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MCIFX vs. LOCFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MCIFX vs. LOCFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Miller Convertible Bond Fund (MCIFX) and Lord Abbett Convertible Fund Class F3 (LOCFX). The values are adjusted to include any dividend payments, if applicable.

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MCIFX vs. LOCFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCIFX
Miller Convertible Bond Fund
-0.04%6.35%5.75%6.06%-10.55%4.40%19.61%13.28%-5.64%5.86%
LOCFX
Lord Abbett Convertible Fund Class F3
4.01%22.43%14.00%7.30%-23.12%1.40%64.47%25.07%-6.42%10.04%

Returns By Period

In the year-to-date period, MCIFX achieves a -0.04% return, which is significantly lower than LOCFX's 4.01% return.


MCIFX

1D
1.04%
1M
-2.81%
YTD
-0.04%
6M
1.40%
1Y
7.03%
3Y*
5.72%
5Y*
1.73%
10Y*
5.36%

LOCFX

1D
2.23%
1M
-4.18%
YTD
4.01%
6M
6.22%
1Y
28.56%
3Y*
15.10%
5Y*
3.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MCIFX vs. LOCFX - Expense Ratio Comparison

MCIFX has a 0.97% expense ratio, which is higher than LOCFX's 0.82% expense ratio.


Return for Risk

MCIFX vs. LOCFX — Risk / Return Rank

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

MCIFX
MCIFX Risk / Return Rank: 5757
Overall Rank
MCIFX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MCIFX Sortino Ratio Rank: 6565
Sortino Ratio Rank
MCIFX Omega Ratio Rank: 5555
Omega Ratio Rank
MCIFX Calmar Ratio Rank: 5252
Calmar Ratio Rank
MCIFX Martin Ratio Rank: 4848
Martin Ratio Rank

LOCFX
LOCFX Risk / Return Rank: 9191
Overall Rank
LOCFX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LOCFX Sortino Ratio Rank: 9090
Sortino Ratio Rank
LOCFX Omega Ratio Rank: 8484
Omega Ratio Rank
LOCFX Calmar Ratio Rank: 9797
Calmar Ratio Rank
LOCFX Martin Ratio Rank: 9595
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.

MCIFX vs. LOCFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Miller Convertible Bond Fund (MCIFX) and Lord Abbett Convertible Fund Class F3 (LOCFX). 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.


MCIFXLOCFXDifference

Sharpe ratio

Return per unit of total volatility

1.27

2.02

-0.74

Sortino ratio

Return per unit of downside risk

1.82

2.71

-0.90

Omega ratio

Gain probability vs. loss probability

1.24

1.36

-0.12

Calmar ratio

Return relative to maximum drawdown

1.50

4.11

-2.61

Martin ratio

Return relative to average drawdown

5.52

14.58

-9.06

MCIFX vs. LOCFX - Sharpe Ratio Comparison

The current MCIFX Sharpe Ratio is 1.27, which is lower than the LOCFX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of MCIFX and LOCFX, 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


MCIFXLOCFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

2.02

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.26

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.80

-0.07

Correlation

The correlation between MCIFX and LOCFX is 0.73, 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

MCIFX vs. LOCFX - Dividend Comparison

MCIFX's dividend yield for the trailing twelve months is around 4.87%, more than LOCFX's 1.49% yield.


TTM20252024202320222021202020192018201720162015
MCIFX
Miller Convertible Bond Fund
4.87%4.10%4.12%3.55%3.99%7.69%3.43%2.96%5.31%5.59%2.45%2.46%
LOCFX
Lord Abbett Convertible Fund Class F3
1.49%1.86%2.29%2.06%2.72%18.36%16.20%8.75%5.02%2.08%0.00%0.00%

Drawdowns

MCIFX vs. LOCFX - Drawdown Comparison

The maximum MCIFX drawdown since its inception was -29.19%, smaller than the maximum LOCFX drawdown of -33.29%. Use the drawdown chart below to compare losses from any high point for MCIFX and LOCFX.


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Drawdown Indicators


MCIFXLOCFXDifference

Max Drawdown

Largest peak-to-trough decline

-29.19%

-33.29%

+4.10%

Max Drawdown (1Y)

Largest decline over 1 year

-4.53%

-7.02%

+2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-14.75%

-30.60%

+15.85%

Max Drawdown (10Y)

Largest decline over 10 years

-17.36%

Current Drawdown

Current decline from peak

-3.53%

-4.94%

+1.41%

Average Drawdown

Average peak-to-trough decline

-3.91%

-11.41%

+7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

1.98%

-0.75%

Volatility

MCIFX vs. LOCFX - Volatility Comparison

The current volatility for Miller Convertible Bond Fund (MCIFX) is 1.97%, while Lord Abbett Convertible Fund Class F3 (LOCFX) has a volatility of 6.39%. This indicates that MCIFX experiences smaller price fluctuations and is considered to be less risky than LOCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCIFXLOCFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

6.39%

-4.42%

Volatility (6M)

Calculated over the trailing 6-month period

3.70%

12.18%

-8.48%

Volatility (1Y)

Calculated over the trailing 1-year period

5.54%

14.51%

-8.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

12.85%

-6.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.96%

13.95%

-6.99%