PCSFX vs. LBFFX
Compare and contrast key facts about Principal Capital Securities Fund (PCSFX) and Lord Abbett Convertible Fund Class F (LBFFX).
PCSFX is managed by Principal. It was launched on Mar 13, 2014. LBFFX is managed by Lord Abbett.
Performance
PCSFX vs. LBFFX - Performance Comparison
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PCSFX vs. LBFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PCSFX Principal Capital Securities Fund | -1.42% | 8.96% | 12.15% | 6.82% | -11.35% | 3.74% | 7.71% | 17.41% | -4.61% | 11.57% |
LBFFX Lord Abbett Convertible Fund Class F | 1.71% | 22.11% | 13.82% | 7.16% | -23.30% | 1.26% | 64.16% | 24.19% | -5.89% | 16.68% |
Returns By Period
In the year-to-date period, PCSFX achieves a -1.42% return, which is significantly lower than LBFFX's 1.71% return. Over the past 10 years, PCSFX has underperformed LBFFX with an annualized return of 5.44%, while LBFFX has yielded a comparatively higher 11.61% annualized return.
PCSFX
- 1D
- 0.00%
- 1M
- -2.77%
- YTD
- -1.42%
- 6M
- 0.35%
- 1Y
- 5.58%
- 3Y*
- 9.80%
- 5Y*
- 3.38%
- 10Y*
- 5.44%
LBFFX
- 1D
- -1.66%
- 1M
- -5.44%
- YTD
- 1.71%
- 6M
- 4.82%
- 1Y
- 26.07%
- 3Y*
- 14.05%
- 5Y*
- 2.99%
- 10Y*
- 11.61%
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PCSFX vs. LBFFX - Expense Ratio Comparison
PCSFX has a 0.00% expense ratio, which is lower than LBFFX's 0.93% expense ratio.
Return for Risk
PCSFX vs. LBFFX — Risk / Return Rank
PCSFX
LBFFX
PCSFX vs. LBFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Capital Securities Fund (PCSFX) and Lord Abbett Convertible Fund Class F (LBFFX). 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.
| PCSFX | LBFFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 1.80 | +0.30 |
Sortino ratioReturn per unit of downside risk | 2.63 | 2.44 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.33 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 3.45 | -1.57 |
Martin ratioReturn relative to average drawdown | 8.47 | 12.36 | -3.89 |
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
| PCSFX | LBFFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 1.80 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.23 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 0.86 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.61 | +0.47 |
Correlation
The correlation between PCSFX and LBFFX is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PCSFX vs. LBFFX - Dividend Comparison
PCSFX's dividend yield for the trailing twelve months is around 5.63%, more than LBFFX's 1.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCSFX Principal Capital Securities Fund | 5.63% | 5.80% | 5.50% | 5.75% | 5.68% | 4.57% | 4.88% | 5.43% | 6.07% | 5.14% | 5.08% | 5.78% |
LBFFX Lord Abbett Convertible Fund Class F | 1.47% | 1.80% | 2.22% | 1.95% | 2.60% | 18.44% | 16.27% | 8.71% | 4.91% | 2.47% | 3.64% | 3.38% |
Drawdowns
PCSFX vs. LBFFX - Drawdown Comparison
The maximum PCSFX drawdown since its inception was -22.42%, smaller than the maximum LBFFX drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for PCSFX and LBFFX.
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Drawdown Indicators
| PCSFX | LBFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -41.13% | +18.71% |
Max Drawdown (1Y)Largest decline over 1 year | -2.97% | -7.07% | +4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -18.67% | -30.86% | +12.19% |
Max Drawdown (10Y)Largest decline over 10 years | -22.42% | -33.61% | +11.19% |
Current DrawdownCurrent decline from peak | -2.97% | -7.07% | +4.10% |
Average DrawdownAverage peak-to-trough decline | -2.50% | -10.40% | +7.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 1.97% | -1.31% |
Volatility
PCSFX vs. LBFFX - Volatility Comparison
The current volatility for Principal Capital Securities Fund (PCSFX) is 1.15%, while Lord Abbett Convertible Fund Class F (LBFFX) has a volatility of 5.98%. This indicates that PCSFX experiences smaller price fluctuations and is considered to be less risky than LBFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCSFX | LBFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 5.98% | -4.83% |
Volatility (6M)Calculated over the trailing 6-month period | 1.60% | 12.02% | -10.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.66% | 14.39% | -11.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.26% | 12.86% | -8.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.04% | 13.50% | -8.46% |