LIFAX vs. EIRRX
LIFAX (Lord Abbett Inflation Focused Fund Class A) and EIRRX (Eaton Vance Short Duration Inflation-Protected Income Fund) are both Inflation-Protected Bonds funds. Over the past 10 years, LIFAX returned 3.76%/yr vs 3.73%/yr for EIRRX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. LIFAX charges 0.79%/yr vs 0.64%/yr for EIRRX.
Performance
LIFAX vs. EIRRX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with LIFAX having a 1.22% return and EIRRX slightly higher at 1.27%. Both investments have delivered pretty close results over the past 10 years, with LIFAX having a 3.76% annualized return and EIRRX not far behind at 3.73%.
LIFAX
- 1D
- 0.00%
- 1M
- -0.17%
- 6M
- 0.53%
- YTD
- 1.22%
- 1Y
- 2.88%
- 3Y*
- 4.65%
- 5Y*
- 2.67%
- 10Y*
- 3.76%
- ALL TIME*
- 1.96%
EIRRX
- 1D
- 0.00%
- 1M
- 0.20%
- 6M
- 0.77%
- YTD
- 1.27%
- 1Y
- 2.33%
- 3Y*
- 4.83%
- 5Y*
- 3.31%
- 10Y*
- 3.73%
- ALL TIME*
- 2.81%
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 |
LIFAX vs. EIRRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LIFAX Lord Abbett Inflation Focused Fund Class A | 1.22% | 7.03% | 4.53% | 3.76% | -5.57% | 10.29% | 5.94% | 4.87% | -1.27% | 1.34% |
EIRRX Eaton Vance Short Duration Inflation-Protected Income Fund | 1.27% | 4.63% | 5.65% | 6.33% | -3.08% | 7.84% | 5.25% | 5.60% | -0.15% | 1.94% |
Correlation
The correlation between LIFAX and EIRRX is 0.73, 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. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.63 |
The correlation between LIFAX and EIRRX shifts across timeframes, from 0.63 (all time) to 0.78 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LIFAX vs. EIRRX — Risk / Return Rank
LIFAX
EIRRX
LIFAX vs. EIRRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Inflation Focused Fund Class A (LIFAX) and Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX). 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.
| LIFAX | EIRRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 2.75 | +0.18 |
| Martin ratioReturn relative to average drawdown | 8.82 | 8.19 | +0.63 |
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Drawdowns
LIFAX vs. EIRRX - Drawdown Comparison
The maximum LIFAX drawdown since its inception was -18.15%, which is greater than EIRRX's maximum drawdown of -10.27%. Use the drawdown chart below to compare losses from any high point for LIFAX and EIRRX.
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Drawdown Indicators
| LIFAX | EIRRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.15% | -10.27% | -7.88% |
Max Drawdown (1Y)Largest decline over 1 year | -1.18% | -0.89% | -0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -2.03% | -1.67% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -8.56% | -6.22% | -2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -18.05% | -10.27% | -7.78% |
Current DrawdownCurrent decline from peak | -0.72% | -0.47% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -0.99% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 0.30% | +0.09% |
Volatility
LIFAX vs. EIRRX - Volatility Comparison
Lord Abbett Inflation Focused Fund Class A (LIFAX) and Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX) have volatilities of 0.49% and 0.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LIFAX | EIRRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.49% | 0.48% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 1.82% | 1.36% | +0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.35% | 1.66% | +0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.93% | 2.84% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.48% | 2.77% | +1.71% |
LIFAX vs. EIRRX - Expense Ratio Comparison
LIFAX has a 0.79% expense ratio, which is higher than EIRRX's 0.64% expense ratio.
Dividends
LIFAX vs. EIRRX - Dividend Comparison
LIFAX's dividend yield for the trailing twelve months is around 4.42%, less than EIRRX's 5.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIRRX Eaton Vance Short Duration Inflation-Protected Income Fund | 5.28% | 3.57% | 4.08% | 4.50% | 5.07% | 3.54% | 2.21% | 2.66% | 2.91% | 2.13% | 2.24% | 2.05% |
LIFAX Lord Abbett Inflation Focused Fund Class A | 4.42% | 4.74% | 4.00% | 3.69% | 2.60% | 2.35% | 3.59% | 3.95% | 3.95% | 3.76% | 4.32% | 4.21% |
Frequently Asked Questions
LIFAX and EIRRX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIFAX has higher volatility (0.49%) compared to EIRRX (0.48%). In terms of maximum drawdown, LIFAX dropped -18.15% vs EIRRX's -10.27%.
LIFAX currently has the higher Sharpe Ratio (1.49 vs 1.47), 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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