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LSCIX vs. LALDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSCIX vs. LALDX - Performance Comparison

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

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LSCIX vs. LALDX - 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%
LALDX
Lord Abbett Short Duration Income Fund
-0.24%5.70%4.48%4.76%-5.48%1.17%2.98%5.42%1.24%1.33%

Returns By Period

In the year-to-date period, LSCIX achieves a -0.22% return, which is significantly higher than LALDX's -0.24% return.


LSCIX

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

LALDX

1D
0.26%
1M
-1.03%
YTD
-0.24%
6M
0.98%
1Y
3.88%
3Y*
4.35%
5Y*
1.91%
10Y*
2.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSCIX vs. LALDX - Expense Ratio Comparison

LSCIX has a 0.40% expense ratio, which is lower than LALDX's 0.58% expense ratio.


Return for Risk

LSCIX vs. LALDX — 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

LALDX
LALDX Risk / Return Rank: 9494
Overall Rank
LALDX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LALDX Sortino Ratio Rank: 9595
Sortino Ratio Rank
LALDX Omega Ratio Rank: 9696
Omega Ratio Rank
LALDX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LALDX Martin Ratio Rank: 9696
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. LALDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration Core Bond Fund (LSCIX) and Lord Abbett Short Duration Income Fund (LALDX). 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.


LSCIXLALDXDifference

Sharpe ratio

Return per unit of total volatility

1.97

1.82

+0.15

Sortino ratio

Return per unit of downside risk

3.60

3.07

+0.53

Omega ratio

Gain probability vs. loss probability

1.49

1.57

-0.08

Calmar ratio

Return relative to maximum drawdown

3.09

3.57

-0.48

Martin ratio

Return relative to average drawdown

13.26

14.42

-1.16

LSCIX vs. LALDX - Sharpe Ratio Comparison

The current LSCIX Sharpe Ratio is 1.97, which is comparable to the LALDX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of LSCIX and LALDX, 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


LSCIXLALDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.82

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.73

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

1.28

-0.20

Correlation

The correlation between LSCIX and LALDX is 0.64, 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. LALDX - Dividend Comparison

LSCIX's dividend yield for the trailing twelve months is around 4.31%, less than LALDX's 4.62% 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%
LALDX
Lord Abbett Short Duration Income Fund
4.62%5.01%4.11%4.09%2.42%2.37%2.88%3.59%3.88%3.71%3.95%3.95%

Drawdowns

LSCIX vs. LALDX - Drawdown Comparison

The maximum LSCIX drawdown since its inception was -7.31%, smaller than the maximum LALDX drawdown of -10.58%. Use the drawdown chart below to compare losses from any high point for LSCIX and LALDX.


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Drawdown Indicators


LSCIXLALDXDifference

Max Drawdown

Largest peak-to-trough decline

-7.31%

-10.58%

+3.27%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-1.29%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-6.51%

-7.60%

+1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-9.67%

Current Drawdown

Current decline from peak

-1.08%

-1.03%

-0.05%

Average Drawdown

Average peak-to-trough decline

-0.97%

-0.82%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

0.32%

+0.01%

Volatility

LSCIX vs. LALDX - Volatility Comparison

The current volatility for Lord Abbett Short Duration Core Bond Fund (LSCIX) is 0.64%, while Lord Abbett Short Duration Income Fund (LALDX) has a volatility of 0.71%. This indicates that LSCIX experiences smaller price fluctuations and is considered to be less risky than LALDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSCIXLALDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

0.71%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.45%

1.66%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

2.16%

2.39%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.23%

2.64%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.11%

2.58%

-0.47%