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LSCIX vs. GPARX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSCIX vs. GPARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Short Duration Core Bond Fund (LSCIX) and GuidePath Absolute Return Allocation Fund (GPARX). The values are adjusted to include any dividend payments, if applicable.

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LSCIX vs. GPARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSCIX
Lord Abbett Short Duration Core Bond Fund
-0.22%5.73%4.84%4.78%-4.20%0.17%2.76%4.99%1.62%0.15%
GPARX
GuidePath Absolute Return Allocation Fund
4.77%7.42%4.20%6.87%-10.82%0.75%3.92%7.47%-1.64%2.29%

Returns By Period

In the year-to-date period, LSCIX achieves a -0.22% return, which is significantly lower than GPARX's 4.77% return.


LSCIX

1D
0.22%
1M
-1.08%
YTD
-0.22%
6M
0.94%
1Y
3.82%
3Y*
4.45%
5Y*
2.13%
10Y*

GPARX

1D
0.00%
1M
-0.39%
YTD
4.77%
6M
6.79%
1Y
10.64%
3Y*
6.93%
5Y*
2.54%
10Y*
3.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSCIX vs. GPARX - Expense Ratio Comparison

LSCIX has a 0.40% expense ratio, which is lower than GPARX's 0.99% expense ratio.


Return for Risk

LSCIX vs. GPARX — Risk / Return Rank

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

LSCIX
LSCIX Risk / Return Rank: 9494
Overall Rank
LSCIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
LSCIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
LSCIX Omega Ratio Rank: 9494
Omega Ratio Rank
LSCIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
LSCIX Martin Ratio Rank: 9595
Martin Ratio Rank

GPARX
GPARX Risk / Return Rank: 8787
Overall Rank
GPARX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GPARX Sortino Ratio Rank: 8484
Sortino Ratio Rank
GPARX Omega Ratio Rank: 8686
Omega Ratio Rank
GPARX Calmar Ratio Rank: 8888
Calmar Ratio Rank
GPARX Martin Ratio Rank: 9191
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.

LSCIX vs. GPARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration Core Bond Fund (LSCIX) and GuidePath Absolute Return Allocation Fund (GPARX). 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.


LSCIXGPARXDifference

Sharpe ratio

Return per unit of total volatility

1.97

1.65

+0.32

Sortino ratio

Return per unit of downside risk

3.60

2.19

+1.41

Omega ratio

Gain probability vs. loss probability

1.49

1.36

+0.13

Calmar ratio

Return relative to maximum drawdown

3.09

2.35

+0.74

Martin ratio

Return relative to average drawdown

13.26

10.80

+2.47

LSCIX vs. GPARX - Sharpe Ratio Comparison

The current LSCIX Sharpe Ratio is 1.97, which is comparable to the GPARX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of LSCIX and GPARX, 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


LSCIXGPARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.65

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.52

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.75

+0.33

Correlation

The correlation between LSCIX and GPARX is 0.46, 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

LSCIX vs. GPARX - Dividend Comparison

LSCIX's dividend yield for the trailing twelve months is around 4.31%, more than GPARX's 3.16% yield.


TTM20252024202320222021202020192018201720162015
LSCIX
Lord Abbett Short Duration Core Bond Fund
4.31%4.68%4.61%4.08%2.32%1.92%2.49%3.22%3.35%1.16%0.00%0.00%
GPARX
GuidePath Absolute Return Allocation Fund
3.16%3.31%4.99%4.81%2.42%1.99%2.45%2.76%2.27%1.60%3.17%2.15%

Drawdowns

LSCIX vs. GPARX - Drawdown Comparison

The maximum LSCIX drawdown since its inception was -7.31%, smaller than the maximum GPARX drawdown of -15.56%. Use the drawdown chart below to compare losses from any high point for LSCIX and GPARX.


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Drawdown Indicators


LSCIXGPARXDifference

Max Drawdown

Largest peak-to-trough decline

-7.31%

-15.56%

+8.25%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-4.68%

+3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-6.51%

-15.56%

+9.05%

Max Drawdown (10Y)

Largest decline over 10 years

-15.56%

Current Drawdown

Current decline from peak

-1.08%

-1.46%

+0.38%

Average Drawdown

Average peak-to-trough decline

-0.97%

-2.40%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

1.02%

-0.69%

Volatility

LSCIX vs. GPARX - Volatility Comparison

The current volatility for Lord Abbett Short Duration Core Bond Fund (LSCIX) is 0.64%, while GuidePath Absolute Return Allocation Fund (GPARX) has a volatility of 2.14%. This indicates that LSCIX experiences smaller price fluctuations and is considered to be less risky than GPARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSCIXGPARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

2.14%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

1.45%

6.11%

-4.66%

Volatility (1Y)

Calculated over the trailing 1-year period

2.16%

6.56%

-4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.23%

4.94%

-2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.11%

4.23%

-2.12%