LIFAX vs. WIA
LIFAX (Lord Abbett Inflation Focused Fund Class A) and WIA (Western Asset Inflation-Linked Income Fund) are both Inflation-Protected Bonds funds. Over the past 10 years, LIFAX returned 3.76%/yr vs 3.70%/yr for WIA. Their 0.21 correlation means their historical movements had little consistent relationship. LIFAX charges 0.79%/yr vs 4.00%/yr for WIA.
Performance
LIFAX vs. WIA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LIFAX achieves a 1.22% return, which is significantly higher than WIA's 0.15% return. Both investments have delivered pretty close results over the past 10 years, with LIFAX having a 3.76% annualized return and WIA not far behind at 3.70%.
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%
WIA
- 1D
- 0.00%
- 1M
- -1.70%
- 6M
- -0.36%
- YTD
- 0.15%
- 1Y
- 2.83%
- 3Y*
- 6.05%
- 5Y*
- -1.32%
- 10Y*
- 3.70%
- ALL TIME*
- 2.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $300.97K | $311.91K | $319.88K |
LIFAX vs. WIA - 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% |
WIA Western Asset Inflation-Linked Income Fund | 0.15% | 11.43% | 6.08% | 5.04% | -25.85% | 7.70% | 19.35% | 18.98% | -6.83% | 6.41% |
Correlation
The correlation between LIFAX and WIA is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2011 | 0.21 |
The correlation between LIFAX and WIA shifts across timeframes, from 0.21 (all time) to 0.41 (3 years), reflecting how their relationship changes across market environments.
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. WIA — Risk / Return Rank
LIFAX
WIA
LIFAX vs. WIA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Inflation Focused Fund Class A (LIFAX) and Western Asset Inflation-Linked Income Fund (WIA). 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 | WIA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.08 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 0.66 | +2.28 |
| Martin ratioReturn relative to average drawdown | 8.82 | 1.70 | +7.12 |
Loading charts...
Drawdowns
LIFAX vs. WIA - Drawdown Comparison
The maximum LIFAX drawdown since its inception was -18.15%, smaller than the maximum WIA drawdown of -30.36%. Use the drawdown chart below to compare losses from any high point for LIFAX and WIA.
Loading charts...
Drawdown Indicators
| LIFAX | WIA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.15% | -30.36% | +12.21% |
Max Drawdown (1Y)Largest decline over 1 year | -1.18% | -3.95% | +2.77% |
Max Drawdown (3Y)Largest decline over 3 years | -2.03% | -8.13% | +6.10% |
Max Drawdown (5Y)Largest decline over 5 years | -8.56% | -30.36% | +21.80% |
Max Drawdown (10Y)Largest decline over 10 years | -18.05% | -30.36% | +12.31% |
Current DrawdownCurrent decline from peak | -0.72% | -8.68% | +7.96% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -8.71% | +5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 1.52% | -1.13% |
Volatility
LIFAX vs. WIA - Volatility Comparison
The current volatility for Lord Abbett Inflation Focused Fund Class A (LIFAX) is 0.49%, while Western Asset Inflation-Linked Income Fund (WIA) has a volatility of 1.43%. This indicates that LIFAX experiences smaller price fluctuations and is considered to be less risky than WIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LIFAX | WIA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.49% | 1.43% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 1.82% | 3.75% | -1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.35% | 5.75% | -3.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.93% | 9.57% | -5.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.48% | 10.55% | -6.07% |
LIFAX vs. WIA - Expense Ratio Comparison
LIFAX has a 0.79% expense ratio, which is lower than WIA's 4.00% expense ratio.
Dividends
LIFAX vs. WIA - Dividend Comparison
LIFAX's dividend yield for the trailing twelve months is around 4.42%, less than WIA's 7.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WIA Western Asset Inflation-Linked Income Fund | 7.88% | 7.50% | 7.50% | 11.08% | 15.23% | 10.65% | 5.71% | 3.41% | 3.91% | 3.43% | 3.34% | 3.63% |
Frequently Asked Questions
LIFAX and WIA have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WIA has higher volatility (1.43%) compared to LIFAX (0.49%). In terms of maximum drawdown, LIFAX dropped -18.15% vs WIA's -30.36%.
LIFAX currently has the higher Sharpe Ratio (1.49 vs 0.45), 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 LIFAX and WIA
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