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Loomis Sayles Bond Fund (LSBDX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US5434958402

CUSIP

543495840

Issuer

Loomis Sayles Funds

Inception Date

May 15, 1991

Min. Investment

$100,000

Asset Class

Bond

Expense Ratio

LSBDX features an expense ratio of 0.67%, falling within the medium range.


Expense ratio chart for LSBDX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
LSBDX vs. VWIUX LSBDX vs. MWTRX LSBDX vs. VOO LSBDX vs. FXAIX LSBDX vs. VGSH LSBDX vs. VWEHX LSBDX vs. PONAX LSBDX vs. IUSB LSBDX vs. MUB LSBDX vs. FAGIX
Popular comparisons:
LSBDX vs. VWIUX LSBDX vs. MWTRX LSBDX vs. VOO LSBDX vs. FXAIX LSBDX vs. VGSH LSBDX vs. VWEHX LSBDX vs. PONAX LSBDX vs. IUSB LSBDX vs. MUB LSBDX vs. FAGIX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Loomis Sayles Bond Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
662.04%
1,205.20%
LSBDX (Loomis Sayles Bond Fund)
Benchmark (^GSPC)

Returns By Period

Loomis Sayles Bond Fund had a return of 5.31% year-to-date (YTD) and 5.86% in the last 12 months. Over the past 10 years, Loomis Sayles Bond Fund had an annualized return of 2.17%, while the S&P 500 had an annualized return of 11.06%, indicating that Loomis Sayles Bond Fund did not perform as well as the benchmark.


LSBDX

YTD

5.31%

1M

-1.26%

6M

3.71%

1Y

5.86%

5Y*

1.04%

10Y*

2.17%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of LSBDX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.25%-0.80%1.42%-2.49%2.00%0.80%2.25%1.79%2.54%-1.34%0.76%5.31%
20234.40%-2.48%1.18%0.28%-1.56%0.90%0.85%-0.50%-2.24%-2.32%4.85%4.81%8.05%
2022-2.42%-1.58%-1.21%-3.49%-0.14%-4.32%2.87%-1.52%-3.94%-0.01%3.20%-0.40%-12.50%
2021-0.69%-0.53%-0.03%1.39%0.76%1.87%0.60%0.44%-0.87%0.44%-1.29%1.14%3.23%
20200.14%-2.14%-9.95%2.27%2.89%1.44%3.45%0.42%-0.93%-0.56%4.65%1.22%2.14%
20193.42%0.88%0.82%1.04%-0.76%2.49%-0.15%0.41%0.53%0.65%-0.62%2.37%11.58%
20181.03%-1.08%0.24%-0.37%-0.37%0.01%0.86%-0.06%0.65%-1.80%-0.61%-1.38%-2.87%
20172.13%1.23%0.05%0.57%0.72%1.10%1.35%-0.24%0.30%-0.62%0.26%0.42%7.48%
2016-2.52%0.27%5.18%2.46%-0.65%1.68%2.03%0.94%0.46%-1.01%-1.17%0.86%8.63%
2015-1.03%1.27%-1.25%1.58%-0.66%-1.92%-1.18%-1.47%-1.52%2.65%-1.50%-1.94%-6.88%
2014-0.02%2.30%0.65%1.08%1.24%1.58%-0.56%1.07%-2.30%0.44%0.47%-1.23%4.75%
20131.61%-0.53%1.18%2.61%-1.04%-2.88%1.41%-1.63%2.73%1.99%-0.34%0.80%5.88%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LSBDX is 64, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of LSBDX is 6464
Overall Rank
The Sharpe Ratio Rank of LSBDX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of LSBDX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of LSBDX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of LSBDX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of LSBDX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Loomis Sayles Bond Fund (LSBDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for LSBDX, currently valued at 1.26, compared to the broader market-1.000.001.002.003.004.001.262.10
The chart of Sortino ratio for LSBDX, currently valued at 1.74, compared to the broader market-2.000.002.004.006.008.0010.001.742.80
The chart of Omega ratio for LSBDX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.39
The chart of Calmar ratio for LSBDX, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.0012.0014.000.733.09
The chart of Martin ratio for LSBDX, currently valued at 5.48, compared to the broader market0.0020.0040.0060.005.4813.49
LSBDX
^GSPC

The current Loomis Sayles Bond Fund Sharpe ratio is 1.26. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Loomis Sayles Bond Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.26
2.10
LSBDX (Loomis Sayles Bond Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Loomis Sayles Bond Fund provided a 4.28% dividend yield over the last twelve months, with an annual payout of $0.50 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.50$0.59$0.58$0.39$0.45$0.51$0.44$0.51$0.29$0.45$0.64$0.76

Dividend yield

4.28%5.09%5.15%2.89%3.28%3.70%3.44%3.72%2.12%3.52%4.33%5.02%

Monthly Dividends

The table displays the monthly dividend distributions for Loomis Sayles Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.00$0.00$0.50
2023$0.04$0.04$0.05$0.04$0.05$0.04$0.05$0.05$0.05$0.05$0.05$0.09$0.59
2022$0.03$0.03$0.04$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.19$0.58
2021$0.04$0.03$0.04$0.04$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.39
2020$0.04$0.04$0.03$0.04$0.03$0.02$0.04$0.04$0.04$0.05$0.03$0.06$0.45
2019$0.05$0.04$0.04$0.05$0.04$0.03$0.05$0.04$0.03$0.05$0.04$0.06$0.51
2018$0.04$0.03$0.03$0.04$0.04$0.03$0.04$0.03$0.03$0.05$0.04$0.05$0.44
2017$0.04$0.03$0.03$0.03$0.03$0.02$0.03$0.04$0.03$0.04$0.04$0.15$0.51
2016$0.02$0.01$0.02$0.02$0.02$0.02$0.02$0.01$0.00$0.04$0.04$0.08$0.29
2015$0.05$0.05$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.12$0.45
2014$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.10$0.64
2013$0.05$0.06$0.06$0.06$0.07$0.06$0.06$0.06$0.05$0.06$0.06$0.11$0.76

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.58%
-2.62%
LSBDX (Loomis Sayles Bond Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Loomis Sayles Bond Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Loomis Sayles Bond Fund was 30.57%, occurring on Nov 24, 2008. Recovery took 207 trading sessions.

The current Loomis Sayles Bond Fund drawdown is 2.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.57%May 21, 2008130Nov 24, 2008207Sep 22, 2009337
-16.6%Sep 7, 2021284Oct 20, 2022474Sep 11, 2024758
-16.42%Jan 23, 202042Mar 23, 2020172Nov 24, 2020214
-13.43%Sep 2, 2014365Feb 11, 2016143Sep 6, 2016508
-9.44%Dec 29, 199394May 9, 1994239Apr 7, 1995333

Volatility

Volatility Chart

The current Loomis Sayles Bond Fund volatility is 1.40%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.40%
3.79%
LSBDX (Loomis Sayles Bond Fund)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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