LCRYX vs. WFBIX
LCRYX (Lord Abbett Core Fixed Income Fund) and WFBIX (iShares U.S. Aggregate Bond Index Fund) are both Intermediate Core Bond funds. Over the past 10 years, LCRYX returned 1.63%/yr vs 1.96%/yr for WFBIX. Their correlation of 0.90 suggests significant overlap in exposure. LCRYX charges 0.34%/yr vs 0.05%/yr for WFBIX.
Performance
LCRYX vs. WFBIX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with LCRYX having a 0.44% return and WFBIX slightly lower at 0.43%. Over the past 10 years, LCRYX has underperformed WFBIX with an annualized return of 1.63%, while WFBIX has yielded a comparatively higher 1.96% 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%
WFBIX
- 1D
- 0.00%
- 1M
- 0.45%
- YTD
- 0.43%
- 6M
- 0.32%
- 1Y
- 5.35%
- 3Y*
- 5.33%
- 5Y*
- 0.99%
- 10Y*
- 1.96%
LCRYX vs. WFBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 0.43% | 7.16% | 1.43% | 9.65% | -13.03% | -1.79% | 7.40% | 8.72% | -0.08% | 3.39% |
Correlation
The correlation between LCRYX and WFBIX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1998 | 0.90 |
The correlation between LCRYX and WFBIX has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.
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Return for Risk
LCRYX vs. WFBIX — Risk / Return Rank
LCRYX
WFBIX
LCRYX vs. WFBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Core Fixed Income Fund (LCRYX) and iShares U.S. Aggregate Bond Index Fund (WFBIX). 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 | WFBIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.78 | +0.06 |
| Martin ratioReturn relative to average drawdown | 5.48 | 5.34 | +0.15 |
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 | WFBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 1.36 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.16 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.38 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.94 | -0.20 |
Drawdowns
LCRYX vs. WFBIX - Drawdown Comparison
The maximum LCRYX drawdown since its inception was -18.82%, roughly equal to the maximum WFBIX drawdown of -18.68%. Use the drawdown chart below to compare losses from any high point for LCRYX and WFBIX.
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Drawdown Indicators
| LCRYX | WFBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.82% | -18.68% | -0.14% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -3.02% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -5.77% | -6.09% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -18.82% | -17.84% | -0.98% |
Max Drawdown (10Y)Largest decline over 10 years | -18.82% | -18.68% | -0.14% |
Current DrawdownCurrent decline from peak | -2.18% | -1.50% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -2.85% | -2.26% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 1.00% | +0.02% |
Volatility
LCRYX vs. WFBIX - Volatility Comparison
Lord Abbett Core Fixed Income Fund (LCRYX) has a higher volatility of 1.43% compared to iShares U.S. Aggregate Bond Index Fund (WFBIX) at 1.34%. This indicates that LCRYX's price experiences larger fluctuations and is considered to be riskier than WFBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCRYX | WFBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 1.34% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.88% | 2.83% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.99% | 3.97% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.76% | 6.40% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.79% | 5.17% | -0.38% |
LCRYX vs. WFBIX - Expense Ratio Comparison
LCRYX has a 0.34% expense ratio, which is higher than WFBIX's 0.05% expense ratio.
Dividends
LCRYX vs. WFBIX - Dividend Comparison
LCRYX's dividend yield for the trailing twelve months is around 4.72%, more than WFBIX's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.91% | 3.78% | 3.68% | 6.82% | 2.60% | 2.04% | 2.43% | 2.88% | 2.71% | 2.24% | 2.25% | 2.20% |
Frequently Asked Questions
With a correlation of 0.95, LCRYX and WFBIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
LCRYX has higher volatility (1.43%) compared to WFBIX (1.34%). In terms of maximum drawdown, LCRYX dropped -18.82% vs WFBIX's -18.68%.
LCRYX currently has the higher Sharpe Ratio (1.41 vs 1.36), 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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