LTRYX vs. SWAGX
Compare and contrast key facts about Lord Abbett Total Return Fund (LTRYX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
LTRYX is managed by Lord Abbett. It was launched on Dec 14, 1998. SWAGX is managed by Charles Schwab.
Performance
LTRYX vs. SWAGX - Performance Comparison
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LTRYX vs. SWAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LTRYX Lord Abbett Total Return Fund | -0.91% | 7.52% | 2.09% | 6.00% | -14.60% | 0.16% | 7.66% | 8.57% | -0.58% | 3.10% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | -0.44% | 7.11% | 1.38% | 5.46% | -13.62% | -2.29% | 7.39% | 8.64% | -0.11% | 2.62% |
Returns By Period
In the year-to-date period, LTRYX achieves a -0.91% return, which is significantly lower than SWAGX's -0.44% 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%
SWAGX
- 1D
- 0.56%
- 1M
- -2.30%
- YTD
- -0.44%
- 6M
- 0.48%
- 1Y
- 3.81%
- 3Y*
- 3.39%
- 5Y*
- 0.01%
- 10Y*
- —
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LTRYX vs. SWAGX - Expense Ratio Comparison
LTRYX has a 0.40% expense ratio, which is higher than SWAGX's 0.04% expense ratio.
Return for Risk
LTRYX vs. SWAGX — Risk / Return Rank
LTRYX
SWAGX
LTRYX vs. SWAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Total Return Fund (LTRYX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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 | SWAGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.98 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.42 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.75 | -0.17 |
Martin ratioReturn relative to average drawdown | 4.90 | 4.95 | -0.05 |
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 | SWAGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.98 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.00 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.30 | +0.50 |
Correlation
The correlation between LTRYX and SWAGX is 0.93, 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. SWAGX - Dividend Comparison
LTRYX's dividend yield for the trailing twelve months is around 4.55%, more than SWAGX's 3.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.76% | 4.02% | 3.88% | 3.22% | 1.93% | 1.56% | 2.47% | 2.87% | 2.80% | 1.98% | 0.00% | 0.00% |
Drawdowns
LTRYX vs. SWAGX - Drawdown Comparison
The maximum LTRYX drawdown since its inception was -19.00%, roughly equal to the maximum SWAGX drawdown of -19.68%. Use the drawdown chart below to compare losses from any high point for LTRYX and SWAGX.
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Drawdown Indicators
| LTRYX | SWAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.00% | -19.68% | +0.68% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -2.84% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -18.76% | -0.24% |
Max Drawdown (10Y)Largest decline over 10 years | -19.00% | — | — |
Current DrawdownCurrent decline from peak | -2.68% | -4.18% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -2.56% | -5.72% | +3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 1.00% | +0.01% |
Volatility
LTRYX vs. SWAGX - Volatility Comparison
Lord Abbett Total Return Fund (LTRYX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX) have volatilities of 1.62% and 1.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LTRYX | SWAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 1.66% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.63% | 2.70% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.42% | 4.48% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.55% | 6.06% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.64% | 5.13% | -0.49% |