LCRYX vs. KCCIX
LCRYX (Lord Abbett Core Fixed Income Fund) and KCCIX (Knights of Columbus Core Bond Fund) are both Intermediate Core Bond funds. Over the past 10 years, LCRYX returned 1.47%/yr vs 1.59%/yr for KCCIX. Their correlation of 0.92 suggests significant overlap in exposure. LCRYX charges 0.34%/yr vs 0.71%/yr for KCCIX.
Performance
LCRYX vs. KCCIX - Performance Comparison
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Returns By Period
In the year-to-date period, LCRYX achieves a 0.18% return, which is significantly lower than KCCIX's 0.53% return. Over the past 10 years, LCRYX has underperformed KCCIX with an annualized return of 1.47%, while KCCIX has yielded a comparatively higher 1.59% annualized return.
LCRYX
- 1D
- 0.22%
- 1M
- -0.48%
- 6M
- -0.14%
- YTD
- 0.18%
- 1Y
- 4.56%
- 3Y*
- 3.97%
- 5Y*
- -0.36%
- 10Y*
- 1.47%
KCCIX
- 1D
- 0.23%
- 1M
- -0.36%
- 6M
- 0.08%
- YTD
- 0.53%
- 1Y
- 4.35%
- 3Y*
- 3.90%
- 5Y*
- -0.48%
- 10Y*
- 1.59%
LCRYX vs. KCCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LCRYX Lord Abbett Core Fixed Income Fund | 0.18% | 7.36% | 1.33% | 5.55% | -14.16% | -0.69% | 8.21% | 8.10% | -0.28% | 3.46% |
KCCIX Knights of Columbus Core Bond Fund | 0.53% | 6.94% | 1.50% | 4.99% | -14.30% | -0.58% | 7.21% | 9.78% | -0.72% | 4.55% |
Correlation
The correlation between LCRYX and KCCIX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.92 |
The correlation between LCRYX and KCCIX has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.
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Return for Risk
LCRYX vs. KCCIX — Risk / Return Rank
LCRYX
KCCIX
LCRYX vs. KCCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Core Fixed Income Fund (LCRYX) and Knights of Columbus Core Bond Fund (KCCIX). 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.
| LCRYX | KCCIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.78 | -0.24 |
| Martin ratioReturn relative to average drawdown | 4.13 | 4.90 | -0.78 |
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Drawdowns
LCRYX vs. KCCIX - Drawdown Comparison
The maximum LCRYX drawdown since its inception was -18.82%, roughly equal to the maximum KCCIX drawdown of -18.52%. Use the drawdown chart below to compare losses from any high point for LCRYX and KCCIX.
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Drawdown Indicators
| LCRYX | KCCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.82% | -18.52% | -0.30% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -2.59% | -0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -5.77% | -5.84% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -18.82% | -18.52% | -0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -18.82% | -18.52% | -0.30% |
Current DrawdownCurrent decline from peak | -2.44% | -3.03% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -4.77% | +1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 0.94% | +0.20% |
Volatility
LCRYX vs. KCCIX - Volatility Comparison
Lord Abbett Core Fixed Income Fund (LCRYX) and Knights of Columbus Core Bond Fund (KCCIX) have volatilities of 1.10% and 1.09%, 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
| LCRYX | KCCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 1.09% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | 2.86% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.87% | 3.64% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.77% | 5.56% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.79% | 4.69% | +0.10% |
LCRYX vs. KCCIX - Expense Ratio Comparison
LCRYX has a 0.34% expense ratio, which is lower than KCCIX's 0.71% expense ratio.
Dividends
LCRYX vs. KCCIX - Dividend Comparison
LCRYX's dividend yield for the trailing twelve months is around 4.76%, more than KCCIX's 4.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KCCIX Knights of Columbus Core Bond Fund | 4.08% | 3.95% | 3.73% | 3.23% | 2.80% | 2.19% | 3.19% | 2.97% | 2.96% | 2.63% | 2.41% | 0.00% |
LCRYX Lord Abbett Core Fixed Income Fund | 4.76% | 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
LCRYX and KCCIX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LCRYX has higher volatility (1.10%) compared to KCCIX (1.09%). In terms of maximum drawdown, LCRYX dropped -18.82% vs KCCIX's -18.52%.
KCCIX currently has the higher Sharpe Ratio (1.27 vs 1.22), 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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