PortfoliosLab logoPortfoliosLab logo
LIFAX vs. LIFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LIFAX vs. LIFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Inflation Focused Fund Class A (LIFAX) and Lord Abbett Inflation Focused Fund (LIFIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LIFAX achieves a 1.00% return, which is significantly lower than LIFIX's 1.17% return. Over the past 10 years, LIFAX has underperformed LIFIX with an annualized return of 3.77%, while LIFIX has yielded a comparatively higher 3.97% annualized return.


LIFAX

1D
0.09%
1M
-0.15%
YTD
1.00%
6M
1.38%
1Y
4.20%
3Y*
4.91%
5Y*
3.12%
10Y*
3.77%

LIFIX

1D
0.09%
1M
-0.04%
YTD
1.17%
6M
1.56%
1Y
4.41%
3Y*
5.10%
5Y*
3.32%
10Y*
3.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LIFAX vs. LIFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LIFAX
Lord Abbett Inflation Focused Fund Class A
1.00%7.03%4.53%3.76%-5.57%10.29%5.94%4.87%-1.27%1.34%
LIFIX
Lord Abbett Inflation Focused Fund
1.17%7.16%4.81%3.87%-5.34%10.43%6.05%5.17%-1.06%1.46%

Correlation

The correlation between LIFAX and LIFIX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2011

0.96

The correlation between LIFAX and LIFIX has been stable across timeframes, ranging from 0.88 to 0.96 - a consistent structural relationship.

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

LIFAX vs. LIFIX — Risk / Return Rank

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

LIFAX
LIFAX Risk / Return Rank: 6868
Overall Rank
LIFAX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LIFAX Sortino Ratio Rank: 6565
Sortino Ratio Rank
LIFAX Omega Ratio Rank: 6161
Omega Ratio Rank
LIFAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
LIFAX Martin Ratio Rank: 8383
Martin Ratio Rank

LIFIX
LIFIX Risk / Return Rank: 7474
Overall Rank
LIFIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LIFIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
LIFIX Omega Ratio Rank: 7373
Omega Ratio Rank
LIFIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
LIFIX Martin Ratio Rank: 8686
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.

LIFAX vs. LIFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Inflation Focused Fund Class A (LIFAX) and Lord Abbett Inflation Focused Fund (LIFIX). 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.


LIFAXLIFIXDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.40

1.43

-0.04

Calmar ratioReturn relative to maximum drawdown

3.72

3.64

+0.08

Martin ratioReturn relative to average drawdown

14.44

15.02

-0.58

LIFAX vs. LIFIX - Sharpe Ratio Comparison

The current LIFAX Sharpe Ratio is 1.85, which is comparable to the LIFIX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of LIFAX and LIFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

LIFAX vs. LIFIX - Drawdown Comparison

The maximum LIFAX drawdown since its inception was -18.15%, roughly equal to the maximum LIFIX drawdown of -18.02%. Use the drawdown chart below to compare losses from any high point for LIFAX and LIFIX.


Loading charts...

Drawdown Indicators


LIFAXLIFIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.15%

-18.02%

-0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-1.18%

-1.27%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-2.03%

-2.11%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-8.56%

-8.49%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-18.05%

-18.02%

-0.03%

Current Drawdown

Current decline from peak

-0.93%

-0.93%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.50%

-3.22%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

0.31%

-0.01%

Volatility

LIFAX vs. LIFIX - Volatility Comparison

Lord Abbett Inflation Focused Fund Class A (LIFAX) and Lord Abbett Inflation Focused Fund (LIFIX) have volatilities of 0.95% and 0.92%, 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.


Loading charts...

Volatility by Period


LIFAXLIFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

0.92%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.77%

1.76%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

2.37%

2.37%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.98%

4.00%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.53%

4.53%

0.00%

LIFAX vs. LIFIX - Expense Ratio Comparison

LIFAX has a 0.79% expense ratio, which is higher than LIFIX's 0.47% expense ratio.


Dividends

LIFAX vs. LIFIX - Dividend Comparison

LIFAX's dividend yield for the trailing twelve months is around 4.76%, less than LIFIX's 4.96% yield.


PositionTTM20252024202320222021202020192018201720162015
LIFAX
Lord Abbett Inflation Focused Fund Class A
4.76%4.74%4.00%3.69%2.60%2.35%3.59%3.95%3.95%3.76%4.32%4.21%
LIFIX
Lord Abbett Inflation Focused Fund
4.96%4.94%4.17%3.88%2.77%2.55%3.77%4.15%4.18%3.96%4.43%4.42%

Frequently Asked Questions


LIFAX and LIFIX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LIFAX has higher volatility (0.95%) compared to LIFIX (0.92%). In terms of maximum drawdown, LIFAX dropped -18.15% vs LIFIX's -18.02%.

LIFIX currently has the higher Sharpe Ratio (1.94 vs 1.85), 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.

Portfolio Optimizer

Find the right allocation for LIFAX and LIFIX

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