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LLDYX vs. FXNAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LLDYX vs. FXNAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Short Duration Income Fund (LLDYX) and Fidelity U.S. Bond Index Fund (FXNAX). The values are adjusted to include any dividend payments, if applicable.

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LLDYX vs. FXNAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LLDYX
Lord Abbett Short Duration Income Fund
-0.21%6.19%5.59%5.41%-5.35%1.07%3.17%5.64%1.47%2.74%
FXNAX
Fidelity U.S. Bond Index Fund
-0.26%7.14%1.35%5.82%-13.55%-2.10%7.63%8.50%0.04%3.50%

Returns By Period

In the year-to-date period, LLDYX achieves a -0.21% return, which is significantly higher than FXNAX's -0.26% return. Over the past 10 years, LLDYX has outperformed FXNAX with an annualized return of 2.81%, while FXNAX has yielded a comparatively lower 1.54% annualized return.


LLDYX

1D
0.26%
1M
-0.77%
YTD
-0.21%
6M
0.80%
1Y
4.34%
3Y*
5.09%
5Y*
2.36%
10Y*
2.81%

FXNAX

1D
0.19%
1M
-1.60%
YTD
-0.26%
6M
0.47%
1Y
3.69%
3Y*
3.52%
5Y*
0.10%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LLDYX vs. FXNAX - Expense Ratio Comparison

LLDYX has a 0.38% expense ratio, which is higher than FXNAX's 0.03% expense ratio.


Return for Risk

LLDYX vs. FXNAX — Risk / Return Rank

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

LLDYX
LLDYX Risk / Return Rank: 9393
Overall Rank
LLDYX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LLDYX Sortino Ratio Rank: 9292
Sortino Ratio Rank
LLDYX Omega Ratio Rank: 9595
Omega Ratio Rank
LLDYX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LLDYX Martin Ratio Rank: 9595
Martin Ratio Rank

FXNAX
FXNAX Risk / Return Rank: 4646
Overall Rank
FXNAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FXNAX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FXNAX Omega Ratio Rank: 3030
Omega Ratio Rank
FXNAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FXNAX Martin Ratio Rank: 4545
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.

LLDYX vs. FXNAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration Income Fund (LLDYX) and Fidelity U.S. Bond Index Fund (FXNAX). 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.


LLDYXFXNAXDifference

Sharpe ratio

Return per unit of total volatility

1.67

0.93

+0.75

Sortino ratio

Return per unit of downside risk

2.77

1.33

+1.44

Omega ratio

Gain probability vs. loss probability

1.52

1.16

+0.36

Calmar ratio

Return relative to maximum drawdown

3.73

1.66

+2.07

Martin ratio

Return relative to average drawdown

13.92

4.68

+9.24

LLDYX vs. FXNAX - Sharpe Ratio Comparison

The current LLDYX Sharpe Ratio is 1.67, which is higher than the FXNAX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of LLDYX and FXNAX, 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


LLDYXFXNAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

0.93

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.02

+0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.09

0.31

+0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.45

+0.64

Correlation

The correlation between LLDYX and FXNAX is 0.49, 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.


Dividends

LLDYX vs. FXNAX - Dividend Comparison

LLDYX's dividend yield for the trailing twelve months is around 4.80%, more than FXNAX's 3.34% yield.


TTM20252024202320222021202020192018201720162015
LLDYX
Lord Abbett Short Duration Income Fund
4.80%5.21%5.16%4.71%2.58%2.52%3.06%3.79%4.11%3.90%4.15%4.15%
FXNAX
Fidelity U.S. Bond Index Fund
3.34%3.58%3.40%3.15%1.81%1.74%2.92%2.68%2.74%2.57%2.76%2.52%

Drawdowns

LLDYX vs. FXNAX - Drawdown Comparison

The maximum LLDYX drawdown since its inception was -10.54%, smaller than the maximum FXNAX drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for LLDYX and FXNAX.


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Drawdown Indicators


LLDYXFXNAXDifference

Max Drawdown

Largest peak-to-trough decline

-10.54%

-19.51%

+8.97%

Max Drawdown (1Y)

Largest decline over 1 year

-1.29%

-2.71%

+1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-7.43%

-18.54%

+11.11%

Max Drawdown (10Y)

Largest decline over 10 years

-9.67%

-19.51%

+9.84%

Current Drawdown

Current decline from peak

-1.03%

-3.53%

+2.50%

Average Drawdown

Average peak-to-trough decline

-1.21%

-3.87%

+2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.96%

-0.62%

Volatility

LLDYX vs. FXNAX - Volatility Comparison

The current volatility for Lord Abbett Short Duration Income Fund (LLDYX) is 0.78%, while Fidelity U.S. Bond Index Fund (FXNAX) has a volatility of 1.55%. This indicates that LLDYX experiences smaller price fluctuations and is considered to be less risky than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LLDYXFXNAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

1.55%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

1.55%

2.58%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

2.64%

4.35%

-1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

6.04%

-3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.58%

4.99%

-2.41%