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LOCFX vs. WESRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LOCFX vs. WESRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Convertible Fund Class F3 (LOCFX) and TETON Convertible Securities Fund (WESRX). The values are adjusted to include any dividend payments, if applicable.

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LOCFX vs. WESRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WESRX
TETON Convertible Securities Fund
-3.62%17.20%11.73%5.09%-21.96%2.21%27.22%24.42%-0.80%11.02%

Returns By Period

In the year-to-date period, LOCFX achieves a 1.75% return, which is significantly higher than WESRX's -3.62% return.


LOCFX

1D
-1.63%
1M
-5.41%
YTD
1.75%
6M
4.96%
1Y
26.30%
3Y*
14.26%
5Y*
3.19%
10Y*

WESRX

1D
-1.92%
1M
-6.40%
YTD
-3.62%
6M
-5.25%
1Y
16.02%
3Y*
8.34%
5Y*
1.40%
10Y*
7.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LOCFX vs. WESRX - Expense Ratio Comparison

LOCFX has a 0.82% expense ratio, which is lower than WESRX's 1.15% expense ratio.


Return for Risk

LOCFX vs. WESRX — Risk / Return Rank

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

LOCFX
LOCFX Risk / Return Rank: 9090
Overall Rank
LOCFX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LOCFX Sortino Ratio Rank: 8888
Sortino Ratio Rank
LOCFX Omega Ratio Rank: 8282
Omega Ratio Rank
LOCFX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LOCFX Martin Ratio Rank: 9494
Martin Ratio Rank

WESRX
WESRX Risk / Return Rank: 4444
Overall Rank
WESRX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
WESRX Sortino Ratio Rank: 4747
Sortino Ratio Rank
WESRX Omega Ratio Rank: 3737
Omega Ratio Rank
WESRX Calmar Ratio Rank: 4949
Calmar Ratio Rank
WESRX Martin Ratio Rank: 3535
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.

LOCFX vs. WESRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Convertible Fund Class F3 (LOCFX) and TETON Convertible Securities Fund (WESRX). 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.


LOCFXWESRXDifference

Sharpe ratio

Return per unit of total volatility

1.82

0.97

+0.86

Sortino ratio

Return per unit of downside risk

2.46

1.38

+1.09

Omega ratio

Gain probability vs. loss probability

1.33

1.18

+0.15

Calmar ratio

Return relative to maximum drawdown

3.51

1.21

+2.30

Martin ratio

Return relative to average drawdown

12.60

3.72

+8.88

LOCFX vs. WESRX - Sharpe Ratio Comparison

The current LOCFX Sharpe Ratio is 1.82, which is higher than the WESRX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of LOCFX and WESRX, 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


LOCFXWESRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

0.97

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.10

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.47

+0.31

Correlation

The correlation between LOCFX and WESRX is 0.85, 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. WESRX - Dividend Comparison

LOCFX's dividend yield for the trailing twelve months is around 1.52%, less than WESRX's 8.37% yield.


TTM20252024202320222021202020192018201720162015
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%
WESRX
TETON Convertible Securities Fund
8.37%8.95%2.87%2.63%11.45%10.69%3.13%2.75%5.87%1.95%5.10%0.25%

Drawdowns

LOCFX vs. WESRX - Drawdown Comparison

The maximum LOCFX drawdown since its inception was -33.29%, smaller than the maximum WESRX drawdown of -51.81%. Use the drawdown chart below to compare losses from any high point for LOCFX and WESRX.


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Drawdown Indicators


LOCFXWESRXDifference

Max Drawdown

Largest peak-to-trough decline

-33.29%

-51.81%

+18.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.02%

-12.04%

+5.02%

Max Drawdown (5Y)

Largest decline over 5 years

-30.60%

-31.66%

+1.06%

Max Drawdown (10Y)

Largest decline over 10 years

-31.66%

Current Drawdown

Current decline from peak

-7.02%

-12.04%

+5.02%

Average Drawdown

Average peak-to-trough decline

-11.41%

-9.12%

-2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

3.91%

-1.96%

Volatility

LOCFX vs. WESRX - Volatility Comparison

Lord Abbett Convertible Fund Class F3 (LOCFX) and TETON Convertible Securities Fund (WESRX) have volatilities of 6.00% and 5.97%, 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


LOCFXWESRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

5.97%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

13.20%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

16.29%

-1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.83%

14.13%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.93%

13.41%

+0.52%