Loomis Sayles Investment Grade Fixed Income Fund (LSIGX) Sharpe Ratio: 0.67

LSIGX's Sharpe Ratio of 0.67 indicates that for each unit of volatility, it generates 0.67 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

LSIGX Sharpe Ratio Rank

Concerning

LSIGX ranks above 16.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Weak risk-adjusted returns relative to category peers
Evaluate whether this holding aligns with your risk-return objectives
Consider reducing exposure or re-evaluating position size
Review higher-ranked alternatives in the same category

LSIGX Sharpe Ratio Market Positioning

The chart shows LSIGX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.93 or lower
Yellow zone (middle 50%): 0.93 to 1.81
Green zone (top 25%): 1.81 or higher
Top 1%: 3.73+
Median: 1.45 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Loomis Sayles Investment Grade Fixed Income Fund's Sharpe Ratio with other mutual funds in the Intermediate Core-Plus Bond, Investment Grade Bonds category across multiple time periods, showing how LSIGX'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 Aug 1, 2026.

Symbol	Name	1Y Sharpe Ratio
PSDSX	Palmer Square Ultra-Short Duration Investment Grade Fund	3.82
HOBIX	Holbrook Income Fund Class I	2.79
IGIEX	Ashmore Emerging Markets Investment Grade Income Fund	2.43
VTIPX	Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares	2.12
MDVAX	MassMutual Diversified Bond Fund	2.08
VSCSX	Vanguard Short-Term Corporate Bond Index Fund Admiral Shares	2.06
LCTIX	Leader Capital High Quality Income Fund Institutional Shares	2.05
VCAIX	Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares	1.97
VMLUX	Vanguard Limited-Term Tax-Exempt Fund Admiral Shares	1.94
AMFIX	AAMA Income Fund	1.93
LSIGX	Loomis Sayles Investment Grade Fixed Income Fund	0.67

Benchmark

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Historical Sharpe Ratio

The chart shows LSIGX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when LSIGX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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