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LISAX vs. LHYAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LISAX vs. LHYAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Intermediate Tax Free Fund (LISAX) and Lord Abbett High Yield Fund (LHYAX). The values are adjusted to include any dividend payments, if applicable.

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LISAX vs. LHYAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LISAX
Lord Abbett Intermediate Tax Free Fund
-0.69%5.22%2.15%5.89%-10.61%2.08%4.16%7.85%1.14%5.09%
LHYAX
Lord Abbett High Yield Fund
-1.97%7.44%7.25%9.84%-14.97%6.16%4.56%15.11%-5.10%8.53%

Returns By Period

In the year-to-date period, LISAX achieves a -0.69% return, which is significantly higher than LHYAX's -1.97% return. Over the past 10 years, LISAX has underperformed LHYAX with an annualized return of 1.87%, while LHYAX has yielded a comparatively higher 4.65% annualized return.


LISAX

1D
0.10%
1M
-3.04%
YTD
-0.69%
6M
0.86%
1Y
4.14%
3Y*
3.29%
5Y*
0.63%
10Y*
1.87%

LHYAX

1D
0.00%
1M
-2.83%
YTD
-1.97%
6M
-0.64%
1Y
4.99%
3Y*
6.51%
5Y*
1.94%
10Y*
4.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LISAX vs. LHYAX - Expense Ratio Comparison

LISAX has a 0.71% expense ratio, which is lower than LHYAX's 0.88% expense ratio.


Return for Risk

LISAX vs. LHYAX — Risk / Return Rank

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

LISAX
LISAX Risk / Return Rank: 6464
Overall Rank
LISAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
LISAX Sortino Ratio Rank: 6464
Sortino Ratio Rank
LISAX Omega Ratio Rank: 8484
Omega Ratio Rank
LISAX Calmar Ratio Rank: 5555
Calmar Ratio Rank
LISAX Martin Ratio Rank: 4747
Martin Ratio Rank

LHYAX
LHYAX Risk / Return Rank: 6666
Overall Rank
LHYAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
LHYAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
LHYAX Omega Ratio Rank: 7676
Omega Ratio Rank
LHYAX Calmar Ratio Rank: 5858
Calmar Ratio Rank
LHYAX Martin Ratio Rank: 5555
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.

LISAX vs. LHYAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Intermediate Tax Free Fund (LISAX) and Lord Abbett High Yield Fund (LHYAX). 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.


LISAXLHYAXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.27

-0.06

Sortino ratio

Return per unit of downside risk

1.62

1.75

-0.13

Omega ratio

Gain probability vs. loss probability

1.34

1.29

+0.05

Calmar ratio

Return relative to maximum drawdown

1.30

1.35

-0.05

Martin ratio

Return relative to average drawdown

4.63

5.26

-0.62

LISAX vs. LHYAX - Sharpe Ratio Comparison

The current LISAX Sharpe Ratio is 1.21, which is comparable to the LHYAX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of LISAX and LHYAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LISAXLHYAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.27

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.39

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.81

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

1.13

-0.20

Correlation

The correlation between LISAX and LHYAX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LISAX vs. LHYAX - Dividend Comparison

LISAX's dividend yield for the trailing twelve months is around 3.46%, less than LHYAX's 6.80% yield.


TTM20252024202320222021202020192018201720162015
LISAX
Lord Abbett Intermediate Tax Free Fund
3.46%3.95%2.91%2.51%1.80%2.06%2.33%2.85%2.62%2.42%2.60%2.82%
LHYAX
Lord Abbett High Yield Fund
6.80%7.13%6.02%5.84%4.60%4.91%5.15%5.47%6.29%5.65%5.85%6.08%

Drawdowns

LISAX vs. LHYAX - Drawdown Comparison

The maximum LISAX drawdown since its inception was -15.18%, smaller than the maximum LHYAX drawdown of -31.68%. Use the drawdown chart below to compare losses from any high point for LISAX and LHYAX.


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Drawdown Indicators


LISAXLHYAXDifference

Max Drawdown

Largest peak-to-trough decline

-15.18%

-31.68%

+16.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.71%

-3.80%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-15.18%

-18.67%

+3.49%

Max Drawdown (10Y)

Largest decline over 10 years

-15.18%

-24.23%

+9.05%

Current Drawdown

Current decline from peak

-3.04%

-3.02%

-0.02%

Average Drawdown

Average peak-to-trough decline

-2.17%

-3.09%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.98%

+0.06%

Volatility

LISAX vs. LHYAX - Volatility Comparison

The current volatility for Lord Abbett Intermediate Tax Free Fund (LISAX) is 0.98%, while Lord Abbett High Yield Fund (LHYAX) has a volatility of 1.41%. This indicates that LISAX experiences smaller price fluctuations and is considered to be less risky than LHYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LISAXLHYAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

1.41%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

2.57%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

4.22%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.33%

5.04%

-1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.67%

5.72%

-2.05%