PortfoliosLab logoPortfoliosLab logo
LFRIX vs. NFIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LFRIX vs. NFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Floating Rate Fund (LFRIX) and Neuberger Berman Floating Rate Income Fund (NFIAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LFRIX vs. NFIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LFRIX
Lord Abbett Floating Rate Fund
-1.05%6.30%8.28%12.22%-2.99%5.48%-1.47%7.59%-0.01%3.97%
NFIAX
Neuberger Berman Floating Rate Income Fund
-0.83%5.83%8.89%10.92%-3.26%4.27%3.63%8.31%-1.13%3.19%

Returns By Period

In the year-to-date period, LFRIX achieves a -1.05% return, which is significantly lower than NFIAX's -0.83% return. Both investments have delivered pretty close results over the past 10 years, with LFRIX having a 4.54% annualized return and NFIAX not far behind at 4.48%.


LFRIX

1D
-0.13%
1M
-0.13%
YTD
-1.05%
6M
0.69%
1Y
4.82%
3Y*
7.45%
5Y*
5.12%
10Y*
4.54%

NFIAX

1D
-0.11%
1M
-0.22%
YTD
-0.83%
6M
0.42%
1Y
4.52%
3Y*
7.13%
5Y*
4.76%
10Y*
4.48%
*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.


LFRIX vs. NFIAX - Expense Ratio Comparison

LFRIX has a 0.60% expense ratio, which is lower than NFIAX's 0.97% expense ratio.


Return for Risk

LFRIX vs. NFIAX — Risk / Return Rank

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

LFRIX
LFRIX Risk / Return Rank: 9090
Overall Rank
LFRIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LFRIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
LFRIX Omega Ratio Rank: 9797
Omega Ratio Rank
LFRIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
LFRIX Martin Ratio Rank: 8888
Martin Ratio Rank

NFIAX
NFIAX Risk / Return Rank: 9292
Overall Rank
NFIAX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
NFIAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
NFIAX Omega Ratio Rank: 9797
Omega Ratio Rank
NFIAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
NFIAX Martin Ratio Rank: 9292
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.

LFRIX vs. NFIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Floating Rate Fund (LFRIX) and Neuberger Berman Floating Rate Income Fund (NFIAX). 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.


LFRIXNFIAXDifference

Sharpe ratio

Return per unit of total volatility

1.71

1.85

-0.14

Sortino ratio

Return per unit of downside risk

2.47

2.88

-0.40

Omega ratio

Gain probability vs. loss probability

1.62

1.66

-0.03

Calmar ratio

Return relative to maximum drawdown

2.41

2.55

-0.14

Martin ratio

Return relative to average drawdown

9.41

11.18

-1.77

LFRIX vs. NFIAX - Sharpe Ratio Comparison

The current LFRIX Sharpe Ratio is 1.71, which is comparable to the NFIAX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of LFRIX and NFIAX, 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


LFRIXNFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

1.85

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.83

1.80

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

1.12

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

1.22

-0.14

Correlation

The correlation between LFRIX and NFIAX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LFRIX vs. NFIAX - Dividend Comparison

LFRIX's dividend yield for the trailing twelve months is around 6.56%, more than NFIAX's 6.25% yield.


TTM20252024202320222021202020192018201720162015
LFRIX
Lord Abbett Floating Rate Fund
6.56%7.20%7.68%7.63%3.95%4.01%4.64%5.71%5.60%4.65%4.64%4.72%
NFIAX
Neuberger Berman Floating Rate Income Fund
6.25%6.84%8.05%6.89%3.97%3.36%3.68%4.71%4.32%3.44%3.46%4.05%

Drawdowns

LFRIX vs. NFIAX - Drawdown Comparison

The maximum LFRIX drawdown since its inception was -27.90%, which is greater than NFIAX's maximum drawdown of -22.18%. Use the drawdown chart below to compare losses from any high point for LFRIX and NFIAX.


Loading graphics...

Drawdown Indicators


LFRIXNFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-27.90%

-22.18%

-5.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-1.83%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-6.23%

-6.84%

+0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-21.75%

-22.18%

+0.43%

Current Drawdown

Current decline from peak

-1.30%

-0.94%

-0.36%

Average Drawdown

Average peak-to-trough decline

-1.96%

-0.84%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.44%

+0.10%

Volatility

LFRIX vs. NFIAX - Volatility Comparison

Lord Abbett Floating Rate Fund (LFRIX) has a higher volatility of 0.70% compared to Neuberger Berman Floating Rate Income Fund (NFIAX) at 0.63%. This indicates that LFRIX's price experiences larger fluctuations and is considered to be riskier than NFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LFRIXNFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

0.63%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.80%

1.58%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.08%

2.76%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.82%

2.66%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.90%

4.01%

-0.11%