LSDIX's Sortino Ratio of 1.60 indicates that for each unit of downside volatility, it generates 1.60 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
LSDIX Sortino Ratio Rank
LSDIX ranks above 17.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
LSDIX Sortino Ratio Market Positioning
The chart shows LSDIX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.89 or lower
- Yellow zone (middle 50%): 1.89 to 3.31
- Green zone (top 25%): 3.31 or higher
- Top 1%: 8.98+
- Median: 2.75 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Loomis Sayles Intermediate Duration Bond Fund's Sortino Ratio with other mutual funds in the Short-Term Bond category across multiple time periods, showing how LSDIX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| GPICX | GuidepathConservative Income Fund | 8.17 | |||
| DHEIX | Diamond Hill Short Duration Securitized Bond Fund Class I | 8.11 | |||
| BATAX | BlackRock Allocation Target Shares Series A Portfolio | 7.45 | |||
| HOBEX | Holbrook Income Fund | 7.16 | |||
| DHEAX | Diamond Hill Short Duration Securitized Bond Fund | 6.99 | |||
| DBLSX | DoubleLine Low Duration Bond Fund | 5.53 | |||
| DFAIX | DFA Short-Duration Real Return Portfolio | 5.52 | |||
| LCCMX | Leader Short Term High Yield Bond Fund | 5.42 | |||
| DFEQX | DFA Short-Term Extended Quality Portfolio | 5.23 | |||
| DLSNX | DoubleLine Low Duration Bond Fund Class N | 5.22 | |||
| LSDIX | Loomis Sayles Intermediate Duration Bond Fund | 1.60 |
Historical Sortino Ratio
The chart shows LSDIX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when LSDIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does LSDIX fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio