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PCSFX vs. LBFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCSFX vs. LBFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Capital Securities Fund (PCSFX) and Lord Abbett Convertible Fund Class F (LBFFX). The values are adjusted to include any dividend payments, if applicable.

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PCSFX vs. LBFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

PCSFX
PCSFX Risk / Return Rank: 8888
Overall Rank
PCSFX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PCSFX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PCSFX Omega Ratio Rank: 9595
Omega Ratio Rank
PCSFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
PCSFX Martin Ratio Rank: 8383
Martin Ratio Rank

LBFFX
LBFFX Risk / Return Rank: 9090
Overall Rank
LBFFX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LBFFX Sortino Ratio Rank: 8989
Sortino Ratio Rank
LBFFX Omega Ratio Rank: 8282
Omega Ratio Rank
LBFFX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LBFFX Martin Ratio Rank: 9494
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.

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.


PCSFXLBFFXDifference

Sharpe ratio

Return per unit of total volatility

2.11

1.80

+0.30

Sortino ratio

Return per unit of downside risk

2.63

2.44

+0.19

Omega ratio

Gain probability vs. loss probability

1.54

1.33

+0.21

Calmar ratio

Return relative to maximum drawdown

1.88

3.45

-1.57

Martin ratio

Return relative to average drawdown

8.47

12.36

-3.89

PCSFX vs. LBFFX - Sharpe Ratio Comparison

The current PCSFX Sharpe Ratio is 2.11, which is comparable to the LBFFX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of PCSFX and LBFFX, 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


PCSFXLBFFXDifference

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.


TTM20252024202320222021202020192018201720162015
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


PCSFXLBFFXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.97%

-7.07%

+4.10%

Average Drawdown

Average peak-to-trough decline

-2.50%

-10.40%

+7.90%

Ulcer Index

Depth 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


PCSFXLBFFXDifference

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%