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BFFAX vs. LSSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BFFAX vs. LSSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The Bond Fund of America Class F-3 (BFFAX) and Loomis Sayles Securitized Asset Fund (LSSAX). The values are adjusted to include any dividend payments, if applicable.

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BFFAX vs. LSSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BFFAX
American Funds The Bond Fund of America Class F-3
-0.53%7.54%1.54%4.39%-13.00%-0.97%11.12%8.17%0.22%3.07%
LSSAX
Loomis Sayles Securitized Asset Fund
0.55%8.32%3.94%7.01%-11.82%0.64%4.68%6.81%2.48%3.19%

Returns By Period

In the year-to-date period, BFFAX achieves a -0.53% return, which is significantly lower than LSSAX's 0.55% return.


BFFAX

1D
0.27%
1M
-1.74%
YTD
-0.53%
6M
0.32%
1Y
3.72%
3Y*
3.29%
5Y*
0.06%
10Y*

LSSAX

1D
0.25%
1M
-1.13%
YTD
0.55%
6M
1.86%
1Y
5.07%
3Y*
5.46%
5Y*
1.41%
10Y*
2.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BFFAX vs. LSSAX - Expense Ratio Comparison

BFFAX has a 0.20% expense ratio, which is higher than LSSAX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BFFAX vs. LSSAX — Risk / Return Rank

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

BFFAX
BFFAX Risk / Return Rank: 4343
Overall Rank
BFFAX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BFFAX Sortino Ratio Rank: 4040
Sortino Ratio Rank
BFFAX Omega Ratio Rank: 2929
Omega Ratio Rank
BFFAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
BFFAX Martin Ratio Rank: 4141
Martin Ratio Rank

LSSAX
LSSAX Risk / Return Rank: 8282
Overall Rank
LSSAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
LSSAX Sortino Ratio Rank: 8282
Sortino Ratio Rank
LSSAX Omega Ratio Rank: 6666
Omega Ratio Rank
LSSAX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LSSAX Martin Ratio Rank: 9090
Martin Ratio Rank
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.

BFFAX vs. LSSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Bond Fund of America Class F-3 (BFFAX) and Loomis Sayles Securitized Asset Fund (LSSAX). 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.


BFFAXLSSAXDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.46

-0.54

Sortino ratio

Return per unit of downside risk

1.32

2.22

-0.89

Omega ratio

Gain probability vs. loss probability

1.16

1.27

-0.11

Calmar ratio

Return relative to maximum drawdown

1.56

3.63

-2.07

Martin ratio

Return relative to average drawdown

4.48

10.62

-6.15

BFFAX vs. LSSAX - Sharpe Ratio Comparison

The current BFFAX Sharpe Ratio is 0.92, which is lower than the LSSAX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of BFFAX and LSSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BFFAXLSSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.46

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.26

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.95

-0.52

Correlation

The correlation between BFFAX and LSSAX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BFFAX vs. LSSAX - Dividend Comparison

BFFAX's dividend yield for the trailing twelve months is around 4.12%, more than LSSAX's 3.93% yield.


TTM20252024202320222021202020192018201720162015
BFFAX
American Funds The Bond Fund of America Class F-3
4.12%4.48%4.67%3.28%2.46%1.98%5.38%3.80%2.72%2.01%0.00%0.00%
LSSAX
Loomis Sayles Securitized Asset Fund
3.93%4.23%4.54%5.65%6.47%6.38%5.95%5.48%5.62%5.42%5.12%5.20%

Drawdowns

BFFAX vs. LSSAX - Drawdown Comparison

The maximum BFFAX drawdown since its inception was -17.74%, which is greater than LSSAX's maximum drawdown of -16.40%. Use the drawdown chart below to compare losses from any high point for BFFAX and LSSAX.


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Drawdown Indicators


BFFAXLSSAXDifference

Max Drawdown

Largest peak-to-trough decline

-17.74%

-16.40%

-1.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-2.45%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-17.74%

-16.40%

-1.34%

Max Drawdown (10Y)

Largest decline over 10 years

-16.40%

Current Drawdown

Current decline from peak

-2.32%

-1.28%

-1.04%

Average Drawdown

Average peak-to-trough decline

-4.74%

-1.98%

-2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.84%

+0.18%

Volatility

BFFAX vs. LSSAX - Volatility Comparison

American Funds The Bond Fund of America Class F-3 (BFFAX) has a higher volatility of 1.49% compared to Loomis Sayles Securitized Asset Fund (LSSAX) at 1.24%. This indicates that BFFAX's price experiences larger fluctuations and is considered to be riskier than LSSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BFFAXLSSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

1.24%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

2.68%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

4.69%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

5.73%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

4.39%

+0.61%