LLDYX vs. JSOSX
Compare and contrast key facts about Lord Abbett Short Duration Income Fund (LLDYX) and JPMorgan Strategic Income Opportunities Fund Class I (JSOSX).
LLDYX is managed by Lord Abbett. It was launched on Oct 19, 2004. JSOSX is managed by JPMorgan. It was launched on Oct 10, 2008.
Performance
LLDYX vs. JSOSX - Performance Comparison
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LLDYX vs. JSOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLDYX Lord Abbett Short Duration Income Fund | -0.47% | 6.19% | 5.59% | 5.41% | -5.35% | 1.07% | 3.17% | 5.64% | 1.47% | 2.74% |
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 0.41% | 3.70% | 5.45% | 5.25% | 0.46% | 0.64% | 1.55% | 3.97% | 0.77% | 3.34% |
Returns By Period
In the year-to-date period, LLDYX achieves a -0.47% return, which is significantly lower than JSOSX's 0.41% return. Over the past 10 years, LLDYX has underperformed JSOSX with an annualized return of 2.78%, while JSOSX has yielded a comparatively higher 3.32% annualized return.
LLDYX
- 1D
- 0.00%
- 1M
- -1.29%
- YTD
- -0.47%
- 6M
- 0.80%
- 1Y
- 4.07%
- 3Y*
- 5.00%
- 5Y*
- 2.30%
- 10Y*
- 2.78%
JSOSX
- 1D
- 0.00%
- 1M
- -0.26%
- YTD
- 0.41%
- 6M
- 1.32%
- 1Y
- 3.43%
- 3Y*
- 4.66%
- 5Y*
- 3.10%
- 10Y*
- 3.32%
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LLDYX vs. JSOSX - Expense Ratio Comparison
LLDYX has a 0.38% expense ratio, which is lower than JSOSX's 0.77% expense ratio.
Return for Risk
LLDYX vs. JSOSX — Risk / Return Rank
LLDYX
JSOSX
LLDYX vs. JSOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration Income Fund (LLDYX) and JPMorgan Strategic Income Opportunities Fund Class I (JSOSX). 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.
| LLDYX | JSOSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.73 | 5.06 | -3.34 |
Sortino ratioReturn per unit of downside risk | 2.89 | 9.95 | -7.07 |
Omega ratioGain probability vs. loss probability | 1.54 | 3.85 | -2.31 |
Calmar ratioReturn relative to maximum drawdown | 3.52 | 13.42 | -9.90 |
Martin ratioReturn relative to average drawdown | 13.37 | 93.93 | -80.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LLDYX | JSOSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.73 | 5.06 | -3.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 3.99 | -3.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 2.59 | -1.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 1.98 | -0.90 |
Correlation
The correlation between LLDYX and JSOSX is 0.10, 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
LLDYX vs. JSOSX - Dividend Comparison
LLDYX's dividend yield for the trailing twelve months is around 4.81%, more than JSOSX's 3.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLDYX Lord Abbett Short Duration Income Fund | 4.81% | 5.21% | 5.16% | 4.71% | 2.58% | 2.52% | 3.06% | 3.79% | 4.11% | 3.90% | 4.15% | 4.15% |
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 3.74% | 3.82% | 5.05% | 4.77% | 1.69% | 0.55% | 1.26% | 2.85% | 3.00% | 3.21% | 4.30% | 3.44% |
Drawdowns
LLDYX vs. JSOSX - Drawdown Comparison
The maximum LLDYX drawdown since its inception was -10.54%, which is greater than JSOSX's maximum drawdown of -6.40%. Use the drawdown chart below to compare losses from any high point for LLDYX and JSOSX.
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Drawdown Indicators
| LLDYX | JSOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.54% | -6.40% | -4.14% |
Max Drawdown (1Y)Largest decline over 1 year | -1.29% | -0.26% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -7.43% | -0.98% | -6.45% |
Max Drawdown (10Y)Largest decline over 10 years | -9.67% | -6.19% | -3.48% |
Current DrawdownCurrent decline from peak | -1.29% | -0.26% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -1.21% | -0.47% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 0.04% | +0.30% |
Volatility
LLDYX vs. JSOSX - Volatility Comparison
Lord Abbett Short Duration Income Fund (LLDYX) has a higher volatility of 0.74% compared to JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) at 0.34%. This indicates that LLDYX's price experiences larger fluctuations and is considered to be riskier than JSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLDYX | JSOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 0.34% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 1.53% | 0.50% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.64% | 0.68% | +1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.73% | 0.78% | +1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.58% | 1.29% | +1.29% |