PortfoliosLab logoPortfoliosLab logo
LCRYX vs. LGLIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCRYX vs. LGLIX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, LCRYX achieves a 0.44% return, which is significantly lower than LGLIX's 10.47% return. Over the past 10 years, LCRYX has underperformed LGLIX with an annualized return of 1.63%, while LGLIX has yielded a comparatively higher 18.20% annualized return.


LCRYX

1D
0.00%
1M
0.51%
YTD
0.44%
6M
0.40%
1Y
5.59%
3Y*
4.12%
5Y*
-0.01%
10Y*
1.63%

LGLIX

1D
0.13%
1M
6.80%
YTD
10.47%
6M
9.03%
1Y
26.45%
3Y*
28.69%
5Y*
11.55%
10Y*
18.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCRYX vs. LGLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LCRYX
Lord Abbett Core Fixed Income Fund
0.44%7.36%1.33%5.55%-14.16%-0.69%8.21%8.10%-0.28%3.46%
LGLIX
Lord Abbett Growth Leaders Fund
10.47%16.49%44.97%33.29%-38.73%8.62%77.55%35.02%-1.08%31.64%

Correlation

The correlation between LCRYX and LGLIX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2011

-0.08

The correlation between LCRYX and LGLIX shifts across timeframes, from -0.08 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LCRYX vs. LGLIX — Risk / Return Rank

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

LCRYX
LCRYX Risk / Return Rank: 2424
Overall Rank
LCRYX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LCRYX Sortino Ratio Rank: 2525
Sortino Ratio Rank
LCRYX Omega Ratio Rank: 2424
Omega Ratio Rank
LCRYX Calmar Ratio Rank: 2525
Calmar Ratio Rank
LCRYX Martin Ratio Rank: 2121
Martin Ratio Rank

LGLIX
LGLIX Risk / Return Rank: 1717
Overall Rank
LGLIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LGLIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
LGLIX Omega Ratio Rank: 2020
Omega Ratio Rank
LGLIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
LGLIX Martin Ratio Rank: 1313
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. LGLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Core Fixed Income Fund (LCRYX) and Lord Abbett Growth Leaders Fund (LGLIX). 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.


LCRYXLGLIXDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.25

1.23

+0.02

Calmar ratioReturn relative to maximum drawdown

1.84

1.30

+0.54

Martin ratioReturn relative to average drawdown

5.48

3.76

+1.72

LCRYX vs. LGLIX - Sharpe Ratio Comparison

The current LCRYX Sharpe Ratio is 1.41, which is comparable to the LGLIX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of LCRYX and LGLIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


LCRYXLGLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.30

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.45

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.74

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.70

+0.04

Drawdowns

LCRYX vs. LGLIX - Drawdown Comparison

The maximum LCRYX drawdown since its inception was -18.82%, smaller than the maximum LGLIX drawdown of -45.95%. Use the drawdown chart below to compare losses from any high point for LCRYX and LGLIX.


Loading charts...

Drawdown Indicators


LCRYXLGLIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.82%

-45.95%

+27.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-21.01%

+17.96%

Max Drawdown (3Y)

Largest decline over 3 years

-5.77%

-29.25%

+23.48%

Max Drawdown (5Y)

Largest decline over 5 years

-18.82%

-45.95%

+27.13%

Max Drawdown (10Y)

Largest decline over 10 years

-18.82%

-45.95%

+27.13%

Current Drawdown

Current decline from peak

-2.18%

0.00%

-2.18%

Average Drawdown

Average peak-to-trough decline

-2.85%

-9.34%

+6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

7.27%

-6.25%

Volatility

LCRYX vs. LGLIX - Volatility Comparison

The current volatility for Lord Abbett Core Fixed Income Fund (LCRYX) is 1.43%, while Lord Abbett Growth Leaders Fund (LGLIX) has a volatility of 5.23%. This indicates that LCRYX experiences smaller price fluctuations and is considered to be less risky than LGLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LCRYXLGLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

5.23%

-3.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

15.72%

-12.84%

Volatility (1Y)

Calculated over the trailing 1-year period

3.99%

21.07%

-17.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.76%

25.84%

-20.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.79%

24.79%

-20.00%

LCRYX vs. LGLIX - Expense Ratio Comparison

LCRYX has a 0.34% expense ratio, which is lower than LGLIX's 0.64% expense ratio.


Dividends

LCRYX vs. LGLIX - Dividend Comparison

LCRYX's dividend yield for the trailing twelve months is around 4.72%, more than LGLIX's 1.80% yield.


PositionTTM20252024202320222021202020192018201720162015
LCRYX
Lord Abbett Core Fixed Income Fund
4.72%4.68%3.96%4.16%2.43%1.91%5.45%2.73%3.27%2.48%2.56%2.93%
LGLIX
Lord Abbett Growth Leaders Fund
1.80%1.99%0.00%0.00%0.00%23.83%9.27%8.01%19.82%6.46%0.00%4.84%

Frequently Asked Questions


LCRYX and LGLIX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LGLIX has higher volatility (5.23%) compared to LCRYX (1.43%). In terms of maximum drawdown, LCRYX dropped -18.82% vs LGLIX's -45.95%.

LCRYX currently has the higher Sharpe Ratio (1.41 vs 1.30), 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

Find the right allocation for LCRYX and LGLIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer