VTI vs. LFRIX
VTI (Vanguard Total Stock Market ETF) and LFRIX (Lord Abbett Floating Rate Fund) are both funds - VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while LFRIX is a Bank Loan fund managed by Lord Abbett. Over the past 10 years, VTI returned 15.02%/yr vs 4.52%/yr for LFRIX. At a 0.22 correlation, their price movements are largely independent. VTI charges 0.03%/yr vs 0.60%/yr for LFRIX.
Performance
VTI vs. LFRIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VTI achieves a 9.62% return, which is significantly higher than LFRIX's 1.53% return. Over the past 10 years, VTI has outperformed LFRIX with an annualized return of 15.02%, while LFRIX has yielded a comparatively lower 4.52% annualized return.
VTI
- 1D
- 0.57%
- 1M
- -0.28%
- YTD
- 9.62%
- 6M
- 9.69%
- 1Y
- 26.27%
- 3Y*
- 20.60%
- 5Y*
- 12.20%
- 10Y*
- 15.02%
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%
VTI vs. LFRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 9.62% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
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 VTI and LFRIX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2007 | 0.22 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VTI vs. LFRIX — Risk / Return Rank
VTI
LFRIX
VTI vs. LFRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) 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.
| VTI | LFRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -3.04 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.97 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 3.92 | -1.13 |
| Martin ratioReturn relative to average drawdown | 12.52 | 14.80 | -2.28 |
Loading charts...
Drawdowns
VTI vs. LFRIX - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, which is greater than LFRIX's maximum drawdown of -27.90%. Use the drawdown chart below to compare losses from any high point for VTI and LFRIX.
Loading charts...
Drawdown Indicators
| VTI | LFRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.45% | -27.90% | -27.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -1.55% | -7.37% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -2.59% | -16.71% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -6.23% | -19.13% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -21.75% | -13.25% |
Current DrawdownCurrent decline from peak | -2.14% | -0.37% | -1.77% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -1.94% | -6.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 0.41% | +1.58% |
Volatility
VTI vs. LFRIX - Volatility Comparison
Vanguard Total Stock Market ETF (VTI) has a higher volatility of 4.50% compared to Lord Abbett Floating Rate Fund (LFRIX) at 0.66%. This indicates that VTI'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.
Loading charts...
Volatility by Period
| VTI | LFRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 0.66% | +3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 1.87% | +7.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 2.44% | +10.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 2.86% | +14.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 3.91% | +14.42% |
VTI vs. LFRIX - Expense Ratio Comparison
VTI has a 0.03% expense ratio, which is lower than LFRIX's 0.60% expense ratio.
Dividends
VTI vs. LFRIX - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.03%, 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% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
VTI and LFRIX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTI has higher volatility (4.50%) compared to LFRIX (0.66%). In terms of maximum drawdown, VTI dropped -55.45% vs LFRIX's -27.90%.
LFRIX currently has the higher Sharpe Ratio (2.50 vs 1.97), 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.
Find the right allocation for VTI and LFRIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer