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LSCIX vs. VIITX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSCIX vs. VIITX - 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 Institutional Intermediate-Term Bond Fund (VIITX). 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 VIITX's 0.43% 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%

VIITX

1D
0.09%
1M
-0.33%
6M
0.11%
YTD
0.43%
1Y
3.00%
3Y*
4.86%
5Y*
1.35%
10Y*
2.02%
ALL TIME*
2.23%
*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. VIITX - 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%
VIITX
Vanguard Institutional Intermediate-Term Bond Fund
0.43%7.23%3.67%5.31%-7.99%-1.02%6.17%6.44%0.87%0.70%

Correlation

The correlation between LSCIX and VIITX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.71

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

0.73

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

0.76

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

0.68

The correlation between LSCIX and VIITX has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.

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Return for Risk

LSCIX vs. VIITX — 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

VIITX
VIITX Risk / Return Rank: 5555
Overall Rank
VIITX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VIITX Sortino Ratio Rank: 6161
Sortino Ratio Rank
VIITX Omega Ratio Rank: 5959
Omega Ratio Rank
VIITX Calmar Ratio Rank: 5555
Calmar Ratio Rank
VIITX Martin Ratio Rank: 3737
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. VIITX - 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 Institutional Intermediate-Term Bond Fund (VIITX). 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.


LSCIXVIITXDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

1.42

1.27

+0.15

Calmar ratioReturn relative to maximum drawdown

2.54

1.94

+0.60

Martin ratioReturn relative to average drawdown

9.52

5.42

+4.10

LSCIX vs. VIITX - Sharpe Ratio Comparison

The current LSCIX Sharpe Ratio is 1.71, which is comparable to the VIITX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of LSCIX and VIITX, 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. VIITX - Drawdown Comparison

The maximum LSCIX drawdown since its inception was -7.31%, smaller than the maximum VIITX drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for LSCIX and VIITX.


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Drawdown Indicators


LSCIXVIITXDifference

Max Drawdown

Largest peak-to-trough decline

-7.31%

-11.86%

+4.55%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-1.89%

+0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-2.89%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-6.51%

-11.82%

+5.31%

Max Drawdown (10Y)

Largest decline over 10 years

-11.86%

Current Drawdown

Current decline from peak

-0.33%

-1.00%

+0.67%

Average Drawdown

Average peak-to-trough decline

-0.95%

-2.11%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.67%

-0.30%

Volatility

LSCIX vs. VIITX - Volatility Comparison

The current volatility for Lord Abbett Short Duration Core Bond Fund (LSCIX) is 0.40%, while Vanguard Institutional Intermediate-Term Bond Fund (VIITX) has a volatility of 0.71%. This indicates that LSCIX experiences smaller price fluctuations and is considered to be less risky than VIITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSCIXVIITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

0.71%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

2.03%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

2.08%

2.51%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.29%

3.87%

-1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.11%

3.07%

-0.96%

LSCIX vs. VIITX - Expense Ratio Comparison

LSCIX has a 0.40% expense ratio, which is higher than VIITX's 0.02% expense ratio.


Dividends

LSCIX vs. VIITX - Dividend Comparison

LSCIX's dividend yield for the trailing twelve months is around 4.22%, which matches VIITX's 4.19% 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%
VIITX
Vanguard Institutional Intermediate-Term Bond Fund
4.19%4.51%4.71%3.61%2.14%2.20%2.87%2.69%2.62%2.04%2.95%0.57%

Frequently Asked Questions


LSCIX and VIITX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIITX has higher volatility (0.71%) compared to LSCIX (0.40%). In terms of maximum drawdown, LSCIX dropped -7.31% vs VIITX's -11.86%.

LSCIX currently has the higher Sharpe Ratio (1.71 vs 1.47), 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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