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LSYAX vs. AGEPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSYAX vs. AGEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Short Duration High Yield Fund (LSYAX) and American Beacon Frontier Markets Income Fund (AGEPX). The values are adjusted to include any dividend payments, if applicable.

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LSYAX vs. AGEPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LSYAX
Lord Abbett Short Duration High Yield Fund
-1.81%7.50%8.46%10.60%-7.21%4.50%14.22%
AGEPX
American Beacon Frontier Markets Income Fund
1.56%18.76%15.58%12.83%-12.84%6.64%19.38%

Returns By Period

In the year-to-date period, LSYAX achieves a -1.81% return, which is significantly lower than AGEPX's 1.56% return.


LSYAX

1D
0.00%
1M
-2.66%
YTD
-1.81%
6M
-0.62%
1Y
5.29%
3Y*
7.23%
5Y*
3.96%
10Y*

AGEPX

1D
-0.53%
1M
-3.05%
YTD
1.56%
6M
7.54%
1Y
18.25%
3Y*
16.00%
5Y*
7.85%
10Y*
7.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSYAX vs. AGEPX - Expense Ratio Comparison

LSYAX has a 0.65% expense ratio, which is lower than AGEPX's 1.38% expense ratio.


Return for Risk

LSYAX vs. AGEPX — Risk / Return Rank

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

LSYAX
LSYAX Risk / Return Rank: 7070
Overall Rank
LSYAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
LSYAX Sortino Ratio Rank: 7676
Sortino Ratio Rank
LSYAX Omega Ratio Rank: 8383
Omega Ratio Rank
LSYAX Calmar Ratio Rank: 5757
Calmar Ratio Rank
LSYAX Martin Ratio Rank: 5757
Martin Ratio Rank

AGEPX
AGEPX Risk / Return Rank: 9898
Overall Rank
AGEPX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AGEPX Sortino Ratio Rank: 9898
Sortino Ratio Rank
AGEPX Omega Ratio Rank: 9898
Omega Ratio Rank
AGEPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
AGEPX Martin Ratio Rank: 9898
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.

LSYAX vs. AGEPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration High Yield Fund (LSYAX) and American Beacon Frontier Markets Income Fund (AGEPX). 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.


LSYAXAGEPXDifference

Sharpe ratio

Return per unit of total volatility

1.36

3.89

-2.53

Sortino ratio

Return per unit of downside risk

1.89

5.45

-3.56

Omega ratio

Gain probability vs. loss probability

1.33

2.01

-0.68

Calmar ratio

Return relative to maximum drawdown

1.33

4.08

-2.75

Martin ratio

Return relative to average drawdown

5.48

20.61

-15.13

LSYAX vs. AGEPX - Sharpe Ratio Comparison

The current LSYAX Sharpe Ratio is 1.36, which is lower than the AGEPX Sharpe Ratio of 3.89. The chart below compares the historical Sharpe Ratios of LSYAX and AGEPX, 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


LSYAXAGEPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

3.89

-2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

1.54

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

1.26

+0.15

Correlation

The correlation between LSYAX and AGEPX is 0.47, 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

LSYAX vs. AGEPX - Dividend Comparison

LSYAX's dividend yield for the trailing twelve months is around 7.42%, less than AGEPX's 9.65% yield.


TTM20252024202320222021202020192018201720162015
LSYAX
Lord Abbett Short Duration High Yield Fund
7.42%7.91%8.01%6.38%4.86%5.77%4.64%0.00%0.00%0.00%0.00%0.00%
AGEPX
American Beacon Frontier Markets Income Fund
9.65%9.79%11.92%9.40%7.26%7.65%7.07%8.38%9.55%7.09%8.28%6.80%

Drawdowns

LSYAX vs. AGEPX - Drawdown Comparison

The maximum LSYAX drawdown since its inception was -10.79%, smaller than the maximum AGEPX drawdown of -22.47%. Use the drawdown chart below to compare losses from any high point for LSYAX and AGEPX.


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Drawdown Indicators


LSYAXAGEPXDifference

Max Drawdown

Largest peak-to-trough decline

-10.79%

-22.47%

+11.68%

Max Drawdown (1Y)

Largest decline over 1 year

-4.12%

-4.14%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-10.79%

-22.47%

+11.68%

Max Drawdown (10Y)

Largest decline over 10 years

-22.47%

Current Drawdown

Current decline from peak

-2.84%

-3.17%

+0.33%

Average Drawdown

Average peak-to-trough decline

-1.91%

-3.69%

+1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.87%

+0.13%

Volatility

LSYAX vs. AGEPX - Volatility Comparison

The current volatility for Lord Abbett Short Duration High Yield Fund (LSYAX) is 1.29%, while American Beacon Frontier Markets Income Fund (AGEPX) has a volatility of 1.71%. This indicates that LSYAX experiences smaller price fluctuations and is considered to be less risky than AGEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSYAXAGEPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.71%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

2.77%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

4.63%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.21%

5.12%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.18%

4.99%

-0.81%