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

Performance

LCRYX vs. LSYIX - 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 Short Duration High Yield Fund (LSYIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LCRYX vs. LSYIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LCRYX
Lord Abbett Core Fixed Income Fund
-0.64%7.36%1.33%5.55%-14.16%-0.69%4.54%
LSYIX
Lord Abbett Short Duration High Yield Fund
-1.17%7.71%8.65%10.63%-7.19%4.69%14.35%

Returns By Period

In the year-to-date period, LCRYX achieves a -0.64% return, which is significantly higher than LSYIX's -1.17% return.


LCRYX

1D
0.44%
1M
-2.54%
YTD
-0.64%
6M
0.41%
1Y
3.82%
3Y*
3.42%
5Y*
-0.03%
10Y*
1.64%

LSYIX

1D
0.53%
1M
-1.95%
YTD
-1.17%
6M
-0.02%
1Y
6.03%
3Y*
7.64%
5Y*
4.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


LCRYX vs. LSYIX - Expense Ratio Comparison

LCRYX has a 0.34% expense ratio, which is lower than LSYIX's 0.45% expense ratio.


Return for Risk

LCRYX vs. LSYIX — Risk / Return Rank

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

LCRYX
LCRYX Risk / Return Rank: 5353
Overall Rank
LCRYX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LCRYX Sortino Ratio Rank: 5151
Sortino Ratio Rank
LCRYX Omega Ratio Rank: 3939
Omega Ratio Rank
LCRYX Calmar Ratio Rank: 7373
Calmar Ratio Rank
LCRYX Martin Ratio Rank: 5050
Martin Ratio Rank

LSYIX
LSYIX Risk / Return Rank: 7474
Overall Rank
LSYIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
LSYIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
LSYIX Omega Ratio Rank: 8484
Omega Ratio Rank
LSYIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
LSYIX Martin Ratio Rank: 6767
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. LSYIX - 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 Short Duration High Yield Fund (LSYIX). 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.


LCRYXLSYIXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.45

-0.45

Sortino ratio

Return per unit of downside risk

1.42

2.00

-0.58

Omega ratio

Gain probability vs. loss probability

1.18

1.36

-0.18

Calmar ratio

Return relative to maximum drawdown

1.67

1.62

+0.04

Martin ratio

Return relative to average drawdown

4.89

6.66

-1.77

LCRYX vs. LSYIX - Sharpe Ratio Comparison

The current LCRYX Sharpe Ratio is 1.00, which is lower than the LSYIX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of LCRYX and LSYIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LCRYXLSYIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.45

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

1.00

-1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

1.46

-0.72

Correlation

The correlation between LCRYX and LSYIX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LCRYX vs. LSYIX - Dividend Comparison

LCRYX's dividend yield for the trailing twelve months is around 4.33%, less than LSYIX's 7.57% yield.


TTM20252024202320222021202020192018201720162015
LCRYX
Lord Abbett Core Fixed Income Fund
4.33%4.68%3.96%4.16%2.43%1.91%5.45%2.73%3.27%2.48%2.56%2.93%
LSYIX
Lord Abbett Short Duration High Yield Fund
7.57%8.11%8.18%6.51%5.01%5.96%4.75%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LCRYX vs. LSYIX - Drawdown Comparison

The maximum LCRYX drawdown since its inception was -18.82%, which is greater than LSYIX's maximum drawdown of -10.79%. Use the drawdown chart below to compare losses from any high point for LCRYX and LSYIX.


Loading graphics...

Drawdown Indicators


LCRYXLSYIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.82%

-10.79%

-8.03%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-4.12%

+1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-18.82%

-10.79%

-8.03%

Max Drawdown (10Y)

Largest decline over 10 years

-18.82%

Current Drawdown

Current decline from peak

-3.23%

-2.22%

-1.01%

Average Drawdown

Average peak-to-trough decline

-2.85%

-1.90%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.00%

+0.01%

Volatility

LCRYX vs. LSYIX - Volatility Comparison

Lord Abbett Core Fixed Income Fund (LCRYX) has a higher volatility of 1.58% compared to Lord Abbett Short Duration High Yield Fund (LSYIX) at 1.46%. This indicates that LCRYX's price experiences larger fluctuations and is considered to be riskier than LSYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LCRYXLSYIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

1.46%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

2.45%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

4.29%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.72%

4.24%

+1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

4.21%

+0.56%