LSYAX vs. CWFIX
Compare and contrast key facts about Lord Abbett Short Duration High Yield Fund (LSYAX) and Chartwell Short Duration High Yield Fund (CWFIX).
LSYAX is a passively managed fund by Lord Abbett that tracks the performance of the ICE BofA HY U.S. Corp, Cash Pay, BB-B 1-5 YR USD Index. It was launched on May 1, 2020. CWFIX is managed by Carillon Family of Funds. It was launched on Jul 15, 2014.
Performance
LSYAX vs. CWFIX - Performance Comparison
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LSYAX vs. CWFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LSYAX Lord Abbett Short Duration High Yield Fund | -1.81% | 7.50% | 8.46% | 10.60% | -7.21% | 4.50% | 14.22% |
CWFIX Chartwell Short Duration High Yield Fund | -0.40% | 6.99% | 5.78% | 7.80% | -3.17% | 2.40% | 8.65% |
Returns By Period
In the year-to-date period, LSYAX achieves a -1.81% return, which is significantly lower than CWFIX's -0.40% return.
LSYAX
- 1D
- 0.00%
- 1M
- -2.66%
- YTD
- -1.81%
- 6M
- -0.62%
- 1Y
- 5.29%
- 3Y*
- 7.23%
- 5Y*
- 3.96%
- 10Y*
- —
CWFIX
- 1D
- 0.11%
- 1M
- -1.03%
- YTD
- -0.40%
- 6M
- 1.21%
- 1Y
- 5.08%
- 3Y*
- 6.16%
- 5Y*
- 3.68%
- 10Y*
- 4.00%
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LSYAX vs. CWFIX - Expense Ratio Comparison
LSYAX has a 0.65% expense ratio, which is higher than CWFIX's 0.49% expense ratio.
Return for Risk
LSYAX vs. CWFIX — Risk / Return Rank
LSYAX
CWFIX
LSYAX vs. CWFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration High Yield Fund (LSYAX) and Chartwell Short Duration High Yield Fund (CWFIX). 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.
| LSYAX | CWFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 2.99 | -1.62 |
Sortino ratioReturn per unit of downside risk | 1.89 | 4.25 | -2.36 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.80 | -0.47 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 3.72 | -2.39 |
Martin ratioReturn relative to average drawdown | 5.48 | 17.45 | -11.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LSYAX | CWFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 2.99 | -1.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 1.35 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.41 | 1.08 | +0.33 |
Correlation
The correlation between LSYAX and CWFIX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LSYAX vs. CWFIX - Dividend Comparison
LSYAX's dividend yield for the trailing twelve months is around 7.42%, more than CWFIX's 5.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CWFIX Chartwell Short Duration High Yield Fund | 5.22% | 5.17% | 5.09% | 4.41% | 3.17% | 2.79% | 3.38% | 3.60% | 3.24% | 2.82% | 3.79% | 3.32% |
Drawdowns
LSYAX vs. CWFIX - Drawdown Comparison
The maximum LSYAX drawdown since its inception was -10.79%, smaller than the maximum CWFIX drawdown of -12.41%. Use the drawdown chart below to compare losses from any high point for LSYAX and CWFIX.
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Drawdown Indicators
| LSYAX | CWFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.79% | -12.41% | +1.62% |
Max Drawdown (1Y)Largest decline over 1 year | -4.12% | -1.37% | -2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -10.79% | -6.36% | -4.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.41% | — |
Current DrawdownCurrent decline from peak | -2.84% | -1.03% | -1.81% |
Average DrawdownAverage peak-to-trough decline | -1.91% | -0.87% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 0.29% | +0.71% |
Volatility
LSYAX vs. CWFIX - Volatility Comparison
Lord Abbett Short Duration High Yield Fund (LSYAX) has a higher volatility of 1.29% compared to Chartwell Short Duration High Yield Fund (CWFIX) at 0.70%. This indicates that LSYAX's price experiences larger fluctuations and is considered to be riskier than CWFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSYAX | CWFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 0.70% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 2.42% | 1.03% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.28% | 1.71% | +2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.21% | 2.75% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.18% | 3.09% | +1.09% |