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Loomis Sayles Securitized Asset Fund (LSSAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Loomis Sayles Securitized Asset Fund (LSSAX)

Mutual Fund · Currency in USD · Last updated May 28, 2025

Under normal market conditions, the fund will invest at least 80% of its net assets (plus any borrowings made for investment purposes) in a diversified portfolio of securitized assets, such as mortgage-backed and other asset-backed securities. The fund may invest in asset-backed securities of any type, including residential and commercial asset-backed securities, asset-backed securities related to automobiles, credit cards, home equity loans, manufactured housing, utilities, and other miscellaneous asset-backed securities.

Fund Info

ISIN

US5434957412

Issuer

Loomis Sayles Funds

Inception Date

Mar 2, 2006

Category

Intermediate Core Bond

Min. Investment

$0

Asset Class

Bond

Expense Ratio

LSSAX has an expense ratio of 0.00%, meaning no management fees are charged.

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.

Loomis Sayles Securitized Asset Fund

Popular comparisons:
LSSAX vs. LSIIX LSSAX vs. BAICX LSSAX vs. SPAB LSSAX vs. VCSH LSSAX vs. BUFHX
Popular comparisons:
LSSAX vs. LSIIX LSSAX vs. BAICX LSSAX vs. SPAB LSSAX vs. VCSH LSSAX vs. BUFHX

Performance

Performance Chart

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S&P 500

Returns By Period

Loomis Sayles Securitized Asset Fund (LSSAX) returned 2.42% year-to-date (YTD) and 6.99% over the past 12 months. Over the past 10 years, LSSAX returned 2.18% annually, underperforming the S&P 500 benchmark at 10.88%.

LSSAX

YTD

2.42%

1M

-0.93%

6M

1.87%

1Y

6.99%

3Y*

2.51%

5Y*

0.96%

10Y*

2.18%

^GSPC (Benchmark)

YTD

0.68%

1M

7.17%

6M

-1.66%

1Y

11.63%

3Y*

12.51%

5Y*

14.34%

10Y*

10.88%

*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.66%2.42%0.19%0.48%-1.31%2.42%
20240.13%-1.36%1.12%-2.16%1.59%1.39%2.34%1.51%1.50%-2.21%1.37%-1.18%3.96%
20233.43%-2.25%2.16%0.84%-0.93%-0.35%-0.04%-0.34%-2.44%-1.77%4.54%4.29%7.00%
2022-1.31%-0.83%-2.81%-2.57%0.16%-1.33%2.45%-2.79%-4.13%-2.29%3.55%-0.32%-11.81%
20210.41%0.05%-0.32%0.64%0.18%0.11%0.59%-0.09%-0.28%-0.49%0.02%-0.16%0.66%
20201.23%0.91%-3.51%1.62%0.89%1.28%0.72%0.30%0.37%-0.01%0.41%0.48%4.69%
20190.83%0.05%1.48%0.14%1.51%0.83%0.14%1.37%-0.07%0.34%0.04%-0.03%6.82%
2018-0.90%-0.25%0.64%-0.17%0.77%0.02%-0.25%0.84%-0.58%-0.38%0.98%1.78%2.49%
20170.20%0.50%0.08%0.76%0.80%-0.20%0.40%0.90%-0.37%0.16%-0.12%0.25%3.39%
20161.44%0.19%0.36%0.43%0.27%1.13%0.38%0.13%0.40%-0.23%-1.32%-0.09%3.11%
20151.21%-0.28%0.55%0.07%0.07%-0.46%0.61%0.04%0.68%-0.24%-0.08%-0.20%1.98%
20141.42%0.54%0.03%0.75%1.33%0.21%-0.27%0.88%0.29%0.47%0.67%-0.03%6.46%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 82, LSSAX is among the top 18% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of LSSAX is 8282
Overall Rank
The Sharpe Ratio Rank of LSSAX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of LSSAX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of LSSAX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of LSSAX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of LSSAX is 8181
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 Securitized Asset Fund (LSSAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Loomis Sayles Securitized Asset Fund Sharpe ratios as of May 28, 2025 (values are recalculated daily):

  • 1-Year: 1.33
  • 5-Year: 0.18
  • 10-Year: 0.51
  • All Time: 0.98

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Loomis Sayles Securitized Asset Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Loomis Sayles Securitized Asset Fund provided a 4.40% dividend yield over the last twelve months, with an annual payout of $0.34 per share.

0.00%5,000.00%10,000.00%15,000.00%20,000.00%$0.00$500.00$1,000.00$1,500.00$2,000.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.34$0.35$0.43$0.49$0.58$0.57$2,019.49$0.54$0.54$0.52$0.54$0.53

Dividend yield

4.40%4.54%5.65%6.47%6.38%5.95%20,628.11%5.62%5.42%5.12%5.20%4.95%

Monthly Dividends

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.03$0.03$0.03$0.03$0.11
2024$0.00$0.04$0.02$0.03$0.03$0.02$0.03$0.03$0.03$0.03$0.02$0.08$0.35
2023$0.00$0.03$0.03$0.03$0.04$0.03$0.04$0.03$0.04$0.03$0.03$0.09$0.43
2022$0.00$0.06$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.03$0.09$0.49
2021$0.00$0.05$0.05$0.05$0.05$0.05$0.05$0.04$0.04$0.04$0.05$0.11$0.58
2020$0.00$0.05$0.04$0.04$0.05$0.04$0.05$0.05$0.06$0.05$0.05$0.10$0.57
2019$0.00$0.05$0.04$0.04$0.05$0.04$0.04$2,019.00$0.04$0.04$0.04$0.10$2,019.49
2018$0.00$0.05$0.04$0.04$0.05$0.04$0.05$0.04$0.04$0.04$0.04$0.11$0.54
2017$0.00$0.04$0.04$0.05$0.04$0.05$0.04$0.04$0.04$0.05$0.04$0.12$0.54
2016$0.00$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.04$0.12$0.52
2015$0.00$0.04$0.04$0.04$0.06$0.05$0.06$0.04$0.04$0.04$0.04$0.09$0.54
2014$0.05$0.04$0.05$0.04$0.04$0.04$0.04$0.09$0.00$0.04$0.09$0.53

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Loomis Sayles Securitized Asset 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 Securitized Asset Fund was 16.39%, occurring on Oct 24, 2022. Recovery took 589 trading sessions.

The current Loomis Sayles Securitized Asset Fund drawdown is 1.93%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.39%Aug 4, 2021309Oct 24, 2022589Mar 3, 2025898
-14.66%Sep 9, 200853Nov 20, 2008122May 19, 2009175
-6.93%Mar 10, 202012Mar 25, 202082Jul 22, 202094
-4.67%Jan 23, 200831Mar 6, 200852May 20, 200883
-3.44%May 21, 200853Aug 6, 200822Sep 8, 200875
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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