LCRYX vs. SDMZX
Compare and contrast key facts about Lord Abbett Core Fixed Income Fund (LCRYX) and PGIM Short Duration Multi-Sector Bond Fund (SDMZX).
LCRYX is managed by Lord Abbett. It was launched on Mar 16, 1998. SDMZX is managed by PGIM. It was launched on Dec 23, 2013.
Performance
LCRYX vs. SDMZX - Performance Comparison
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LCRYX vs. SDMZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LCRYX Lord Abbett Core Fixed Income Fund | -0.64% | 7.36% | 1.33% | 5.55% | -14.16% | -0.69% | 8.21% | 8.10% | -0.28% | 3.46% |
SDMZX PGIM Short Duration Multi-Sector Bond Fund | -0.26% | 6.18% | 5.64% | 6.25% | -4.82% | -0.19% | 3.97% | 7.92% | 0.95% | 3.96% |
Returns By Period
In the year-to-date period, LCRYX achieves a -0.64% return, which is significantly lower than SDMZX's -0.26% return. Over the past 10 years, LCRYX has underperformed SDMZX with an annualized return of 1.64%, while SDMZX has yielded a comparatively higher 3.13% annualized 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%
SDMZX
- 1D
- 0.11%
- 1M
- -1.22%
- YTD
- -0.26%
- 6M
- 1.04%
- 1Y
- 4.25%
- 3Y*
- 5.41%
- 5Y*
- 2.69%
- 10Y*
- 3.13%
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LCRYX vs. SDMZX - Expense Ratio Comparison
LCRYX has a 0.34% expense ratio, which is lower than SDMZX's 0.46% expense ratio.
Return for Risk
LCRYX vs. SDMZX — Risk / Return Rank
LCRYX
SDMZX
LCRYX vs. SDMZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Core Fixed Income Fund (LCRYX) and PGIM Short Duration Multi-Sector Bond Fund (SDMZX). 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.
| LCRYX | SDMZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 2.21 | -1.21 |
Sortino ratioReturn per unit of downside risk | 1.42 | 3.89 | -2.47 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.54 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 3.30 | -1.63 |
Martin ratioReturn relative to average drawdown | 4.89 | 13.64 | -8.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LCRYX | SDMZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 2.21 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 1.17 | -1.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 1.28 | -0.93 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 1.22 | -0.48 |
Correlation
The correlation between LCRYX and SDMZX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
LCRYX vs. SDMZX - Dividend Comparison
LCRYX's dividend yield for the trailing twelve months is around 4.33%, which matches SDMZX's 4.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SDMZX PGIM Short Duration Multi-Sector Bond Fund | 4.30% | 4.62% | 4.57% | 3.36% | 4.70% | 2.76% | 3.10% | 6.18% | 3.47% | 2.64% | 2.76% | 3.34% |
Drawdowns
LCRYX vs. SDMZX - Drawdown Comparison
The maximum LCRYX drawdown since its inception was -18.82%, which is greater than SDMZX's maximum drawdown of -9.76%. Use the drawdown chart below to compare losses from any high point for LCRYX and SDMZX.
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Drawdown Indicators
| LCRYX | SDMZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.82% | -9.76% | -9.06% |
Max Drawdown (1Y)Largest decline over 1 year | -2.96% | -1.44% | -1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -18.82% | -8.51% | -10.31% |
Max Drawdown (10Y)Largest decline over 10 years | -18.82% | -9.76% | -9.06% |
Current DrawdownCurrent decline from peak | -3.23% | -1.22% | -2.01% |
Average DrawdownAverage peak-to-trough decline | -2.85% | -1.00% | -1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 0.35% | +0.66% |
Volatility
LCRYX vs. SDMZX - Volatility Comparison
Lord Abbett Core Fixed Income Fund (LCRYX) has a higher volatility of 1.58% compared to PGIM Short Duration Multi-Sector Bond Fund (SDMZX) at 0.70%. This indicates that LCRYX's price experiences larger fluctuations and is considered to be riskier than SDMZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCRYX | SDMZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.58% | 0.70% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 2.63% | 1.40% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.40% | 2.12% | +2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.72% | 2.30% | +3.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.77% | 2.46% | +2.31% |