LFRIX vs. VTI
LFRIX (Lord Abbett Floating Rate Fund) and VTI (Vanguard Total Stock Market ETF) are both funds - LFRIX is a Bank Loan fund managed by Lord Abbett, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, LFRIX returned 4.52%/yr vs 15.02%/yr for VTI. At a 0.22 correlation, their price movements are largely independent. LFRIX charges 0.60%/yr vs 0.03%/yr for VTI.
Performance
LFRIX vs. VTI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LFRIX achieves a 1.53% return, which is significantly lower than VTI's 9.62% return. Over the past 10 years, LFRIX has underperformed VTI with an annualized return of 4.52%, while VTI has yielded a comparatively higher 15.02% annualized return.
LFRIX
- 1D
- 0.00%
- 1M
- 0.17%
- YTD
- 1.53%
- 6M
- 2.10%
- 1Y
- 6.20%
- 3Y*
- 7.67%
- 5Y*
- 5.35%
- 10Y*
- 4.52%
VTI
- 1D
- 0.57%
- 1M
- -0.28%
- YTD
- 9.62%
- 6M
- 9.69%
- 1Y
- 26.27%
- 3Y*
- 20.60%
- 5Y*
- 12.20%
- 10Y*
- 15.02%
LFRIX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LFRIX Lord Abbett Floating Rate Fund | 1.53% | 6.30% | 8.28% | 12.22% | -2.99% | 5.48% | -1.47% | 7.59% | -0.01% | 3.97% |
VTI Vanguard Total Stock Market ETF | 9.62% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between LFRIX and VTI is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2007 | 0.22 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LFRIX vs. VTI — Risk / Return Rank
LFRIX
VTI
LFRIX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Floating Rate Fund (LFRIX) and Vanguard Total Stock Market ETF (VTI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LFRIX | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +3.04 | ||
| Omega ratioGain probability vs. loss probability | 1.97 | 1.35 | +0.61 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 2.79 | +1.13 |
| Martin ratioReturn relative to average drawdown | 14.80 | 12.52 | +2.28 |
Loading charts...
Drawdowns
LFRIX vs. VTI - Drawdown Comparison
The maximum LFRIX drawdown since its inception was -27.90%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for LFRIX and VTI.
Loading charts...
Drawdown Indicators
| LFRIX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.90% | -55.45% | +27.55% |
Max Drawdown (1Y)Largest decline over 1 year | -1.55% | -8.92% | +7.37% |
Max Drawdown (3Y)Largest decline over 3 years | -2.59% | -19.30% | +16.71% |
Max Drawdown (5Y)Largest decline over 5 years | -6.23% | -25.36% | +19.13% |
Max Drawdown (10Y)Largest decline over 10 years | -21.75% | -35.00% | +13.25% |
Current DrawdownCurrent decline from peak | -0.37% | -2.14% | +1.77% |
Average DrawdownAverage peak-to-trough decline | -1.94% | -8.02% | +6.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.41% | 1.99% | -1.58% |
Volatility
LFRIX vs. VTI - Volatility Comparison
The current volatility for Lord Abbett Floating Rate Fund (LFRIX) is 0.66%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.50%. This indicates that LFRIX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LFRIX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.66% | 4.50% | -3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 1.87% | 9.82% | -7.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.44% | 12.64% | -10.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.86% | 17.47% | -14.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.91% | 18.33% | -14.42% |
LFRIX vs. VTI - Expense Ratio Comparison
LFRIX has a 0.60% expense ratio, which is higher than VTI's 0.03% expense ratio.
Dividends
LFRIX vs. VTI - Dividend Comparison
LFRIX's dividend yield for the trailing twelve months is around 6.91%, more than VTI's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LFRIX Lord Abbett Floating Rate Fund | 6.91% | 7.20% | 7.68% | 7.63% | 3.95% | 4.01% | 4.64% | 5.71% | 5.60% | 4.65% | 4.64% | 4.72% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
LFRIX and VTI have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTI has higher volatility (4.50%) compared to LFRIX (0.66%). In terms of maximum drawdown, LFRIX dropped -27.90% vs VTI's -55.45%.
LFRIX currently has the higher Sharpe Ratio (2.50 vs 1.97), 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.
Find the right allocation for LFRIX and VTI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer