LSYIX vs. MO
LSYIX (Lord Abbett Short Duration High Yield Fund) is High Yield Bonds fund managed by Lord Abbett, while MO (Altria Group, Inc.) is a stock. Over the past 5 years, LSYIX returned 4.68%/yr vs 17.04%/yr for MO. At a 0.11 correlation, their price movements are largely independent.
Performance
LSYIX vs. MO - Performance Comparison
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Returns By Period
In the year-to-date period, LSYIX achieves a 2.45% return, which is significantly lower than MO's 23.71% return.
LSYIX
- 1D
- 0.10%
- 1M
- 1.08%
- YTD
- 2.45%
- 6M
- 3.31%
- 1Y
- 8.26%
- 3Y*
- 8.65%
- 5Y*
- 4.68%
- 10Y*
- —
MO
- 1D
- 0.25%
- 1M
- -4.33%
- YTD
- 23.71%
- 6M
- 25.08%
- 1Y
- 24.07%
- 3Y*
- 25.38%
- 5Y*
- 17.04%
- 10Y*
- 7.57%
LSYIX vs. MO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LSYIX Lord Abbett Short Duration High Yield Fund | 2.45% | 7.71% | 8.65% | 10.63% | -7.19% | 4.69% | 14.35% |
MO Altria Group, Inc. | 23.71% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | 15.35% |
Correlation
The correlation between LSYIX and MO is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2020 | 0.11 |
The correlation between LSYIX and MO shifts across timeframes, from -0.15 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LSYIX vs. MO — Risk / Return Rank
LSYIX
MO
LSYIX vs. MO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration High Yield Fund (LSYIX) and Altria Group, Inc. (MO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LSYIX | MO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.21 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 1.47 | +1.45 |
| Martin ratioReturn relative to average drawdown | 14.28 | 3.69 | +10.59 |
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Drawdowns
LSYIX vs. MO - Drawdown Comparison
The maximum LSYIX drawdown since its inception was -10.79%, smaller than the maximum MO drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for LSYIX and MO.
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Drawdown Indicators
| LSYIX | MO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.79% | -65.43% | +54.64% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -16.40% | +13.57% |
Max Drawdown (3Y)Largest decline over 3 years | -5.29% | -16.40% | +11.11% |
Max Drawdown (5Y)Largest decline over 5 years | -10.79% | -25.83% | +15.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.69% | — |
Current DrawdownCurrent decline from peak | -0.10% | -5.90% | +5.80% |
Average DrawdownAverage peak-to-trough decline | -1.84% | -11.92% | +10.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 6.54% | -5.96% |
Volatility
LSYIX vs. MO - Volatility Comparison
The current volatility for Lord Abbett Short Duration High Yield Fund (LSYIX) is 1.00%, while Altria Group, Inc. (MO) has a volatility of 6.93%. This indicates that LSYIX experiences smaller price fluctuations and is considered to be less risky than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSYIX | MO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 6.93% | -5.93% |
Volatility (6M)Calculated over the trailing 6-month period | 2.81% | 17.83% | -15.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.56% | 22.76% | -19.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.33% | 20.69% | -16.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.22% | 22.99% | -18.77% |
Dividends
LSYIX vs. MO - Dividend Comparison
LSYIX's dividend yield for the trailing twelve months is around 8.06%, more than MO's 6.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSYIX Lord Abbett Short Duration High Yield Fund | 8.06% | 8.11% | 8.18% | 6.51% | 5.01% | 5.96% | 4.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MO Altria Group, Inc. | 6.13% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
Frequently Asked Questions
LSYIX and MO have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MO has higher volatility (6.93%) compared to LSYIX (1.00%). In terms of maximum drawdown, LSYIX dropped -10.79% vs MO's -65.43%.
LSYIX currently has the higher Sharpe Ratio (2.33 vs 1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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