LDLVX vs. IVLU
LDLVX (Lord Abbett Short Duration Income Fund Class R6) and IVLU (iShares MSCI Intl Value Factor ETF) are both funds - LDLVX is a Short-Term Bond fund actively managed by Lord Abbett, while IVLU is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Enhanced Value. LDLVX is actively managed, while IVLU is passively managed. Over the past 10 years, LDLVX returned 2.45%/yr vs 10.93%/yr for IVLU. At a 0.06 correlation, their price movements are largely independent. LDLVX charges 0.32%/yr vs 0.30%/yr for IVLU.
Performance
LDLVX vs. IVLU - Performance Comparison
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Returns By Period
In the year-to-date period, LDLVX achieves a 0.82% return, which is significantly lower than IVLU's 13.30% return. Over the past 10 years, LDLVX has underperformed IVLU with an annualized return of 2.45%, while IVLU has yielded a comparatively higher 10.93% annualized return.
LDLVX
- 1D
- 0.00%
- 1M
- 0.16%
- YTD
- 0.82%
- 6M
- 1.25%
- 1Y
- 4.53%
- 3Y*
- 5.27%
- 5Y*
- 2.41%
- 10Y*
- 2.45%
IVLU
- 1D
- 0.58%
- 1M
- 3.85%
- YTD
- 13.30%
- 6M
- 16.60%
- 1Y
- 36.14%
- 3Y*
- 25.00%
- 5Y*
- 14.14%
- 10Y*
- 10.93%
LDLVX vs. IVLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LDLVX Lord Abbett Short Duration Income Fund Class R6 | 0.82% | 6.28% | 4.94% | 5.75% | -5.31% | 1.21% | 3.22% | 5.71% | 1.54% | 1.58% |
IVLU iShares MSCI Intl Value Factor ETF | 13.30% | 46.09% | 6.76% | 20.07% | -5.73% | 15.60% | -4.50% | 15.60% | -15.10% | 23.10% |
Correlation
The correlation between LDLVX and IVLU is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2015 | 0.06 |
The correlation between LDLVX and IVLU shifts across timeframes, from 0.06 (10 years) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LDLVX vs. IVLU — Risk / Return Rank
LDLVX
IVLU
LDLVX vs. IVLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration Income Fund Class R6 (LDLVX) and iShares MSCI Intl Value Factor ETF (IVLU). 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.
| LDLVX | IVLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.69 | 1.43 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.54 | 3.10 | +0.43 |
| Martin ratioReturn relative to average drawdown | 14.90 | 11.83 | +3.07 |
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
| LDLVX | IVLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.41 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.86 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.62 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.48 | +0.34 |
Drawdowns
LDLVX vs. IVLU - Drawdown Comparison
The maximum LDLVX drawdown since its inception was -9.67%, smaller than the maximum IVLU drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for LDLVX and IVLU.
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Drawdown Indicators
| LDLVX | IVLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.67% | -41.85% | +32.18% |
Max Drawdown (1Y)Largest decline over 1 year | -1.29% | -11.69% | +10.40% |
Max Drawdown (3Y)Largest decline over 3 years | -1.29% | -15.48% | +14.19% |
Max Drawdown (5Y)Largest decline over 5 years | -7.35% | -26.04% | +18.69% |
Max Drawdown (10Y)Largest decline over 10 years | -9.67% | -41.85% | +32.18% |
Current DrawdownCurrent decline from peak | -0.26% | -0.23% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -1.44% | -8.59% | +7.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.30% | 3.06% | -2.76% |
Volatility
LDLVX vs. IVLU - Volatility Comparison
The current volatility for Lord Abbett Short Duration Income Fund Class R6 (LDLVX) is 0.83%, while iShares MSCI Intl Value Factor ETF (IVLU) has a volatility of 4.48%. This indicates that LDLVX experiences smaller price fluctuations and is considered to be less risky than IVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDLVX | IVLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 4.48% | -3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 1.59% | 12.20% | -10.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.37% | 15.08% | -12.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.79% | 16.48% | -13.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.63% | 17.65% | -15.02% |
LDLVX vs. IVLU - Expense Ratio Comparison
LDLVX has a 0.32% expense ratio, which is higher than IVLU's 0.30% expense ratio.
Dividends
LDLVX vs. IVLU - Dividend Comparison
LDLVX's dividend yield for the trailing twelve months is around 5.25%, more than IVLU's 3.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVLU iShares MSCI Intl Value Factor ETF | 3.27% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
LDLVX Lord Abbett Short Duration Income Fund Class R6 | 5.25% | 5.29% | 4.81% | 4.76% | 2.64% | 2.66% | 3.11% | 3.86% | 4.18% | 2.99% | 0.00% | 0.00% |
Frequently Asked Questions
LDLVX and IVLU have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVLU has higher volatility (4.48%) compared to LDLVX (0.83%). In terms of maximum drawdown, LDLVX dropped -9.67% vs IVLU's -41.85%.
IVLU currently has the higher Sharpe Ratio (2.41 vs 1.92), 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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