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LTRYX vs. LALDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LTRYX vs. LALDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Total Return Fund (LTRYX) and Lord Abbett Short Duration Income Fund (LALDX). The values are adjusted to include any dividend payments, if applicable.

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LTRYX vs. LALDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTRYX
Lord Abbett Total Return Fund
-0.91%7.52%2.09%6.00%-14.60%0.16%7.66%8.57%-0.58%3.94%
LALDX
Lord Abbett Short Duration Income Fund
-0.24%5.70%4.48%4.76%-5.48%1.17%2.98%5.42%1.24%2.30%

Returns By Period

In the year-to-date period, LTRYX achieves a -0.91% return, which is significantly lower than LALDX's -0.24% return. Over the past 10 years, LTRYX has underperformed LALDX with an annualized return of 1.90%, while LALDX has yielded a comparatively higher 2.46% annualized return.


LTRYX

1D
0.46%
1M
-2.68%
YTD
-0.91%
6M
0.17%
1Y
3.89%
3Y*
3.76%
5Y*
0.20%
10Y*
1.90%

LALDX

1D
0.26%
1M
-1.03%
YTD
-0.24%
6M
0.98%
1Y
3.88%
3Y*
4.35%
5Y*
1.91%
10Y*
2.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LTRYX vs. LALDX - Expense Ratio Comparison

LTRYX has a 0.40% expense ratio, which is lower than LALDX's 0.58% expense ratio.


Return for Risk

LTRYX vs. LALDX — Risk / Return Rank

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

LTRYX
LTRYX Risk / Return Rank: 5454
Overall Rank
LTRYX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
LTRYX Sortino Ratio Rank: 5454
Sortino Ratio Rank
LTRYX Omega Ratio Rank: 4040
Omega Ratio Rank
LTRYX Calmar Ratio Rank: 6969
Calmar Ratio Rank
LTRYX Martin Ratio Rank: 5050
Martin Ratio Rank

LALDX
LALDX Risk / Return Rank: 9494
Overall Rank
LALDX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LALDX Sortino Ratio Rank: 9595
Sortino Ratio Rank
LALDX Omega Ratio Rank: 9696
Omega Ratio Rank
LALDX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LALDX Martin Ratio Rank: 9696
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.

LTRYX vs. LALDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Total Return Fund (LTRYX) and Lord Abbett Short Duration Income Fund (LALDX). 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.


LTRYXLALDXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.82

-0.81

Sortino ratio

Return per unit of downside risk

1.46

3.07

-1.61

Omega ratio

Gain probability vs. loss probability

1.18

1.57

-0.39

Calmar ratio

Return relative to maximum drawdown

1.58

3.57

-1.99

Martin ratio

Return relative to average drawdown

4.90

14.42

-9.52

LTRYX vs. LALDX - Sharpe Ratio Comparison

The current LTRYX Sharpe Ratio is 1.01, which is lower than the LALDX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of LTRYX and LALDX, 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


LTRYXLALDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.82

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.73

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.96

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

1.28

-0.47

Correlation

The correlation between LTRYX and LALDX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LTRYX vs. LALDX - Dividend Comparison

LTRYX's dividend yield for the trailing twelve months is around 4.55%, less than LALDX's 4.62% yield.


TTM20252024202320222021202020192018201720162015
LTRYX
Lord Abbett Total Return Fund
4.55%4.92%4.16%4.28%2.78%2.92%4.83%3.09%3.56%2.80%3.34%3.31%
LALDX
Lord Abbett Short Duration Income Fund
4.62%5.01%4.11%4.09%2.42%2.37%2.88%3.59%3.88%3.71%3.95%3.95%

Drawdowns

LTRYX vs. LALDX - Drawdown Comparison

The maximum LTRYX drawdown since its inception was -19.00%, which is greater than LALDX's maximum drawdown of -10.58%. Use the drawdown chart below to compare losses from any high point for LTRYX and LALDX.


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Drawdown Indicators


LTRYXLALDXDifference

Max Drawdown

Largest peak-to-trough decline

-19.00%

-10.58%

-8.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.13%

-1.29%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

-7.60%

-11.40%

Max Drawdown (10Y)

Largest decline over 10 years

-19.00%

-9.67%

-9.33%

Current Drawdown

Current decline from peak

-2.68%

-1.03%

-1.65%

Average Drawdown

Average peak-to-trough decline

-2.56%

-0.82%

-1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.32%

+0.69%

Volatility

LTRYX vs. LALDX - Volatility Comparison

Lord Abbett Total Return Fund (LTRYX) has a higher volatility of 1.62% compared to Lord Abbett Short Duration Income Fund (LALDX) at 0.71%. This indicates that LTRYX's price experiences larger fluctuations and is considered to be riskier than LALDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTRYXLALDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

0.71%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

1.66%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

4.42%

2.39%

+2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.55%

2.64%

+2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.64%

2.58%

+2.06%