PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) Sharpe Ratio: 0.47

Mutual Fund · Currency in USD · Last updated Aug 1, 2026

The Loomis Sayles Investment Grade Bond Fund (LSIIX) aims to achieve a balanced total return for its investors by combining current income and capital growth. To achieve this, the fund primarily invests at least 80% of its assets in high-quality fixed-income securities, also called "investment grade" bonds. It may also allocate up to 15% of its assets to lower-quality fixed-income securities, known as "junk bonds." The fund has flexibility in terms of maturities and can invest in bonds of any maturity.

LSIIX's Sharpe Ratio of 0.47 indicates that for each unit of volatility, it generates 0.47 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.

LSIIX Sharpe Ratio Rank

LSIIX Sharpe Ratio Rank: 12.312
Concerning

LSIIX ranks above 12.3% 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

LSIIX Sharpe Ratio Market Positioning

The chart shows LSIIX'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%): 0.94 or lower
  • Yellow zone (middle 50%): 0.94 to 1.81
  • Green zone (top 25%): 1.81 or higher
  • Top 1%: 3.75+
  • Median: 1.44 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Loomis Sayles Investment Grade Bond Fund Class Y's Sharpe Ratio with other mutual funds in the Total Bond Market, Investment Grade Bonds category across multiple time periods, showing how LSIIX'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.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VUSFXVanguard Ultra-Short-Term Bond Fund Admiral Shares7.11
VUBFXVanguard Ultra-Short-Term Bond Fund Investor Shares5.05
JSOSXJPMorgan Strategic Income Opportunities Fund Class I4.27
PSDSXPalmer Square Ultra-Short Duration Investment Grade Fund3.82
FJTDXFidelity Flex Conservative Income Bond Fund3.42
IGIEXAshmore Emerging Markets Investment Grade Income Fund2.43
VTIPXVanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares2.12
FYBTXFidelity Series Short-Term Credit Fund2.08
VSCSXVanguard Short-Term Corporate Bond Index Fund Admiral Shares2.06
VCAIXVanguard California Intermediate-Term Tax-Exempt Fund Investor Shares1.97
LSIIXLoomis Sayles Investment Grade Bond Fund Class Y0.47
Benchmark

Compare this symbol against anything

Time Period

How much price history to include in the calculation

Historical Sharpe Ratio

The chart shows LSIIX'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 LSIIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does LSIIX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio