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LCRYX vs. BBTBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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LCRYX vs. BBTBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LCRYX
Lord Abbett Core Fixed Income Fund
-0.42%7.36%1.33%5.55%-14.16%-0.69%8.21%8.10%-0.28%3.46%
BBTBX
Bridge Builder Core Bond Fund
-0.65%7.82%1.89%5.41%-13.49%-1.12%8.54%9.15%0.13%4.14%

Returns By Period

In the year-to-date period, LCRYX achieves a -0.42% return, which is significantly higher than BBTBX's -0.65% return. Over the past 10 years, LCRYX has underperformed BBTBX with an annualized return of 1.66%, while BBTBX has yielded a comparatively higher 1.82% annualized return.


LCRYX

1D
0.22%
1M
-1.81%
YTD
-0.42%
6M
0.41%
1Y
3.71%
3Y*
3.49%
5Y*
-0.04%
10Y*
1.66%

BBTBX

1D
0.22%
1M
-1.74%
YTD
-0.65%
6M
0.23%
1Y
3.60%
3Y*
3.66%
5Y*
0.25%
10Y*
1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCRYX vs. BBTBX - Expense Ratio Comparison

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


Return for Risk

LCRYX vs. BBTBX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LCRYX
LCRYX Risk / Return Rank: 4141
Overall Rank
LCRYX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
LCRYX Sortino Ratio Rank: 3838
Sortino Ratio Rank
LCRYX Omega Ratio Rank: 2929
Omega Ratio Rank
LCRYX Calmar Ratio Rank: 6060
Calmar Ratio Rank
LCRYX Martin Ratio Rank: 3939
Martin Ratio Rank

BBTBX
BBTBX Risk / Return Rank: 3939
Overall Rank
BBTBX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BBTBX Sortino Ratio Rank: 3636
Sortino Ratio Rank
BBTBX Omega Ratio Rank: 2727
Omega Ratio Rank
BBTBX Calmar Ratio Rank: 5757
Calmar Ratio Rank
BBTBX Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


LCRYXBBTBXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.90

+0.03

Sortino ratio

Return per unit of downside risk

1.32

1.28

+0.04

Omega ratio

Gain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

1.55

1.48

+0.07

Martin ratio

Return relative to average drawdown

4.51

4.21

+0.30

LCRYX vs. BBTBX - Sharpe Ratio Comparison

The current LCRYX Sharpe Ratio is 0.93, which is comparable to the BBTBX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of LCRYX and BBTBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LCRYXBBTBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.90

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.04

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.37

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.37

+0.37

Correlation

The correlation between LCRYX and BBTBX 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

LCRYX vs. BBTBX - Dividend Comparison

LCRYX's dividend yield for the trailing twelve months is around 4.32%, more than BBTBX's 3.66% yield.


TTM20252024202320222021202020192018201720162015
LCRYX
Lord Abbett Core Fixed Income Fund
4.32%4.68%3.96%4.16%2.43%1.91%5.45%2.73%3.27%2.48%2.56%2.93%
BBTBX
Bridge Builder Core Bond Fund
3.66%4.58%3.92%2.86%2.26%2.38%4.73%3.39%3.02%2.67%0.95%0.17%

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

-2.96%

-2.93%

-0.03%

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

-3.02%

-2.17%

-0.85%

Average Drawdown

Average peak-to-trough decline

-2.85%

-3.94%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.03%

-0.01%

Volatility

LCRYX vs. BBTBX - Volatility Comparison

The current volatility for Lord Abbett Core Fixed Income Fund (LCRYX) is 1.56%, while Bridge Builder Core Bond Fund (BBTBX) has a volatility of 1.65%. This indicates that LCRYX experiences smaller price fluctuations and is considered to be less risky 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

1.56%

1.65%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

2.68%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

4.56%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.72%

5.94%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

4.92%

-0.15%