VEA vs. LDLVX

Last updated Jun 14, 2026

VEA (Vanguard FTSE Developed Markets ETF) and LDLVX (Lord Abbett Short Duration Income Fund Class R6) are both funds - VEA is a Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index, while LDLVX is a Short-Term Bond fund actively managed by Lord Abbett. VEA is passively managed, while LDLVX is actively managed. Over the past 10 years, VEA returned 10.72%/yr vs 2.43%/yr for LDLVX. At a 0.11 correlation, their price movements are largely independent. VEA charges 0.03%/yr vs 0.32%/yr for LDLVX.

Performance

VEA vs. LDLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Developed Markets ETF (VEA) and Lord Abbett Short Duration Income Fund Class R6 (LDLVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VEA achieves a 14.73% return, which is significantly higher than LDLVX's 0.82% return. Over the past 10 years, VEA has outperformed LDLVX with an annualized return of 10.72%, while LDLVX has yielded a comparatively lower 2.43% annualized return.

VEA

• 1D: 0.34%
• 1M: 3.58%
• YTD: 14.73%
• 6M: 16.65%
• 1Y: 31.41%
• 3Y*: 19.03%
• 5Y*: 9.51%
• 10Y*: 10.72%

LDLVX

• 1D: 0.00%
• 1M: 0.42%
• YTD: 0.82%
• 6M: 1.25%
• 1Y: 4.53%
• 3Y*: 5.37%
• 5Y*: 2.41%
• 10Y*: 2.43%

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

VEA vs. LDLVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VEA Vanguard FTSE Developed Markets ETF	14.73%	35.16%	3.15%	17.93%	-15.34%	11.66%	9.71%	22.62%	-14.75%	26.42%
LDLVX Lord Abbett Short Duration Income Fund Class R6	0.82%	6.28%	4.94%	5.75%	-5.31%	1.21%	3.22%	5.71%	1.54%	1.58%

Correlation

The correlation between VEA and LDLVX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (10Y) Calculated over the trailing 10-year period	0.11
Correlation (All Time) Calculated using the full available price history since Jul 13, 2015	0.11

The correlation between VEA and LDLVX shifts across timeframes, from 0.11 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

VEA vs. LDLVX — Risk / Return Rank

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

VEA

VEA Risk / Return Rank: 62
VEA Sharpe Ratio Rank: 63
VEA Sortino Ratio Rank: 62
VEA Omega Ratio Rank: 63
VEA Calmar Ratio Rank: 59
VEA Martin Ratio Rank: 63

LDLVX

LDLVX Risk / Return Rank: 82
LDLVX Sharpe Ratio Rank: 60
LDLVX Sortino Ratio Rank: 83
LDLVX Omega Ratio Rank: 94
LDLVX Calmar Ratio Rank: 84
LDLVX Martin Ratio Rank: 88

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.

VEA vs. LDLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) and Lord Abbett Short Duration Income Fund Class R6 (LDLVX). 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.

	VEA	LDLVX	Difference
Sharpe ratio: Return per unit of total volatility	1.81	1.91	-0.11
Sortino ratio: Return per unit of downside risk	2.50	3.46	-0.96
Omega ratio: Gain probability vs. loss probability	1.33	1.69	-0.36
Calmar ratio: Return relative to maximum drawdown	2.58	3.54	-0.96
Martin ratio: Return relative to average drawdown	9.92	14.67	-4.75

VEA vs. LDLVX - Sharpe Ratio Comparison

The current VEA Sharpe Ratio is 1.81, which is comparable to the LDLVX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of VEA and LDLVX, 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

VEA vs. LDLVX - Drawdown Comparison

The maximum VEA drawdown since its inception was -60.68%, which is greater than LDLVX's maximum drawdown of -9.67%. Use the drawdown chart below to compare losses from any high point for VEA and LDLVX.

Drawdown Indicators

	VEA	LDLVX	Difference
Max Drawdown Largest peak-to-trough decline	-60.68%	-9.67%	-51.01%
Max Drawdown (1Y) Largest decline over 1 year	-11.63%	-1.29%	-10.34%
Max Drawdown (3Y) Largest decline over 3 years	-13.45%	-1.29%	-12.16%
Max Drawdown (5Y) Largest decline over 5 years	-29.71%	-7.35%	-22.36%
Max Drawdown (10Y) Largest decline over 10 years	-35.73%	-9.67%	-26.06%
Current Drawdown Current decline from peak	-1.06%	-0.26%	-0.80%
Average Drawdown Average peak-to-trough decline	-13.28%	-1.44%	-11.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	0.31%	+2.71%

Volatility

VEA vs. LDLVX - Volatility Comparison

Vanguard FTSE Developed Markets ETF (VEA) has a higher volatility of 6.84% compared to Lord Abbett Short Duration Income Fund Class R6 (LDLVX) at 0.74%. This indicates that VEA's price experiences larger fluctuations and is considered to be riskier than LDLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VEA	LDLVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.84%	0.74%	+6.10%
Volatility (6M) Calculated over the trailing 6-month period	14.38%	1.61%	+12.77%
Volatility (1Y) Calculated over the trailing 1-year period	16.58%	2.37%	+14.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.72%	2.80%	+13.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.40%	2.63%	+14.77%

VEA vs. LDLVX - Expense Ratio Comparison

VEA has a 0.03% expense ratio, which is lower than LDLVX's 0.32% expense ratio.

Dividends

VEA vs. LDLVX - Dividend Comparison

VEA's dividend yield for the trailing twelve months is around 2.62%, less than LDLVX's 5.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LDLVX Lord Abbett Short Duration Income Fund Class R6	5.25%	5.29%	4.81%	4.76%	2.64%	2.66%	3.11%	3.86%	4.18%	2.99%	0.00%	0.00%
VEA Vanguard FTSE Developed Markets ETF	2.62%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%

Frequently Asked Questions

Can I hold both VEA and LDLVX in my portfolio?

VEA and LDLVX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VEA or LDLVX?

VEA has higher volatility (6.84%) compared to LDLVX (0.74%). In terms of maximum drawdown, VEA dropped -60.68% vs LDLVX's -9.67%.

Which has better risk-adjusted returns?

LDLVX currently has the higher Sharpe Ratio (1.91 vs 1.81), 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.