PortfoliosLab logoPortfoliosLab logo
LSYAX vs. RCTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSYAX vs. RCTIX - Performance Comparison

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

Loading graphics...

LSYAX vs. RCTIX - 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%
RCTIX
River Canyon Total Return Bond Fund
-0.97%7.75%7.49%10.02%-4.07%4.26%11.24%

Returns By Period

In the year-to-date period, LSYAX achieves a -1.81% return, which is significantly lower than RCTIX's -0.97% return.


LSYAX

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

RCTIX

1D
-0.41%
1M
-1.50%
YTD
-0.97%
6M
0.18%
1Y
4.55%
3Y*
7.05%
5Y*
4.20%
10Y*
5.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LSYAX vs. RCTIX - Expense Ratio Comparison

LSYAX has a 0.65% expense ratio, which is lower than RCTIX's 0.89% expense ratio.


Return for Risk

LSYAX vs. RCTIX — 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

RCTIX
RCTIX Risk / Return Rank: 9292
Overall Rank
RCTIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
RCTIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
RCTIX Omega Ratio Rank: 8989
Omega Ratio Rank
RCTIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
RCTIX Martin Ratio Rank: 9494
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. RCTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration High Yield Fund (LSYAX) and River Canyon Total Return Bond Fund (RCTIX). 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.


LSYAXRCTIXDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.94

-0.58

Sortino ratio

Return per unit of downside risk

1.89

2.81

-0.92

Omega ratio

Gain probability vs. loss probability

1.33

1.39

-0.06

Calmar ratio

Return relative to maximum drawdown

1.33

3.10

-1.77

Martin ratio

Return relative to average drawdown

5.48

12.23

-6.75

LSYAX vs. RCTIX - Sharpe Ratio Comparison

The current LSYAX Sharpe Ratio is 1.36, which is comparable to the RCTIX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of LSYAX and RCTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LSYAXRCTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.94

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

1.71

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

1.29

+0.12

Correlation

The correlation between LSYAX and RCTIX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LSYAX vs. RCTIX - Dividend Comparison

LSYAX's dividend yield for the trailing twelve months is around 7.42%, more than RCTIX's 6.83% yield.


TTM2025202420232022202120202019201820172016
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%
RCTIX
River Canyon Total Return Bond Fund
6.83%7.31%7.89%8.50%5.98%3.02%5.97%4.97%3.30%4.89%2.16%

Drawdowns

LSYAX vs. RCTIX - Drawdown Comparison

The maximum LSYAX drawdown since its inception was -10.79%, roughly equal to the maximum RCTIX drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for LSYAX and RCTIX.


Loading graphics...

Drawdown Indicators


LSYAXRCTIXDifference

Max Drawdown

Largest peak-to-trough decline

-10.79%

-10.89%

+0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-4.12%

-1.50%

-2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-10.79%

-6.17%

-4.62%

Max Drawdown (10Y)

Largest decline over 10 years

-10.89%

Current Drawdown

Current decline from peak

-2.84%

-1.50%

-1.34%

Average Drawdown

Average peak-to-trough decline

-1.91%

-1.09%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.38%

+0.62%

Volatility

LSYAX vs. RCTIX - Volatility Comparison

Lord Abbett Short Duration High Yield Fund (LSYAX) has a higher volatility of 1.29% compared to River Canyon Total Return Bond Fund (RCTIX) at 0.91%. This indicates that LSYAX's price experiences larger fluctuations and is considered to be riskier than RCTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LSYAXRCTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

0.91%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

1.59%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

2.31%

+1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.21%

2.47%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.18%

3.74%

+0.44%