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MRBIX vs. LLDYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MRBIX vs. LLDYX - Performance Comparison

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

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MRBIX vs. LLDYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRBIX
MFS Total Return Bond Fund
-0.47%7.35%1.77%6.45%-14.52%-0.84%8.83%9.96%-1.03%4.15%
LLDYX
Lord Abbett Short Duration Income Fund
-0.47%6.19%5.59%5.41%-5.35%1.07%3.17%5.64%1.47%2.74%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with MRBIX at -0.47% and LLDYX at -0.47%. Over the past 10 years, MRBIX has underperformed LLDYX with an annualized return of 2.00%, while LLDYX has yielded a comparatively higher 2.78% annualized return.


MRBIX

1D
0.53%
1M
-2.25%
YTD
-0.47%
6M
0.50%
1Y
3.94%
3Y*
3.80%
5Y*
0.24%
10Y*
2.00%

LLDYX

1D
0.00%
1M
-1.29%
YTD
-0.47%
6M
0.80%
1Y
4.07%
3Y*
5.00%
5Y*
2.30%
10Y*
2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MRBIX vs. LLDYX - Expense Ratio Comparison

MRBIX has a 0.45% expense ratio, which is higher than LLDYX's 0.38% expense ratio.


Return for Risk

MRBIX vs. LLDYX — Risk / Return Rank

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

MRBIX
MRBIX Risk / Return Rank: 6060
Overall Rank
MRBIX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
MRBIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
MRBIX Omega Ratio Rank: 4444
Omega Ratio Rank
MRBIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
MRBIX Martin Ratio Rank: 5757
Martin Ratio Rank

LLDYX
LLDYX Risk / Return Rank: 9393
Overall Rank
LLDYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
LLDYX Sortino Ratio Rank: 9393
Sortino Ratio Rank
LLDYX Omega Ratio Rank: 9595
Omega Ratio Rank
LLDYX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LLDYX 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.

MRBIX vs. LLDYX - Risk-Adjusted Trends Comparison

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


MRBIXLLDYXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.73

-0.65

Sortino ratio

Return per unit of downside risk

1.55

2.89

-1.34

Omega ratio

Gain probability vs. loss probability

1.19

1.54

-0.35

Calmar ratio

Return relative to maximum drawdown

1.84

3.52

-1.68

Martin ratio

Return relative to average drawdown

5.51

13.37

-7.86

MRBIX vs. LLDYX - Sharpe Ratio Comparison

The current MRBIX Sharpe Ratio is 1.07, which is lower than the LLDYX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of MRBIX and LLDYX, 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


MRBIXLLDYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.73

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.85

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

1.08

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

1.09

-0.11

Correlation

The correlation between MRBIX and LLDYX is 0.55, 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

MRBIX vs. LLDYX - Dividend Comparison

MRBIX's dividend yield for the trailing twelve months is around 3.89%, less than LLDYX's 4.81% yield.


TTM20252024202320222021202020192018201720162015
MRBIX
MFS Total Return Bond Fund
3.89%4.21%3.69%3.42%2.39%3.42%3.00%3.06%2.87%2.65%3.02%3.76%
LLDYX
Lord Abbett Short Duration Income Fund
4.81%5.21%5.16%4.71%2.58%2.52%3.06%3.79%4.11%3.90%4.15%4.15%

Drawdowns

MRBIX vs. LLDYX - Drawdown Comparison

The maximum MRBIX drawdown since its inception was -19.25%, which is greater than LLDYX's maximum drawdown of -10.54%. Use the drawdown chart below to compare losses from any high point for MRBIX and LLDYX.


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Drawdown Indicators


MRBIXLLDYXDifference

Max Drawdown

Largest peak-to-trough decline

-19.25%

-10.54%

-8.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-1.29%

-1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-19.25%

-7.43%

-11.82%

Max Drawdown (10Y)

Largest decline over 10 years

-19.25%

-9.67%

-9.58%

Current Drawdown

Current decline from peak

-2.25%

-1.29%

-0.96%

Average Drawdown

Average peak-to-trough decline

-2.48%

-1.21%

-1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.34%

+0.58%

Volatility

MRBIX vs. LLDYX - Volatility Comparison

MFS Total Return Bond Fund (MRBIX) has a higher volatility of 1.46% compared to Lord Abbett Short Duration Income Fund (LLDYX) at 0.74%. This indicates that MRBIX's price experiences larger fluctuations and is considered to be riskier than LLDYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRBIXLLDYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

0.74%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

1.53%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

4.24%

2.64%

+1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.70%

2.73%

+2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

2.58%

+2.32%