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AFIF vs. LSST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AFIF vs. LSST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anfield Universal Fixed Income ETF (AFIF) and Natixis Loomis Sayles Short Duration Income ETF (LSST). The values are adjusted to include any dividend payments, if applicable.

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AFIF vs. LSST - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AFIF
Anfield Universal Fixed Income ETF
-0.17%6.56%7.06%9.73%-5.38%-0.50%2.14%0.41%-0.27%
LSST
Natixis Loomis Sayles Short Duration Income ETF
0.00%0.00%4.76%5.52%-3.37%-0.28%5.54%5.55%0.43%

Returns By Period


AFIF

1D
0.27%
1M
-1.20%
YTD
-0.17%
6M
1.51%
1Y
4.93%
3Y*
7.22%
5Y*
3.28%
10Y*

LSST

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AFIF vs. LSST - Expense Ratio Comparison

AFIF has a 1.08% expense ratio, which is higher than LSST's 0.38% expense ratio.


Return for Risk

AFIF vs. LSST — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AFIF
AFIF Risk / Return Rank: 8282
Overall Rank
AFIF Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AFIF Sortino Ratio Rank: 7777
Sortino Ratio Rank
AFIF Omega Ratio Rank: 8181
Omega Ratio Rank
AFIF Calmar Ratio Rank: 8787
Calmar Ratio Rank
AFIF Martin Ratio Rank: 8989
Martin Ratio Rank

LSST
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AFIF vs. LSST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Anfield Universal Fixed Income ETF (AFIF) and Natixis Loomis Sayles Short Duration Income ETF (LSST). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AFIFLSSTDifference

Sharpe ratio

Return per unit of total volatility

1.40

Sortino ratio

Return per unit of downside risk

1.94

Omega ratio

Gain probability vs. loss probability

1.31

Calmar ratio

Return relative to maximum drawdown

2.73

Martin ratio

Return relative to average drawdown

11.45

AFIF vs. LSST - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AFIFLSSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

Correlation

The correlation between AFIF and LSST is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AFIF vs. LSST - Dividend Comparison

AFIF's dividend yield for the trailing twelve months is around 3.70%, while LSST has not paid dividends to shareholders.


TTM20252024202320222021202020192018
AFIF
Anfield Universal Fixed Income ETF
3.70%3.52%5.61%5.91%3.49%1.73%1.25%2.54%0.69%
LSST
Natixis Loomis Sayles Short Duration Income ETF
0.00%0.00%3.44%3.85%1.93%2.73%3.96%2.70%2.59%

Drawdowns

AFIF vs. LSST - Drawdown Comparison


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Drawdown Indicators


AFIFLSSTDifference

Max Drawdown

Largest peak-to-trough decline

-10.29%

Max Drawdown (1Y)

Largest decline over 1 year

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-8.85%

Current Drawdown

Current decline from peak

-1.25%

Average Drawdown

Average peak-to-trough decline

-2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

Volatility

AFIF vs. LSST - Volatility Comparison


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Volatility by Period


AFIFLSSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.32%