Correlation
The correlation between LISAX and SGOV is 0.00, 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.
LISAX vs. SGOV
Compare and contrast key facts about Lord Abbett Intermediate Tax Free Fund (LISAX) and iShares 0-3 Month Treasury Bond ETF (SGOV).
LISAX is managed by Lord Abbett. It was launched on Jun 29, 2003. SGOV is a passively managed fund by iShares that tracks the performance of the ICE 0-3 Month US Treasury Bill Index. It was launched on May 26, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LISAX or SGOV.
Performance
LISAX vs. SGOV - Performance Comparison
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Key characteristics
LISAX:
0.57
SGOV:
21.63
LISAX:
0.69
SGOV:
474.39
LISAX:
1.12
SGOV:
475.39
LISAX:
0.38
SGOV:
485.71
LISAX:
1.62
SGOV:
7,710.35
LISAX:
1.31%
SGOV:
0.00%
LISAX:
4.17%
SGOV:
0.22%
LISAX:
-14.69%
SGOV:
-0.03%
LISAX:
-3.67%
SGOV:
0.00%
Returns By Period
In the year-to-date period, LISAX achieves a -0.74% return, which is significantly lower than SGOV's 1.75% return.
LISAX
-0.74%
-0.20%
-1.46%
2.39%
1.98%
1.01%
1.89%
SGOV
1.75%
0.35%
2.15%
4.82%
4.55%
2.74%
N/A
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LISAX vs. SGOV - Expense Ratio Comparison
LISAX has a 0.71% expense ratio, which is higher than SGOV's 0.03% expense ratio.
Risk-Adjusted Performance
LISAX vs. SGOV — Risk-Adjusted Performance Rank
LISAX
SGOV
LISAX vs. SGOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Intermediate Tax Free Fund (LISAX) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.
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Dividends
LISAX vs. SGOV - Dividend Comparison
LISAX's dividend yield for the trailing twelve months is around 3.32%, less than SGOV's 4.69% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LISAX Lord Abbett Intermediate Tax Free Fund | 3.32% | 3.16% | 2.74% | 2.37% | 2.23% | 2.33% | 2.64% | 2.63% | 2.43% | 2.64% | 2.83% | 2.90% |
SGOV iShares 0-3 Month Treasury Bond ETF | 4.69% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LISAX vs. SGOV - Drawdown Comparison
The maximum LISAX drawdown since its inception was -14.69%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for LISAX and SGOV.
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Volatility
LISAX vs. SGOV - Volatility Comparison
Lord Abbett Intermediate Tax Free Fund (LISAX) has a higher volatility of 0.58% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that LISAX's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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