LHYAX vs. CRDOX
LHYAX (Lord Abbett High Yield Fund) and CRDOX (Six Circles Credit Opportunities Fund) are both High Yield Bonds funds. Over the past 5 years, LHYAX returned 1.87%/yr vs 3.02%/yr for CRDOX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. LHYAX charges 0.88%/yr vs 0.29%/yr for CRDOX.
Performance
LHYAX vs. CRDOX - Performance Comparison
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Returns By Period
In the year-to-date period, LHYAX achieves a 0.83% return, which is significantly lower than CRDOX's 1.94% return.
LHYAX
- 1D
- 0.32%
- 1M
- -1.27%
- 6M
- 0.07%
- YTD
- 0.83%
- 1Y
- 4.75%
- 3Y*
- 6.62%
- 5Y*
- 1.87%
- 10Y*
- 4.13%
- ALL TIME*
- 5.87%
CRDOX
- 1D
- -0.05%
- 1M
- -0.61%
- 6M
- 1.19%
- YTD
- 1.94%
- 1Y
- 5.75%
- 3Y*
- 7.49%
- 5Y*
- 3.02%
- 10Y*
- —
- ALL TIME*
- 3.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LHYAX vs. CRDOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LHYAX Lord Abbett High Yield Fund | 0.83% | 7.44% | 7.25% | 9.84% | -14.97% | 6.16% | 3.17% |
CRDOX Six Circles Credit Opportunities Fund | 1.94% | 7.48% | 8.69% | 8.06% | -10.62% | 2.66% | 1.71% |
Correlation
The correlation between LHYAX and CRDOX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.75 |
The correlation between LHYAX and CRDOX shifts across timeframes, from 0.65 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LHYAX vs. CRDOX — Risk / Return Rank
LHYAX
CRDOX
LHYAX vs. CRDOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett High Yield Fund (LHYAX) and Six Circles Credit Opportunities Fund (CRDOX). 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.
| LHYAX | CRDOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.46 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 2.14 | -0.46 |
| Martin ratioReturn relative to average drawdown | 7.07 | 9.24 | -2.16 |
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Drawdowns
LHYAX vs. CRDOX - Drawdown Comparison
The maximum LHYAX drawdown since its inception was -31.68%, which is greater than CRDOX's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for LHYAX and CRDOX.
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Drawdown Indicators
| LHYAX | CRDOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.68% | -15.92% | -15.76% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -2.70% | -0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -4.87% | -4.66% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -18.67% | -15.92% | -2.75% |
Max Drawdown (10Y)Largest decline over 10 years | -24.23% | — | — |
Current DrawdownCurrent decline from peak | -1.27% | -0.83% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -3.06% | -3.43% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 0.62% | +0.09% |
Volatility
LHYAX vs. CRDOX - Volatility Comparison
Lord Abbett High Yield Fund (LHYAX) has a higher volatility of 0.75% compared to Six Circles Credit Opportunities Fund (CRDOX) at 0.58%. This indicates that LHYAX's price experiences larger fluctuations and is considered to be riskier than CRDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LHYAX | CRDOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.75% | 0.58% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 2.89% | 2.33% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.69% | 2.88% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.09% | 4.15% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.69% | 3.98% | +1.71% |
LHYAX vs. CRDOX - Expense Ratio Comparison
LHYAX has a 0.88% expense ratio, which is higher than CRDOX's 0.29% expense ratio.
Dividends
LHYAX vs. CRDOX - Dividend Comparison
LHYAX's dividend yield for the trailing twelve months is around 6.68%, more than CRDOX's 6.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRDOX Six Circles Credit Opportunities Fund | 6.57% | 5.18% | 6.96% | 6.86% | 5.82% | 2.73% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LHYAX Lord Abbett High Yield Fund | 6.68% | 7.13% | 6.02% | 5.84% | 4.60% | 4.91% | 5.15% | 5.47% | 6.29% | 5.65% | 5.85% | 6.08% |
Frequently Asked Questions
LHYAX and CRDOX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LHYAX has higher volatility (0.75%) compared to CRDOX (0.58%). In terms of maximum drawdown, LHYAX dropped -31.68% vs CRDOX's -15.92%.
CRDOX currently has the higher Sharpe Ratio (2.01 vs 1.37), 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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