBTBX — Risk / Return Rank

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

LCRYX
LCRYX Risk / Return Rank: 2222
Overall Rank
LCRYX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LCRYX Sortino Ratio Rank: 2323
Sortino Ratio Rank
LCRYX Omega Ratio Rank: 2121
Omega Ratio Rank
LCRYX Calmar Ratio Rank: 2222
Calmar Ratio Rank
LCRYX Martin Ratio Rank: 1818
Martin Ratio Rank

BBTBX
BBTBX Risk / Return Rank: 2121
Overall Rank
BBTBX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BBTBX Sortino Ratio Rank: 2121
Sortino Ratio Rank
BBTBX Omega Ratio Rank: 2020
Omega Ratio Rank
BBTBX Calmar Ratio Rank: 2222
Calmar Ratio Rank
BBTBX Martin Ratio Rank: 1818
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.

LCRYX vs. BBTBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Core Fixed Income Fund (LCRYX) and Bridge Builder Core Bond Fund (BBTBX). 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.


LCRYXBBTBXDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.14

1.14

+0.01

Calmar ratioReturn relative to maximum drawdown

1.06

1.03

+0.02

Martin ratioReturn relative to average drawdown

2.60

2.49

+0.10

LCRYX vs. BBTBX - Sharpe Ratio Comparison

The current LCRYX Sharpe Ratio is 0.83, which is comparable to the BBTBX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of LCRYX and BBTBX, 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

LCRYX vs. BBTBX - Drawdown Comparison

The maximum LCRYX drawdown since its inception was -18.82%, roughly equal to the maximum BBTBX drawdown of -18.54%. Use the drawdown chart below to compare losses from any high point for LCRYX and BBTBX.


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Drawdown Indicators


LCRYXBBTBXDifference

Max Drawdown

Largest peak-to-trough decline

-18.82%

-18.54%

-0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-2.97%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-4.90%

-5.35%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-18.82%

-18.54%

-0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-18.82%

-18.54%

-0.28%

Current Drawdown

Current decline from peak

-3.18%

-2.45%

-0.73%

Average Drawdown

Average peak-to-trough decline

-2.84%

-3.89%

+1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

1.21%

+0.03%

Volatility

LCRYX vs. BBTBX - Volatility Comparison

Lord Abbett Core Fixed Income Fund (LCRYX) has a higher volatility of 1.01% compared to Bridge Builder Core Bond Fund (BBTBX) at 0.94%. This indicates that LCRYX's price experiences larger fluctuations and is considered to be riskier than BBTBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCRYXBBTBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

0.94%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

3.08%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

3.88%

3.97%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.77%

5.98%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.80%

4.94%

-0.14%

LCRYX vs. BBTBX - Expense Ratio Comparison

LCRYX has a 0.34% expense ratio, which is higher than BBTBX's 0.13% expense ratio.


Dividends

LCRYX vs. BBTBX - Dividend Comparison

LCRYX's dividend yield for the trailing twelve months is around 4.38%, more than BBTBX's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
BBTBX
Bridge Builder Core Bond Fund
3.76%4.58%3.92%2.86%2.26%2.38%4.73%3.39%3.02%2.67%0.95%0.17%
LCRYX
Lord Abbett Core Fixed Income Fund
4.38%4.68%3.96%4.16%2.43%1.91%5.45%2.73%3.27%2.48%2.56%2.93%

Frequently Asked Questions


With a correlation of 0.95, LCRYX and BBTBX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

LCRYX has higher volatility (1.01%) compared to BBTBX (0.94%). In terms of maximum drawdown, LCRYX dropped -18.82% vs BBTBX's -18.54%.

LCRYX currently has the higher Sharpe Ratio (0.83 vs 0.78), 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.

Portfolio Optimizer

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