LLDYX vs. BND
Compare and contrast key facts about Lord Abbett Short Duration Income Fund (LLDYX) and Vanguard Total Bond Market ETF (BND).
LLDYX is managed by Lord Abbett. It was launched on Oct 19, 2004. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LLDYX or BND.
Performance
LLDYX vs. BND - Performance Comparison
Returns By Period
In the year-to-date period, LLDYX achieves a 5.10% return, which is significantly higher than BND's 1.66% return. Over the past 10 years, LLDYX has outperformed BND with an annualized return of 2.37%, while BND has yielded a comparatively lower 1.39% annualized return.
LLDYX
5.10%
0.17%
3.45%
6.93%
1.98%
2.37%
BND
1.66%
-0.79%
3.22%
6.06%
-0.33%
1.39%
Key characteristics
| LLDYX | BND | |
|---|---|---|
| Sharpe Ratio | 2.44 | 1.09 |
| Sortino Ratio | 4.42 | 1.59 |
| Omega Ratio | 1.83 | 1.19 |
| Calmar Ratio | 4.78 | 0.42 |
| Martin Ratio | 21.79 | 3.51 |
| Ulcer Index | 0.31% | 1.75% |
| Daily Std Dev | 2.71% | 5.65% |
| Max Drawdown | -10.54% | -18.84% |
| Current Drawdown | -0.60% | -9.11% |
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LLDYX vs. BND - Expense Ratio Comparison
LLDYX has a 0.38% expense ratio, which is higher than BND's 0.03% expense ratio.
Correlation
The correlation between LLDYX and BND is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
LLDYX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration Income Fund (LLDYX) and Vanguard Total Bond Market ETF (BND). 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.
Dividends
LLDYX vs. BND - Dividend Comparison
LLDYX's dividend yield for the trailing twelve months is around 5.13%, more than BND's 3.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLDYX Lord Abbett Short Duration Income Fund | 5.13% | 4.71% | 3.42% | 2.52% | 3.04% | 3.80% | 4.15% | 3.88% | 4.14% | 4.15% | 4.02% | 3.89% |
BND Vanguard Total Bond Market ETF | 3.57% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
LLDYX vs. BND - Drawdown Comparison
The maximum LLDYX drawdown since its inception was -10.54%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for LLDYX and BND. For additional features, visit the drawdowns tool.
Volatility
LLDYX vs. BND - Volatility Comparison
The current volatility for Lord Abbett Short Duration Income Fund (LLDYX) is 0.74%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.52%. This indicates that LLDYX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.