LLDYX vs. VTIP
Compare and contrast key facts about Lord Abbett Short Duration Income Fund (LLDYX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP).
LLDYX is managed by Lord Abbett. It was launched on Oct 19, 2004. VTIP is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. It was launched on Oct 12, 2012.
Performance
LLDYX vs. VTIP - Performance Comparison
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LLDYX vs. VTIP - 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% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.99% | 6.07% | 4.74% | 4.62% | -2.94% | 5.36% | 4.95% | 4.86% | 0.56% | 0.82% |
Returns By Period
In the year-to-date period, LLDYX achieves a -0.47% return, which is significantly lower than VTIP's 0.99% return. Over the past 10 years, LLDYX has underperformed VTIP with an annualized return of 2.78%, while VTIP has yielded a comparatively higher 3.07% 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%
VTIP
- 1D
- 0.02%
- 1M
- 0.10%
- YTD
- 0.99%
- 6M
- 1.37%
- 1Y
- 3.94%
- 3Y*
- 4.66%
- 5Y*
- 3.48%
- 10Y*
- 3.07%
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LLDYX vs. VTIP - Expense Ratio Comparison
LLDYX has a 0.38% expense ratio, which is higher than VTIP's 0.03% expense ratio.
Return for Risk
LLDYX vs. VTIP — Risk / Return Rank
LLDYX
VTIP
LLDYX vs. VTIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration Income Fund (LLDYX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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 | VTIP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.73 | 2.09 | -0.36 |
Sortino ratioReturn per unit of downside risk | 2.89 | 3.15 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.44 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.52 | 4.11 | -0.59 |
Martin ratioReturn relative to average drawdown | 13.37 | 13.24 | +0.13 |
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 | VTIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.73 | 2.09 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 1.26 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 1.12 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.87 | +0.21 |
Correlation
The correlation between LLDYX and VTIP is 0.36, 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. VTIP - Dividend Comparison
LLDYX's dividend yield for the trailing twelve months is around 4.81%, more than VTIP's 3.77% 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% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.77% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
Drawdowns
LLDYX vs. VTIP - Drawdown Comparison
The maximum LLDYX drawdown since its inception was -10.54%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for LLDYX and VTIP.
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Drawdown Indicators
| LLDYX | VTIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.54% | -6.27% | -4.27% |
Max Drawdown (1Y)Largest decline over 1 year | -1.29% | -0.98% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -7.43% | -5.50% | -1.93% |
Max Drawdown (10Y)Largest decline over 10 years | -9.67% | -6.27% | -3.40% |
Current DrawdownCurrent decline from peak | -1.29% | -0.26% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -1.21% | -1.05% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 0.30% | +0.04% |
Volatility
LLDYX vs. VTIP - Volatility Comparison
Lord Abbett Short Duration Income Fund (LLDYX) has a higher volatility of 0.74% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.60%. This indicates that LLDYX's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLDYX | VTIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 0.60% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 1.53% | 0.97% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.64% | 1.90% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.73% | 2.78% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.58% | 2.74% | -0.16% |