LTRYX vs. MCFIX
Compare and contrast key facts about Lord Abbett Total Return Fund (LTRYX) and Mercer Core Fixed Income Fund (MCFIX).
LTRYX is managed by Lord Abbett. It was launched on Dec 14, 1998. MCFIX is managed by Mercer Funds. It was launched on Aug 15, 2005.
Performance
LTRYX vs. MCFIX - Performance Comparison
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LTRYX vs. MCFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LTRYX Lord Abbett Total Return Fund | -0.68% | 7.52% | 2.09% | 6.00% | -14.60% | 0.16% | 7.66% | 5.53% |
MCFIX Mercer Core Fixed Income Fund | -0.88% | 6.64% | 2.02% | 6.47% | -13.69% | -1.05% | 4.75% | 3.31% |
Returns By Period
In the year-to-date period, LTRYX achieves a -0.68% return, which is significantly higher than MCFIX's -0.88% return.
LTRYX
- 1D
- 0.23%
- 1M
- -2.02%
- YTD
- -0.68%
- 6M
- 0.18%
- 1Y
- 3.77%
- 3Y*
- 3.84%
- 5Y*
- 0.19%
- 10Y*
- 1.93%
MCFIX
- 1D
- 0.23%
- 1M
- -1.88%
- YTD
- -0.88%
- 6M
- -0.58%
- 1Y
- 2.54%
- 3Y*
- 3.62%
- 5Y*
- 0.17%
- 10Y*
- —
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LTRYX vs. MCFIX - Expense Ratio Comparison
LTRYX has a 0.40% expense ratio, which is higher than MCFIX's 0.16% expense ratio.
Return for Risk
LTRYX vs. MCFIX — Risk / Return Rank
LTRYX
MCFIX
LTRYX vs. MCFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Total Return Fund (LTRYX) and Mercer Core Fixed Income Fund (MCFIX). 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.
| LTRYX | MCFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.70 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.01 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.13 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.73 | -0.23 |
Martin ratioReturn relative to average drawdown | 4.61 | 5.00 | -0.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LTRYX | MCFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.70 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.03 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.15 | +0.66 |
Correlation
The correlation between LTRYX and MCFIX is 0.89, 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
LTRYX vs. MCFIX - Dividend Comparison
LTRYX's dividend yield for the trailing twelve months is around 4.54%, more than MCFIX's 4.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTRYX Lord Abbett Total Return Fund | 4.54% | 4.92% | 4.16% | 4.28% | 2.78% | 2.92% | 4.83% | 3.09% | 3.56% | 2.80% | 3.34% | 3.31% |
MCFIX Mercer Core Fixed Income Fund | 4.30% | 3.89% | 4.54% | 3.68% | 3.31% | 2.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LTRYX vs. MCFIX - Drawdown Comparison
The maximum LTRYX drawdown since its inception was -19.00%, smaller than the maximum MCFIX drawdown of -21.68%. Use the drawdown chart below to compare losses from any high point for LTRYX and MCFIX.
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Drawdown Indicators
| LTRYX | MCFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.00% | -21.68% | +2.68% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -3.09% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -18.72% | -0.28% |
Max Drawdown (10Y)Largest decline over 10 years | -19.00% | — | — |
Current DrawdownCurrent decline from peak | -2.46% | -5.87% | +3.41% |
Average DrawdownAverage peak-to-trough decline | -2.56% | -8.61% | +6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 1.07% | -0.05% |
Volatility
LTRYX vs. MCFIX - Volatility Comparison
Lord Abbett Total Return Fund (LTRYX) has a higher volatility of 1.62% compared to Mercer Core Fixed Income Fund (MCFIX) at 1.54%. This indicates that LTRYX's price experiences larger fluctuations and is considered to be riskier than MCFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LTRYX | MCFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 1.54% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.63% | 2.68% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.42% | 4.81% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.55% | 6.01% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.64% | 6.16% | -1.52% |