PortfoliosLab logoPortfoliosLab logo
TMAYX vs. LSYAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMAYX vs. LSYAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Ares Credit Opportunities Fund Class Y (TMAYX) and Lord Abbett Short Duration High Yield Fund (LSYAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TMAYX vs. LSYAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TMAYX
Touchstone Ares Credit Opportunities Fund Class Y
-0.58%6.15%8.27%13.25%-8.54%9.47%21.31%
LSYAX
Lord Abbett Short Duration High Yield Fund
-1.81%7.50%8.46%10.60%-7.21%4.50%14.22%

Returns By Period

In the year-to-date period, TMAYX achieves a -0.58% return, which is significantly higher than LSYAX's -1.81% return.


TMAYX

1D
0.11%
1M
-1.64%
YTD
-0.58%
6M
-0.07%
1Y
5.70%
3Y*
7.97%
5Y*
4.71%
10Y*
4.39%

LSYAX

1D
0.00%
1M
-2.66%
YTD
-1.81%
6M
-0.62%
1Y
5.29%
3Y*
7.23%
5Y*
3.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TMAYX vs. LSYAX - Expense Ratio Comparison

TMAYX has a 0.78% expense ratio, which is higher than LSYAX's 0.65% expense ratio.


Return for Risk

TMAYX vs. LSYAX — Risk / Return Rank

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

TMAYX
TMAYX Risk / Return Rank: 8181
Overall Rank
TMAYX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
TMAYX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TMAYX Omega Ratio Rank: 8484
Omega Ratio Rank
TMAYX Calmar Ratio Rank: 7171
Calmar Ratio Rank
TMAYX Martin Ratio Rank: 8080
Martin Ratio Rank

LSYAX
LSYAX Risk / Return Rank: 7070
Overall Rank
LSYAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
LSYAX Sortino Ratio Rank: 7676
Sortino Ratio Rank
LSYAX Omega Ratio Rank: 8383
Omega Ratio Rank
LSYAX Calmar Ratio Rank: 5757
Calmar Ratio Rank
LSYAX Martin Ratio Rank: 5757
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.

TMAYX vs. LSYAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Ares Credit Opportunities Fund Class Y (TMAYX) and Lord Abbett Short Duration High Yield Fund (LSYAX). 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.


TMAYXLSYAXDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.36

+0.26

Sortino ratio

Return per unit of downside risk

2.23

1.89

+0.34

Omega ratio

Gain probability vs. loss probability

1.35

1.33

+0.02

Calmar ratio

Return relative to maximum drawdown

1.66

1.33

+0.33

Martin ratio

Return relative to average drawdown

7.82

5.48

+2.34

TMAYX vs. LSYAX - Sharpe Ratio Comparison

The current TMAYX Sharpe Ratio is 1.62, which is comparable to the LSYAX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of TMAYX and LSYAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TMAYXLSYAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.36

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.95

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

1.41

-0.58

Correlation

The correlation between TMAYX and LSYAX is 0.78, 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

TMAYX vs. LSYAX - Dividend Comparison

TMAYX's dividend yield for the trailing twelve months is around 7.89%, more than LSYAX's 7.42% yield.


TTM20252024202320222021202020192018201720162015
TMAYX
Touchstone Ares Credit Opportunities Fund Class Y
7.89%7.25%7.82%7.91%6.25%6.37%6.43%3.81%2.18%4.47%2.86%1.81%
LSYAX
Lord Abbett Short Duration High Yield Fund
7.42%7.91%8.01%6.38%4.86%5.77%4.64%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TMAYX vs. LSYAX - Drawdown Comparison

The maximum TMAYX drawdown since its inception was -21.44%, which is greater than LSYAX's maximum drawdown of -10.79%. Use the drawdown chart below to compare losses from any high point for TMAYX and LSYAX.


Loading graphics...

Drawdown Indicators


TMAYXLSYAXDifference

Max Drawdown

Largest peak-to-trough decline

-21.44%

-10.79%

-10.65%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-4.12%

+0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-13.66%

-10.79%

-2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-21.44%

Current Drawdown

Current decline from peak

-1.91%

-2.84%

+0.93%

Average Drawdown

Average peak-to-trough decline

-2.13%

-1.91%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.00%

-0.33%

Volatility

TMAYX vs. LSYAX - Volatility Comparison

The current volatility for Touchstone Ares Credit Opportunities Fund Class Y (TMAYX) is 1.03%, while Lord Abbett Short Duration High Yield Fund (LSYAX) has a volatility of 1.29%. This indicates that TMAYX experiences smaller price fluctuations and is considered to be less risky than LSYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TMAYXLSYAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

1.29%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

1.90%

2.42%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

4.28%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.67%

4.21%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

4.18%

+0.86%