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LSYIX vs. VWEAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSYIX vs. VWEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Short Duration High Yield Fund (LSYIX) and Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX). The values are adjusted to include any dividend payments, if applicable.

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LSYIX vs. VWEAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LSYIX
Lord Abbett Short Duration High Yield Fund
-1.69%7.71%8.65%10.63%-7.19%4.69%14.35%
VWEAX
Vanguard High-Yield Corporate Fund Admiral Shares
-1.68%9.49%6.42%11.79%-8.95%3.04%13.98%

Returns By Period

The year-to-date returns for both investments are quite close, with LSYIX having a -1.69% return and VWEAX slightly higher at -1.68%.


LSYIX

1D
0.11%
1M
-2.57%
YTD
-1.69%
6M
-0.45%
1Y
5.59%
3Y*
7.45%
5Y*
4.12%
10Y*

VWEAX

1D
0.18%
1M
-2.34%
YTD
-1.68%
6M
0.04%
1Y
5.98%
3Y*
7.45%
5Y*
3.91%
10Y*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSYIX vs. VWEAX - Expense Ratio Comparison

LSYIX has a 0.45% expense ratio, which is higher than VWEAX's 0.13% expense ratio.


Return for Risk

LSYIX vs. VWEAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LSYIX
LSYIX Risk / Return Rank: 7373
Overall Rank
LSYIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
LSYIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
LSYIX Omega Ratio Rank: 8686
Omega Ratio Rank
LSYIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
LSYIX Martin Ratio Rank: 6161
Martin Ratio Rank

VWEAX
VWEAX Risk / Return Rank: 9292
Overall Rank
VWEAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VWEAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VWEAX Omega Ratio Rank: 9494
Omega Ratio Rank
VWEAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
VWEAX Martin Ratio Rank: 9191
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.

LSYIX vs. VWEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Short Duration High Yield Fund (LSYIX) and Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX). 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.


LSYIXVWEAXDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.92

-0.48

Sortino ratio

Return per unit of downside risk

1.99

2.89

-0.89

Omega ratio

Gain probability vs. loss probability

1.35

1.47

-0.11

Calmar ratio

Return relative to maximum drawdown

1.41

2.52

-1.11

Martin ratio

Return relative to average drawdown

5.83

10.45

-4.62

LSYIX vs. VWEAX - Sharpe Ratio Comparison

The current LSYIX Sharpe Ratio is 1.44, which is comparable to the VWEAX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of LSYIX and VWEAX, 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


LSYIXVWEAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.92

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.81

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

1.22

+0.22

Correlation

The correlation between LSYIX and VWEAX is 0.84, 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

LSYIX vs. VWEAX - Dividend Comparison

LSYIX's dividend yield for the trailing twelve months is around 7.61%, more than VWEAX's 5.91% yield.


TTM20252024202320222021202020192018201720162015
LSYIX
Lord Abbett Short Duration High Yield Fund
7.61%8.11%8.18%6.51%5.01%5.96%4.75%0.00%0.00%0.00%0.00%0.00%
VWEAX
Vanguard High-Yield Corporate Fund Admiral Shares
5.91%6.25%6.20%5.79%5.21%3.49%4.71%5.33%6.07%5.39%5.51%6.53%

Drawdowns

LSYIX vs. VWEAX - Drawdown Comparison

The maximum LSYIX drawdown since its inception was -10.79%, smaller than the maximum VWEAX drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for LSYIX and VWEAX.


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Drawdown Indicators


LSYIXVWEAXDifference

Max Drawdown

Largest peak-to-trough decline

-10.79%

-30.05%

+19.26%

Max Drawdown (1Y)

Largest decline over 1 year

-4.12%

-2.52%

-1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-10.79%

-13.77%

+2.98%

Max Drawdown (10Y)

Largest decline over 10 years

-19.68%

Current Drawdown

Current decline from peak

-2.73%

-2.34%

-0.39%

Average Drawdown

Average peak-to-trough decline

-1.90%

-2.13%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.61%

+0.38%

Volatility

LSYIX vs. VWEAX - Volatility Comparison

Lord Abbett Short Duration High Yield Fund (LSYIX) has a higher volatility of 1.31% compared to Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX) at 1.23%. This indicates that LSYIX's price experiences larger fluctuations and is considered to be riskier than VWEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSYIXVWEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.23%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.40%

2.25%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

3.43%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.24%

4.86%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.21%

5.27%

-1.06%