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LSYAX vs. FHYSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSYAX vs. FHYSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Short Duration High Yield Fund (LSYAX) and Federated Hermes High-Yield Strategy Portfolio (FHYSX). The values are adjusted to include any dividend payments, if applicable.

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LSYAX vs. FHYSX - 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%
FHYSX
Federated Hermes High-Yield Strategy Portfolio
-1.76%9.14%6.42%12.77%-13.16%4.49%17.29%

Returns By Period

The year-to-date returns for both investments are quite close, with LSYAX having a -1.81% return and FHYSX slightly higher at -1.76%.


LSYAX

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

FHYSX

1D
0.17%
1M
-2.27%
YTD
-1.76%
6M
0.01%
1Y
5.88%
3Y*
7.48%
5Y*
3.11%
10Y*
5.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSYAX vs. FHYSX - Expense Ratio Comparison

LSYAX has a 0.65% expense ratio, which is higher than FHYSX's 0.02% expense ratio.


Return for Risk

LSYAX vs. FHYSX — 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

FHYSX
FHYSX Risk / Return Rank: 8989
Overall Rank
FHYSX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FHYSX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FHYSX Omega Ratio Rank: 9393
Omega Ratio Rank
FHYSX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FHYSX Martin Ratio Rank: 8989
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. FHYSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration High Yield Fund (LSYAX) and Federated Hermes High-Yield Strategy Portfolio (FHYSX). 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.


LSYAXFHYSXDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.67

-0.31

Sortino ratio

Return per unit of downside risk

1.89

2.37

-0.48

Omega ratio

Gain probability vs. loss probability

1.33

1.45

-0.12

Calmar ratio

Return relative to maximum drawdown

1.33

2.36

-1.03

Martin ratio

Return relative to average drawdown

5.48

9.71

-4.23

LSYAX vs. FHYSX - Sharpe Ratio Comparison

The current LSYAX Sharpe Ratio is 1.36, which is comparable to the FHYSX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of LSYAX and FHYSX, 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


LSYAXFHYSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.67

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.60

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

0.85

+0.56

Correlation

The correlation between LSYAX and FHYSX is 0.78, 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. FHYSX - Dividend Comparison

LSYAX's dividend yield for the trailing twelve months is around 7.42%, more than FHYSX's 5.82% 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%
FHYSX
Federated Hermes High-Yield Strategy Portfolio
5.82%6.28%5.84%5.30%5.27%4.54%5.74%6.18%6.61%6.98%6.45%8.45%

Drawdowns

LSYAX vs. FHYSX - Drawdown Comparison

The maximum LSYAX drawdown since its inception was -10.79%, smaller than the maximum FHYSX drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for LSYAX and FHYSX.


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Drawdown Indicators


LSYAXFHYSXDifference

Max Drawdown

Largest peak-to-trough decline

-10.79%

-21.45%

+10.66%

Max Drawdown (1Y)

Largest decline over 1 year

-4.12%

-2.50%

-1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-10.79%

-16.93%

+6.14%

Max Drawdown (10Y)

Largest decline over 10 years

-21.45%

Current Drawdown

Current decline from peak

-2.84%

-2.27%

-0.57%

Average Drawdown

Average peak-to-trough decline

-1.91%

-2.61%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.61%

+0.39%

Volatility

LSYAX vs. FHYSX - Volatility Comparison

Lord Abbett Short Duration High Yield Fund (LSYAX) and Federated Hermes High-Yield Strategy Portfolio (FHYSX) have volatilities of 1.29% and 1.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSYAXFHYSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.24%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

2.37%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

3.76%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.21%

5.20%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.18%

5.76%

-1.58%