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LSCIX vs. VBIRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSCIX vs. VBIRX - Performance Comparison

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

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Returns By Period

In the year-to-date period, LSCIX achieves a 0.60% return, which is significantly higher than VBIRX's 0.14% return.


LSCIX

1D
0.00%
1M
-0.33%
6M
0.22%
YTD
0.60%
1Y
2.69%
3Y*
4.68%
5Y*
2.20%
10Y*
ALL TIME*
2.27%

VBIRX

1D
0.00%
1M
-0.29%
6M
0.00%
YTD
0.14%
1Y
2.10%
3Y*
4.40%
5Y*
1.54%
10Y*
1.85%
ALL TIME*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

LSCIX vs. VBIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSCIX
Lord Abbett Short Duration Core Bond Fund
0.60%5.73%4.84%4.78%-4.20%0.17%2.76%4.99%1.62%0.15%
VBIRX
Vanguard Short-Term Bond Index Fund Admiral Shares
0.14%6.09%3.75%4.87%-5.63%-1.20%4.69%4.86%1.37%0.30%

Correlation

The correlation between LSCIX and VBIRX is 0.82, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.82

Correlation (3Y)
Balances recent behavior with more history.

0.83

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.84

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2017

0.76

The correlation between LSCIX and VBIRX has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.

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Return for Risk

LSCIX vs. VBIRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LSCIX
LSCIX Risk / Return Rank: 8080
Overall Rank
LSCIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LSCIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
LSCIX Omega Ratio Rank: 8585
Omega Ratio Rank
LSCIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
LSCIX Martin Ratio Rank: 7878
Martin Ratio Rank

VBIRX
VBIRX Risk / Return Rank: 5757
Overall Rank
VBIRX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VBIRX Sortino Ratio Rank: 6969
Sortino Ratio Rank
VBIRX Omega Ratio Rank: 6161
Omega Ratio Rank
VBIRX Calmar Ratio Rank: 6060
Calmar Ratio Rank
VBIRX Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LSCIX vs. VBIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration Core Bond Fund (LSCIX) and Vanguard Short-Term Bond Index Fund Admiral Shares (VBIRX). 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.


LSCIXVBIRXDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.42

1.27

+0.15

Calmar ratioReturn relative to maximum drawdown

2.54

1.98

+0.56

Martin ratioReturn relative to average drawdown

9.52

5.56

+3.96

LSCIX vs. VBIRX - Sharpe Ratio Comparison

The current LSCIX Sharpe Ratio is 1.71, which is comparable to the VBIRX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of LSCIX and VBIRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LSCIX vs. VBIRX - Drawdown Comparison

The maximum LSCIX drawdown since its inception was -7.31%, smaller than the maximum VBIRX drawdown of -8.69%. Use the drawdown chart below to compare losses from any high point for LSCIX and VBIRX.


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Drawdown Indicators


LSCIXVBIRXDifference

Max Drawdown

Largest peak-to-trough decline

-7.31%

-8.69%

+1.38%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-1.54%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-1.55%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-6.51%

-8.55%

+2.04%

Max Drawdown (10Y)

Largest decline over 10 years

-8.69%

Current Drawdown

Current decline from peak

-0.33%

-0.79%

+0.46%

Average Drawdown

Average peak-to-trough decline

-0.95%

-0.98%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.55%

-0.18%

Volatility

LSCIX vs. VBIRX - Volatility Comparison

The current volatility for Lord Abbett Short Duration Core Bond Fund (LSCIX) is 0.40%, while Vanguard Short-Term Bond Index Fund Admiral Shares (VBIRX) has a volatility of 0.46%. This indicates that LSCIX experiences smaller price fluctuations and is considered to be less risky than VBIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSCIXVBIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

0.46%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

1.68%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

2.08%

2.24%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.29%

2.98%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.11%

2.40%

-0.29%

LSCIX vs. VBIRX - Expense Ratio Comparison

LSCIX has a 0.40% expense ratio, which is higher than VBIRX's 0.06% expense ratio.


Dividends

LSCIX vs. VBIRX - Dividend Comparison

LSCIX's dividend yield for the trailing twelve months is around 4.22%, more than VBIRX's 3.69% yield.


PositionTTM20252024202320222021202020192018201720162015
LSCIX
Lord Abbett Short Duration Core Bond Fund
4.22%4.68%4.61%4.08%2.32%1.92%2.49%3.22%3.35%1.16%0.00%0.00%
VBIRX
Vanguard Short-Term Bond Index Fund Admiral Shares
3.69%3.83%3.37%2.41%1.46%1.22%1.77%2.24%2.03%1.66%1.50%1.41%

Frequently Asked Questions


LSCIX and VBIRX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VBIRX has higher volatility (0.46%) compared to LSCIX (0.40%). In terms of maximum drawdown, LSCIX dropped -7.31% vs VBIRX's -8.69%.

LSCIX currently has the higher Sharpe Ratio (1.71 vs 1.37), 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.

Portfolio Optimizer

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