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LMIYX vs. LSYIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMIYX vs. LSYIX - Performance Comparison

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

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LMIYX vs. LSYIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LMIYX
Lord Abbett Micro Cap Growth Fund
-5.13%11.02%27.28%6.14%-29.10%32.54%111.06%
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, LMIYX achieves a -5.13% return, which is significantly lower than LSYIX's -1.69% return.


LMIYX

1D
-2.42%
1M
-8.75%
YTD
-5.13%
6M
-2.91%
1Y
28.22%
3Y*
10.44%
5Y*
3.54%
10Y*
18.25%

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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LMIYX vs. LSYIX - Expense Ratio Comparison

LMIYX has a 1.12% expense ratio, which is higher than LSYIX's 0.45% expense ratio.


Return for Risk

LMIYX vs. LSYIX — Risk / Return Rank

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

LMIYX
LMIYX Risk / Return Rank: 5959
Overall Rank
LMIYX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LMIYX Sortino Ratio Rank: 5454
Sortino Ratio Rank
LMIYX Omega Ratio Rank: 4040
Omega Ratio Rank
LMIYX Calmar Ratio Rank: 8181
Calmar Ratio Rank
LMIYX Martin Ratio Rank: 7171
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.

LMIYX vs. LSYIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Micro Cap Growth Fund (LMIYX) 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.


LMIYXLSYIXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.44

-0.46

Sortino ratio

Return per unit of downside risk

1.48

1.99

-0.52

Omega ratio

Gain probability vs. loss probability

1.18

1.35

-0.17

Calmar ratio

Return relative to maximum drawdown

1.95

1.41

+0.55

Martin ratio

Return relative to average drawdown

6.74

5.83

+0.91

LMIYX vs. LSYIX - Sharpe Ratio Comparison

The current LMIYX Sharpe Ratio is 0.99, which is lower than the LSYIX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of LMIYX 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


LMIYXLSYIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.44

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.98

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.44

-0.99

Correlation

The correlation between LMIYX and LSYIX is 0.47, 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

LMIYX vs. LSYIX - Dividend Comparison

LMIYX's dividend yield for the trailing twelve months is around 0.01%, less than LSYIX's 7.61% yield.


TTM20252024202320222021202020192018201720162015
LMIYX
Lord Abbett Micro Cap Growth Fund
0.01%0.01%0.00%0.00%0.00%22.32%23.16%15.30%37.13%15.17%0.00%21.83%
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

LMIYX vs. LSYIX - Drawdown Comparison

The maximum LMIYX drawdown since its inception was -61.35%, which is greater than LSYIX's maximum drawdown of -10.79%. Use the drawdown chart below to compare losses from any high point for LMIYX and LSYIX.


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Drawdown Indicators


LMIYXLSYIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.35%

-10.79%

-50.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-4.12%

-8.48%

Max Drawdown (5Y)

Largest decline over 5 years

-42.86%

-10.79%

-32.07%

Max Drawdown (10Y)

Largest decline over 10 years

-43.37%

Current Drawdown

Current decline from peak

-11.80%

-2.73%

-9.07%

Average Drawdown

Average peak-to-trough decline

-18.42%

-1.90%

-16.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

0.99%

+2.66%

Volatility

LMIYX vs. LSYIX - Volatility Comparison

Lord Abbett Micro Cap Growth Fund (LMIYX) has a higher volatility of 9.56% compared to Lord Abbett Short Duration High Yield Fund (LSYIX) at 1.31%. This indicates that LMIYX's price experiences larger fluctuations and is considered to be riskier 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


LMIYXLSYIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.56%

1.31%

+8.25%

Volatility (6M)

Calculated over the trailing 6-month period

19.91%

2.40%

+17.51%

Volatility (1Y)

Calculated over the trailing 1-year period

27.53%

4.27%

+23.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.08%

4.24%

+25.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.82%

4.21%

+24.61%