VBR vs. LFRIX

Last updated Jun 14, 2026

VBR (Vanguard Small-Cap Value ETF) and LFRIX (Lord Abbett Floating Rate Fund) are both funds - VBR is a Small Cap Value Equities fund tracking the CRSP US Small Cap Value Index, while LFRIX is a Bank Loan fund managed by Lord Abbett. Over the past 10 years, VBR returned 10.99%/yr vs 4.52%/yr for LFRIX. At a 0.21 correlation, their price movements are largely independent. VBR charges 0.05%/yr vs 0.60%/yr for LFRIX.

Performance

VBR vs. LFRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Value ETF (VBR) and Lord Abbett Floating Rate Fund (LFRIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VBR achieves a 14.60% return, which is significantly higher than LFRIX's 1.53% return. Over the past 10 years, VBR has outperformed LFRIX with an annualized return of 10.99%, while LFRIX has yielded a comparatively lower 4.52% annualized return.

VBR

• 1D: 0.87%
• 1M: 4.49%
• YTD: 14.60%
• 6M: 12.92%
• 1Y: 29.93%
• 3Y*: 16.09%
• 5Y*: 8.36%
• 10Y*: 10.99%

LFRIX

• 1D: 0.00%
• 1M: 0.17%
• YTD: 1.53%
• 6M: 2.10%
• 1Y: 6.20%
• 3Y*: 7.67%
• 5Y*: 5.35%
• 10Y*: 4.52%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VBR vs. LFRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VBR Vanguard Small-Cap Value ETF	14.60%	9.09%	12.40%	16.00%	-9.38%	28.08%	5.90%	22.78%	-12.28%	11.81%
LFRIX Lord Abbett Floating Rate Fund	1.53%	6.30%	8.28%	12.22%	-2.99%	5.48%	-1.47%	7.59%	-0.01%	3.97%

Correlation

The correlation between VBR and LFRIX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (10Y) Calculated over the trailing 10-year period	0.27
Correlation (All Time) Calculated using the full available price history since Dec 18, 2007	0.21

The correlation between VBR and LFRIX shifts across timeframes, from 0.16 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

VBR vs. LFRIX — Risk / Return Rank

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

VBR

VBR Risk / Return Rank: 67
VBR Sharpe Ratio Rank: 64
VBR Sortino Ratio Rank: 68
VBR Omega Ratio Rank: 59
VBR Calmar Ratio Rank: 72
VBR Martin Ratio Rank: 70

LFRIX

LFRIX Risk / Return Rank: 92
LFRIX Sharpe Ratio Rank: 87
LFRIX Sortino Ratio Rank: 98
LFRIX Omega Ratio Rank: 97
LFRIX Calmar Ratio Rank: 90
LFRIX Martin Ratio Rank: 90

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.

VBR vs. LFRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value ETF (VBR) and Lord Abbett Floating Rate Fund (LFRIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VBR	LFRIX	Difference
Sharpe ratio: Return per unit of total volatility	1.83	2.50	-0.67
Sortino ratio: Return per unit of downside risk	2.67	5.72	-3.05
Omega ratio: Gain probability vs. loss probability	1.31	1.97	-0.65
Calmar ratio: Return relative to maximum drawdown	3.17	3.92	-0.75
Martin ratio: Return relative to average drawdown	11.22	14.80	-3.58

VBR vs. LFRIX - Sharpe Ratio Comparison

The current VBR Sharpe Ratio is 1.83, which is comparable to the LFRIX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of VBR and LFRIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VBR vs. LFRIX - Drawdown Comparison

The maximum VBR drawdown since its inception was -61.98%, which is greater than LFRIX's maximum drawdown of -27.90%. Use the drawdown chart below to compare losses from any high point for VBR and LFRIX.

Drawdown Indicators

	VBR	LFRIX	Difference
Max Drawdown Largest peak-to-trough decline	-61.98%	-27.90%	-34.08%
Max Drawdown (1Y) Largest decline over 1 year	-8.85%	-1.55%	-7.30%
Max Drawdown (3Y) Largest decline over 3 years	-24.19%	-2.59%	-21.60%
Max Drawdown (5Y) Largest decline over 5 years	-24.19%	-6.23%	-17.96%
Max Drawdown (10Y) Largest decline over 10 years	-45.28%	-21.75%	-23.53%
Current Drawdown Current decline from peak	0.00%	-0.37%	+0.37%
Average Drawdown Average peak-to-trough decline	-8.26%	-1.94%	-6.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	0.41%	+2.09%

Volatility

VBR vs. LFRIX - Volatility Comparison

Vanguard Small-Cap Value ETF (VBR) has a higher volatility of 4.43% compared to Lord Abbett Floating Rate Fund (LFRIX) at 0.66%. This indicates that VBR's price experiences larger fluctuations and is considered to be riskier than LFRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VBR	LFRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.43%	0.66%	+3.77%
Volatility (6M) Calculated over the trailing 6-month period	10.65%	1.87%	+8.78%
Volatility (1Y) Calculated over the trailing 1-year period	15.36%	2.44%	+12.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.79%	2.86%	+16.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.74%	3.91%	+17.83%

VBR vs. LFRIX - Expense Ratio Comparison

VBR has a 0.05% expense ratio, which is lower than LFRIX's 0.60% expense ratio.

Dividends

VBR vs. LFRIX - Dividend Comparison

VBR's dividend yield for the trailing twelve months is around 1.71%, less than LFRIX's 6.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LFRIX Lord Abbett Floating Rate Fund	6.91%	7.20%	7.68%	7.63%	3.95%	4.01%	4.64%	5.71%	5.60%	4.65%	4.64%	4.72%
VBR Vanguard Small-Cap Value ETF	1.71%	1.95%	1.98%	2.12%	2.03%	1.75%	1.68%	2.06%	2.35%	1.79%	1.77%	1.99%

Frequently Asked Questions

Can I hold both VBR and LFRIX in my portfolio?

VBR and LFRIX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VBR or LFRIX?

VBR has higher volatility (4.43%) compared to LFRIX (0.66%). In terms of maximum drawdown, VBR dropped -61.98% vs LFRIX's -27.90%.

Which has better risk-adjusted returns?

LFRIX currently has the higher Sharpe Ratio (2.50 vs 1.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.