LSCIX vs. AGG
LSCIX (Lord Abbett Short Duration Core Bond Fund) and AGG (iShares Core U.S. Aggregate Bond ETF) are both funds - LSCIX is a Short-Term Bond fund managed by Lord Abbett, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Over the past 5 years, LSCIX returned 2.26%/yr vs 0.10%/yr for AGG. A 0.59 correlation means they provide meaningful diversification when combined. LSCIX charges 0.40%/yr vs 0.03%/yr for AGG.
Performance
LSCIX vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, LSCIX achieves a 0.67% return, which is significantly higher than AGG's 0.25% return.
LSCIX
- 1D
- 0.00%
- 1M
- 0.26%
- YTD
- 0.67%
- 6M
- 1.05%
- 1Y
- 4.14%
- 3Y*
- 4.89%
- 5Y*
- 2.26%
- 10Y*
- —
AGG
- 1D
- -0.21%
- 1M
- 0.24%
- YTD
- 0.25%
- 6M
- 0.09%
- 1Y
- 5.14%
- 3Y*
- 3.95%
- 5Y*
- 0.10%
- 10Y*
- 1.57%
LSCIX vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSCIX Lord Abbett Short Duration Core Bond Fund | 0.67% | 5.73% | 4.84% | 4.78% | -4.20% | 0.17% | 2.76% | 4.99% | 1.62% | 0.15% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.25% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 1.87% |
Correlation
The correlation between LSCIX and AGG is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2017 | 0.59 |
The correlation between LSCIX and AGG has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.
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Return for Risk
LSCIX vs. AGG — Risk / Return Rank
LSCIX
AGG
LSCIX vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration Core Bond Fund (LSCIX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| LSCIX | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.24 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 1.87 | +1.09 |
| Martin ratioReturn relative to average drawdown | 11.39 | 5.73 | +5.66 |
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
| LSCIX | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 1.34 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.02 | +0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.59 | +0.51 |
Drawdowns
LSCIX vs. AGG - Drawdown Comparison
The maximum LSCIX drawdown since its inception was -7.31%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for LSCIX and AGG.
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Drawdown Indicators
| LSCIX | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.31% | -18.43% | +11.12% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -2.76% | +1.36% |
Max Drawdown (3Y)Largest decline over 3 years | -1.40% | -6.11% | +4.71% |
Max Drawdown (5Y)Largest decline over 5 years | -6.51% | -17.82% | +11.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.43% | — |
Current DrawdownCurrent decline from peak | -0.20% | -2.14% | +1.94% |
Average DrawdownAverage peak-to-trough decline | -0.96% | -2.71% | +1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 0.90% | -0.54% |
Volatility
LSCIX vs. AGG - Volatility Comparison
The current volatility for Lord Abbett Short Duration Core Bond Fund (LSCIX) is 0.69%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.30%. This indicates that LSCIX experiences smaller price fluctuations and is considered to be less risky than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSCIX | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 1.30% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 1.53% | 2.74% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.07% | 3.85% | -1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.27% | 6.09% | -3.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.11% | 5.40% | -3.29% |
LSCIX vs. AGG - Expense Ratio Comparison
LSCIX has a 0.40% expense ratio, which is higher than AGG's 0.03% expense ratio.
Dividends
LSCIX vs. AGG - Dividend Comparison
LSCIX's dividend yield for the trailing twelve months is around 4.63%, more than AGG's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.99% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
LSCIX Lord Abbett Short Duration Core Bond Fund | 4.63% | 4.68% | 4.61% | 4.08% | 2.32% | 1.92% | 2.49% | 3.22% | 3.35% | 1.16% | 0.00% | 0.00% |
Frequently Asked Questions
LSCIX and AGG have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGG has higher volatility (1.30%) compared to LSCIX (0.69%). In terms of maximum drawdown, LSCIX dropped -7.31% vs AGG's -18.43%.
LSCIX currently has the higher Sharpe Ratio (2.01 vs 1.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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