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SWSBX vs. LLDYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWSBX vs. LLDYX - Performance Comparison

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

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SWSBX vs. LLDYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWSBX
Schwab Short-Term Bond Index Fund
-0.16%6.06%3.42%3.95%-5.89%-1.28%4.47%4.96%1.34%0.85%
LLDYX
Lord Abbett Short Duration Income Fund
-0.21%6.19%5.59%5.41%-5.35%1.07%3.17%5.64%1.47%2.16%

Returns By Period

In the year-to-date period, SWSBX achieves a -0.16% return, which is significantly higher than LLDYX's -0.21% return.


SWSBX

1D
0.10%
1M
-0.93%
YTD
-0.16%
6M
0.78%
1Y
3.74%
3Y*
3.77%
5Y*
1.27%
10Y*

LLDYX

1D
0.26%
1M
-0.77%
YTD
-0.21%
6M
0.80%
1Y
4.34%
3Y*
5.09%
5Y*
2.36%
10Y*
2.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWSBX vs. LLDYX - Expense Ratio Comparison

SWSBX has a 0.06% expense ratio, which is lower than LLDYX's 0.38% expense ratio.


Return for Risk

SWSBX vs. LLDYX — Risk / Return Rank

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

SWSBX
SWSBX Risk / Return Rank: 8787
Overall Rank
SWSBX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SWSBX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SWSBX Omega Ratio Rank: 8282
Omega Ratio Rank
SWSBX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SWSBX Martin Ratio Rank: 8989
Martin Ratio Rank

LLDYX
LLDYX Risk / Return Rank: 9393
Overall Rank
LLDYX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LLDYX Sortino Ratio Rank: 9292
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.

SWSBX vs. LLDYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Short-Term Bond Index Fund (SWSBX) 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.


SWSBXLLDYXDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.67

-0.08

Sortino ratio

Return per unit of downside risk

2.60

2.77

-0.17

Omega ratio

Gain probability vs. loss probability

1.33

1.52

-0.19

Calmar ratio

Return relative to maximum drawdown

2.71

3.73

-1.02

Martin ratio

Return relative to average drawdown

9.85

13.92

-4.07

SWSBX vs. LLDYX - Sharpe Ratio Comparison

The current SWSBX Sharpe Ratio is 1.59, which is comparable to the LLDYX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of SWSBX 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


SWSBXLLDYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.67

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.87

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.09

-0.32

Correlation

The correlation between SWSBX and LLDYX is 0.60, 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

SWSBX vs. LLDYX - Dividend Comparison

SWSBX's dividend yield for the trailing twelve months is around 3.79%, less than LLDYX's 4.80% yield.


TTM20252024202320222021202020192018201720162015
SWSBX
Schwab Short-Term Bond Index Fund
3.79%4.09%3.66%2.36%1.11%0.97%1.82%2.41%2.12%1.56%0.00%0.00%
LLDYX
Lord Abbett Short Duration Income Fund
4.80%5.21%5.16%4.71%2.58%2.52%3.06%3.79%4.11%3.90%4.15%4.15%

Drawdowns

SWSBX vs. LLDYX - Drawdown Comparison

The maximum SWSBX drawdown since its inception was -9.06%, smaller than the maximum LLDYX drawdown of -10.54%. Use the drawdown chart below to compare losses from any high point for SWSBX and LLDYX.


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Drawdown Indicators


SWSBXLLDYXDifference

Max Drawdown

Largest peak-to-trough decline

-9.06%

-10.54%

+1.48%

Max Drawdown (1Y)

Largest decline over 1 year

-1.54%

-1.29%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-9.06%

-7.43%

-1.63%

Max Drawdown (10Y)

Largest decline over 10 years

-9.67%

Current Drawdown

Current decline from peak

-1.13%

-1.03%

-0.10%

Average Drawdown

Average peak-to-trough decline

-1.81%

-1.21%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

0.34%

+0.08%

Volatility

SWSBX vs. LLDYX - Volatility Comparison

The current volatility for Schwab Short-Term Bond Index Fund (SWSBX) is 0.73%, while Lord Abbett Short Duration Income Fund (LLDYX) has a volatility of 0.78%. This indicates that SWSBX experiences smaller price fluctuations and is considered to be less risky 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


SWSBXLLDYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

0.78%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

1.55%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

2.40%

2.64%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.95%

2.73%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.47%

2.58%

-0.11%