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LSCIX vs. VBISX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSCIX vs. VBISX - 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 (VBISX). 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 0.34% return, which is significantly higher than VBISX's -0.13% return.


LSCIX

1D
-0.11%
1M
0.15%
YTD
0.34%
6M
0.83%
1Y
3.57%
3Y*
4.89%
5Y*
2.21%
10Y*

VBISX

1D
-0.20%
1M
0.14%
YTD
-0.13%
6M
0.39%
1Y
2.93%
3Y*
4.15%
5Y*
1.39%
10Y*
1.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSCIX vs. VBISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSCIX
Lord Abbett Short Duration Core Bond Fund
0.34%5.73%4.84%4.78%-4.20%0.17%2.76%4.99%1.62%0.15%
VBISX
Vanguard Short-Term Bond Index Fund
-0.13%5.67%3.66%4.54%-5.61%-1.35%4.63%4.78%1.27%0.24%

Correlation

The correlation between LSCIX and VBISX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

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

0.75

The correlation between LSCIX and VBISX has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

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Return for Risk

LSCIX vs. VBISX — Risk / Return Rank

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

LSCIX
LSCIX Risk / Return Rank: 5959
Overall Rank
LSCIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
LSCIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
LSCIX Omega Ratio Rank: 7272
Omega Ratio Rank
LSCIX Calmar Ratio Rank: 5252
Calmar Ratio Rank
LSCIX Martin Ratio Rank: 5151
Martin Ratio Rank

VBISX
VBISX Risk / Return Rank: 2929
Overall Rank
VBISX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VBISX Sortino Ratio Rank: 3232
Sortino Ratio Rank
VBISX Omega Ratio Rank: 3030
Omega Ratio Rank
VBISX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VBISX Martin Ratio Rank: 2727
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. VBISX - 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 (VBISX). 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.


LSCIXVBISXDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.44

1.26

+0.17

Calmar ratioReturn relative to maximum drawdown

2.64

1.97

+0.66

Martin ratioReturn relative to average drawdown

9.95

5.92

+4.03

LSCIX vs. VBISX - Sharpe Ratio Comparison

The current LSCIX Sharpe Ratio is 1.77, which is higher than the VBISX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of LSCIX and VBISX, 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. VBISX - Drawdown Comparison

The maximum LSCIX drawdown since its inception was -7.31%, smaller than the maximum VBISX drawdown of -8.79%. Use the drawdown chart below to compare losses from any high point for LSCIX and VBISX.


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Drawdown Indicators


LSCIXVBISXDifference

Max Drawdown

Largest peak-to-trough decline

-7.31%

-8.79%

+1.48%

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%

-8.72%

+2.21%

Max Drawdown (10Y)

Largest decline over 10 years

-8.79%

Current Drawdown

Current decline from peak

-0.52%

-1.04%

+0.52%

Average Drawdown

Average peak-to-trough decline

-0.96%

-0.87%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.51%

-0.14%

Volatility

LSCIX vs. VBISX - Volatility Comparison

The current volatility for Lord Abbett Short Duration Core Bond Fund (LSCIX) is 0.70%, while Vanguard Short-Term Bond Index Fund (VBISX) has a volatility of 0.78%. This indicates that LSCIX experiences smaller price fluctuations and is considered to be less risky than VBISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSCIXVBISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

0.78%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.58%

1.66%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

2.09%

2.28%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.28%

2.95%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.11%

2.39%

-0.28%

LSCIX vs. VBISX - Expense Ratio Comparison

LSCIX has a 0.40% expense ratio, which is higher than VBISX's 0.15% expense ratio.


Dividends

LSCIX vs. VBISX - Dividend Comparison

LSCIX's dividend yield for the trailing twelve months is around 4.64%, more than VBISX's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
VBISX
Vanguard Short-Term Bond Index Fund
3.91%3.44%3.29%2.10%1.38%1.16%1.72%2.16%1.92%1.58%1.42%1.34%

Frequently Asked Questions


LSCIX and VBISX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VBISX has higher volatility (0.78%) compared to LSCIX (0.70%). In terms of maximum drawdown, LSCIX dropped -7.31% vs VBISX's -8.79%.

LSCIX currently has the higher Sharpe Ratio (1.77 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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