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LISDX vs. LSYIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LISDX vs. LSYIX - Performance Comparison

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

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LISDX vs. LSYIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LISDX
Lord Abbett Short Duration Tax Free Fund
-0.18%4.44%3.11%3.14%-4.38%0.55%4.14%
LSYIX
Lord Abbett Short Duration High Yield Fund
-1.69%7.71%8.65%10.63%-7.19%4.69%14.35%

Returns By Period

In the year-to-date period, LISDX achieves a -0.18% return, which is significantly higher than LSYIX's -1.69% return.


LISDX

1D
0.00%
1M
-1.44%
YTD
-0.18%
6M
0.45%
1Y
3.29%
3Y*
3.11%
5Y*
1.27%
10Y*
1.51%

LSYIX

1D
0.11%
1M
-2.57%
YTD
-1.69%
6M
-0.45%
1Y
5.59%
3Y*
7.45%
5Y*
4.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LISDX vs. LSYIX - Expense Ratio Comparison

Both LISDX and LSYIX have an expense ratio of 0.45%.


Return for Risk

LISDX vs. LSYIX — Risk / Return Rank

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

LISDX
LISDX Risk / Return Rank: 8989
Overall Rank
LISDX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LISDX Sortino Ratio Rank: 9292
Sortino Ratio Rank
LISDX Omega Ratio Rank: 9696
Omega Ratio Rank
LISDX Calmar Ratio Rank: 8585
Calmar Ratio Rank
LISDX Martin Ratio Rank: 8585
Martin Ratio Rank

LSYIX
LSYIX Risk / Return Rank: 7373
Overall Rank
LSYIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
LSYIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
LSYIX Omega Ratio Rank: 8686
Omega Ratio Rank
LSYIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
LSYIX Martin Ratio Rank: 6161
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.

LISDX vs. LSYIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration Tax Free Fund (LISDX) and Lord Abbett Short Duration High Yield Fund (LSYIX). 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.


LISDXLSYIXDifference

Sharpe ratio

Return per unit of total volatility

1.83

1.44

+0.39

Sortino ratio

Return per unit of downside risk

2.73

1.99

+0.74

Omega ratio

Gain probability vs. loss probability

1.59

1.35

+0.23

Calmar ratio

Return relative to maximum drawdown

2.15

1.41

+0.74

Martin ratio

Return relative to average drawdown

8.75

5.83

+2.92

LISDX vs. LSYIX - Sharpe Ratio Comparison

The current LISDX Sharpe Ratio is 1.83, which is comparable to the LSYIX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of LISDX and LSYIX, 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


LISDXLSYIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.44

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.98

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

1.44

-0.20

Correlation

The correlation between LISDX and LSYIX is 0.38, 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

LISDX vs. LSYIX - Dividend Comparison

LISDX's dividend yield for the trailing twelve months is around 3.04%, less than LSYIX's 7.61% yield.


TTM20252024202320222021202020192018201720162015
LISDX
Lord Abbett Short Duration Tax Free Fund
3.04%3.53%3.06%2.34%1.12%1.05%1.58%2.15%1.74%1.31%1.29%1.22%
LSYIX
Lord Abbett Short Duration High Yield Fund
7.61%8.11%8.18%6.51%5.01%5.96%4.75%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LISDX vs. LSYIX - Drawdown Comparison

The maximum LISDX drawdown since its inception was -6.72%, smaller than the maximum LSYIX drawdown of -10.79%. Use the drawdown chart below to compare losses from any high point for LISDX and LSYIX.


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Drawdown Indicators


LISDXLSYIXDifference

Max Drawdown

Largest peak-to-trough decline

-6.72%

-10.79%

+4.07%

Max Drawdown (1Y)

Largest decline over 1 year

-1.72%

-4.12%

+2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-6.72%

-10.79%

+4.07%

Max Drawdown (10Y)

Largest decline over 10 years

-6.72%

Current Drawdown

Current decline from peak

-1.44%

-2.73%

+1.29%

Average Drawdown

Average peak-to-trough decline

-0.81%

-1.90%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

0.99%

-0.57%

Volatility

LISDX vs. LSYIX - Volatility Comparison

The current volatility for Lord Abbett Short Duration Tax Free Fund (LISDX) is 0.52%, while Lord Abbett Short Duration High Yield Fund (LSYIX) has a volatility of 1.31%. This indicates that LISDX experiences smaller price fluctuations and is considered to be less risky than LSYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LISDXLSYIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

1.31%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

0.99%

2.40%

-1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

1.99%

4.27%

-2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.61%

4.24%

-2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.75%

4.21%

-2.46%