LSCIX vs. CMDY
LSCIX (Lord Abbett Short Duration Core Bond Fund) and CMDY (iShares Bloomberg Roll Select Commodity Strategy ETF) are both funds - LSCIX is a Short-Term Bond fund managed by Lord Abbett, while CMDY is a Commodities fund tracking the Bloomberg Roll Select Commodity Total Return Index. Over the past 5 years, LSCIX returned 2.21%/yr vs 9.18%/yr for CMDY. At a correlation of -0.00, they often move in opposite directions. LSCIX charges 0.40%/yr vs 0.28%/yr for CMDY.
Performance
LSCIX vs. CMDY - Performance Comparison
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Returns By Period
In the year-to-date period, LSCIX achieves a 0.34% return, which is significantly lower than CMDY's 14.22% return.
LSCIX
- 1D
- -0.11%
- 1M
- 0.15%
- YTD
- 0.34%
- 6M
- 0.83%
- 1Y
- 3.57%
- 3Y*
- 4.89%
- 5Y*
- 2.21%
- 10Y*
- —
CMDY
- 1D
- -1.43%
- 1M
- -9.33%
- YTD
- 14.22%
- 6M
- 12.70%
- 1Y
- 21.95%
- 3Y*
- 11.39%
- 5Y*
- 9.18%
- 10Y*
- —
LSCIX vs. CMDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LSCIX Lord Abbett Short Duration Core Bond Fund | 0.34% | 5.73% | 4.84% | 4.78% | -4.20% | 0.17% | 2.76% | 4.99% | 1.79% |
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 14.22% | 15.81% | 5.43% | -9.33% | 14.55% | 26.38% | 1.15% | 4.96% | -11.13% |
Correlation
The correlation between LSCIX and CMDY is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2018 | -0.00 |
The correlation between LSCIX and CMDY shifts across timeframes, from -0.17 (1 year) to 0.01 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LSCIX vs. CMDY — Risk / Return Rank
LSCIX
CMDY
LSCIX vs. CMDY - 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 Bloomberg Roll Select Commodity Strategy ETF (CMDY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LSCIX | CMDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.25 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 1.75 | +0.88 |
| Martin ratioReturn relative to average drawdown | 9.95 | 7.16 | +2.79 |
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Drawdowns
LSCIX vs. CMDY - Drawdown Comparison
The maximum LSCIX drawdown since its inception was -7.31%, smaller than the maximum CMDY drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for LSCIX and CMDY.
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Drawdown Indicators
| LSCIX | CMDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.31% | -31.19% | +23.88% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -12.56% | +11.16% |
Max Drawdown (3Y)Largest decline over 3 years | -1.40% | -12.56% | +11.16% |
Max Drawdown (5Y)Largest decline over 5 years | -6.51% | -26.56% | +20.05% |
Current DrawdownCurrent decline from peak | -0.52% | -12.56% | +12.04% |
Average DrawdownAverage peak-to-trough decline | -0.96% | -13.11% | +12.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.37% | 3.09% | -2.72% |
Volatility
LSCIX vs. CMDY - Volatility Comparison
The current volatility for Lord Abbett Short Duration Core Bond Fund (LSCIX) is 0.70%, while iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) has a volatility of 3.63%. This indicates that LSCIX experiences smaller price fluctuations and is considered to be less risky than CMDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSCIX | CMDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 3.63% | -2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 1.58% | 14.45% | -12.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.09% | 16.35% | -14.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.28% | 15.77% | -13.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.11% | 14.63% | -12.52% |
LSCIX vs. CMDY - Expense Ratio Comparison
LSCIX has a 0.40% expense ratio, which is higher than CMDY's 0.28% expense ratio.
Dividends
LSCIX vs. CMDY - Dividend Comparison
LSCIX's dividend yield for the trailing twelve months is around 4.64%, less than CMDY's 11.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 11.29% | 12.89% | 4.23% | 5.10% | 3.98% | 16.09% | 0.15% | 2.21% | 1.73% | 0.00% |
LSCIX Lord Abbett Short Duration Core Bond Fund | 4.64% | 4.68% | 4.61% | 4.08% | 2.32% | 1.92% | 2.49% | 3.22% | 3.35% | 1.16% |
Frequently Asked Questions
LSCIX and CMDY have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMDY has higher volatility (3.63%) compared to LSCIX (0.70%). In terms of maximum drawdown, LSCIX dropped -7.31% vs CMDY's -31.19%.
LSCIX currently has the higher Sharpe Ratio (1.77 vs 1.36), 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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