LOCFX vs. ANNPX
Compare and contrast key facts about Lord Abbett Convertible Fund Class F3 (LOCFX) and Virtus Convertible Fund (ANNPX).
LOCFX is a passively managed fund by Lord Abbett that tracks the performance of the ICE BofA All Convertible Index. It was launched on Jun 30, 2003. ANNPX is managed by Allianz. It was launched on Apr 18, 1993.
Performance
LOCFX vs. ANNPX - Performance Comparison
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LOCFX vs. ANNPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LOCFX Lord Abbett Convertible Fund Class F3 | 1.75% | 22.43% | 14.00% | 7.30% | -23.12% | 1.40% | 64.47% | 25.07% | -6.42% | 10.04% |
ANNPX Virtus Convertible Fund | -0.19% | 22.50% | 14.13% | 8.39% | -18.65% | 4.96% | 55.99% | 26.45% | 2.76% | 9.98% |
Returns By Period
In the year-to-date period, LOCFX achieves a 1.75% return, which is significantly higher than ANNPX's -0.19% return.
LOCFX
- 1D
- -1.63%
- 1M
- -5.41%
- YTD
- 1.75%
- 6M
- 4.96%
- 1Y
- 26.30%
- 3Y*
- 14.26%
- 5Y*
- 3.19%
- 10Y*
- —
ANNPX
- 1D
- -1.73%
- 1M
- -5.81%
- YTD
- -0.19%
- 6M
- 2.89%
- 1Y
- 26.44%
- 3Y*
- 13.75%
- 5Y*
- 4.99%
- 10Y*
- 12.62%
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LOCFX vs. ANNPX - Expense Ratio Comparison
LOCFX has a 0.82% expense ratio, which is higher than ANNPX's 0.71% expense ratio.
Return for Risk
LOCFX vs. ANNPX — Risk / Return Rank
LOCFX
ANNPX
LOCFX vs. ANNPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Convertible Fund Class F3 (LOCFX) and Virtus Convertible Fund (ANNPX). 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.
| LOCFX | ANNPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 1.87 | -0.05 |
Sortino ratioReturn per unit of downside risk | 2.46 | 2.48 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.51 | 3.47 | +0.03 |
Martin ratioReturn relative to average drawdown | 12.60 | 13.90 | -1.30 |
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
| LOCFX | ANNPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 1.87 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.39 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.51 | +0.27 |
Correlation
The correlation between LOCFX and ANNPX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LOCFX vs. ANNPX - Dividend Comparison
LOCFX's dividend yield for the trailing twelve months is around 1.52%, less than ANNPX's 11.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOCFX Lord Abbett Convertible Fund Class F3 | 1.52% | 1.86% | 2.29% | 2.06% | 2.72% | 18.36% | 16.20% | 8.75% | 5.02% | 2.08% | 0.00% | 0.00% |
ANNPX Virtus Convertible Fund | 11.28% | 11.32% | 2.31% | 2.56% | 1.55% | 20.74% | 6.94% | 5.12% | 18.79% | 23.47% | 2.88% | 10.63% |
Drawdowns
LOCFX vs. ANNPX - Drawdown Comparison
The maximum LOCFX drawdown since its inception was -33.29%, smaller than the maximum ANNPX drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for LOCFX and ANNPX.
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Drawdown Indicators
| LOCFX | ANNPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.29% | -55.61% | +22.32% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -7.15% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -30.60% | -26.85% | -3.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.36% | — |
Current DrawdownCurrent decline from peak | -7.02% | -7.15% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -11.41% | -17.54% | +6.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.79% | +0.16% |
Volatility
LOCFX vs. ANNPX - Volatility Comparison
Lord Abbett Convertible Fund Class F3 (LOCFX) and Virtus Convertible Fund (ANNPX) have volatilities of 6.00% and 6.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOCFX | ANNPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 6.20% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.03% | 11.16% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 14.09% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.83% | 12.78% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.93% | 13.44% | +0.49% |