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LSYAX vs. LBNDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSYAX vs. LBNDX - Performance Comparison

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

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LSYAX vs. LBNDX - 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%
LBNDX
Lord Abbett Bond Debenture Fund
-1.89%8.42%6.29%6.38%-13.67%3.25%18.34%

Returns By Period

The year-to-date returns for both stocks are quite close, with LSYAX having a -1.81% return and LBNDX slightly lower at -1.89%.


LSYAX

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

LBNDX

1D
0.28%
1M
-3.81%
YTD
-1.89%
6M
-0.44%
1Y
5.50%
3Y*
5.72%
5Y*
1.23%
10Y*
4.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSYAX vs. LBNDX - Expense Ratio Comparison

LSYAX has a 0.65% expense ratio, which is lower than LBNDX's 0.77% expense ratio.


Return for Risk

LSYAX vs. LBNDX — 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

LBNDX
LBNDX Risk / Return Rank: 6969
Overall Rank
LBNDX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LBNDX Sortino Ratio Rank: 7575
Sortino Ratio Rank
LBNDX Omega Ratio Rank: 7272
Omega Ratio Rank
LBNDX Calmar Ratio Rank: 6363
Calmar Ratio Rank
LBNDX Martin Ratio Rank: 5757
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. LBNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration High Yield Fund (LSYAX) and Lord Abbett Bond Debenture Fund (LBNDX). 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.


LSYAXLBNDXDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.35

+0.01

Sortino ratio

Return per unit of downside risk

1.89

1.86

+0.03

Omega ratio

Gain probability vs. loss probability

1.33

1.27

+0.06

Calmar ratio

Return relative to maximum drawdown

1.33

1.44

-0.11

Martin ratio

Return relative to average drawdown

5.48

5.44

+0.04

LSYAX vs. LBNDX - Sharpe Ratio Comparison

The current LSYAX Sharpe Ratio is 1.36, which is comparable to the LBNDX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of LSYAX and LBNDX, 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


LSYAXLBNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.35

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.27

+0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

1.09

+0.32

Correlation

The correlation between LSYAX and LBNDX is 0.81, 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. LBNDX - Dividend Comparison

LSYAX's dividend yield for the trailing twelve months is around 7.42%, more than LBNDX's 5.60% 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%
LBNDX
Lord Abbett Bond Debenture Fund
5.60%5.92%5.38%4.66%3.67%3.71%3.72%4.02%6.43%4.82%4.58%5.50%

Drawdowns

LSYAX vs. LBNDX - Drawdown Comparison

The maximum LSYAX drawdown since its inception was -10.79%, smaller than the maximum LBNDX drawdown of -26.67%. Use the drawdown chart below to compare losses from any high point for LSYAX and LBNDX.


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Drawdown Indicators


LSYAXLBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-10.79%

-26.67%

+15.88%

Max Drawdown (1Y)

Largest decline over 1 year

-4.12%

-4.08%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-10.79%

-17.33%

+6.54%

Max Drawdown (10Y)

Largest decline over 10 years

-19.77%

Current Drawdown

Current decline from peak

-2.84%

-3.81%

+0.97%

Average Drawdown

Average peak-to-trough decline

-1.91%

-3.53%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

1.08%

-0.08%

Volatility

LSYAX vs. LBNDX - Volatility Comparison

The current volatility for Lord Abbett Short Duration High Yield Fund (LSYAX) is 1.29%, while Lord Abbett Bond Debenture Fund (LBNDX) has a volatility of 1.77%. This indicates that LSYAX experiences smaller price fluctuations and is considered to be less risky than LBNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSYAXLBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.77%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

2.82%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

4.40%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.21%

4.63%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.18%

5.02%

-0.84%