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DLHYX vs. LSIOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DLHYXLSIOX
YTD Return1.42%1.98%
1Y Return10.98%10.81%
3Y Return (Ann)1.86%0.18%
5Y Return (Ann)3.69%3.28%
10Y Return (Ann)4.11%4.14%
Sharpe Ratio2.352.38
Daily Std Dev4.60%4.60%
Max Drawdown-27.73%-20.94%
Current Drawdown0.00%-2.28%

Correlation

-0.50.00.51.00.8

The correlation between DLHYX and LSIOX is 0.83, 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.

Performance

DLHYX vs. LSIOX - Performance Comparison

In the year-to-date period, DLHYX achieves a 1.42% return, which is significantly lower than LSIOX's 1.98% return. Both investments have delivered pretty close results over the past 10 years, with DLHYX having a 4.11% annualized return and LSIOX not far ahead at 4.14%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


56.00%58.00%60.00%62.00%64.00%66.00%68.00%December2024FebruaryMarchAprilMay
65.85%
68.31%
DLHYX
LSIOX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MassMutual High Yield Fund

Loomis Sayles High Income Opps Fund

DLHYX vs. LSIOX - Expense Ratio Comparison

DLHYX has a 0.74% expense ratio, which is higher than LSIOX's 0.00% expense ratio.


DLHYX
MassMutual High Yield Fund
Expense ratio chart for DLHYX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for LSIOX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

DLHYX vs. LSIOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual High Yield Fund (DLHYX) and Loomis Sayles High Income Opps Fund (LSIOX). 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.


DLHYX
Sharpe ratio
The chart of Sharpe ratio for DLHYX, currently valued at 2.35, compared to the broader market-1.000.001.002.003.004.002.35
Sortino ratio
The chart of Sortino ratio for DLHYX, currently valued at 4.08, compared to the broader market-2.000.002.004.006.008.0010.0012.004.08
Omega ratio
The chart of Omega ratio for DLHYX, currently valued at 1.52, compared to the broader market0.501.001.502.002.503.003.501.52
Calmar ratio
The chart of Calmar ratio for DLHYX, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.0012.001.23
Martin ratio
The chart of Martin ratio for DLHYX, currently valued at 10.83, compared to the broader market0.0020.0040.0060.0080.0010.83
LSIOX
Sharpe ratio
The chart of Sharpe ratio for LSIOX, currently valued at 2.38, compared to the broader market-1.000.001.002.003.004.002.38
Sortino ratio
The chart of Sortino ratio for LSIOX, currently valued at 3.84, compared to the broader market-2.000.002.004.006.008.0010.0012.003.84
Omega ratio
The chart of Omega ratio for LSIOX, currently valued at 1.52, compared to the broader market0.501.001.502.002.503.003.501.52
Calmar ratio
The chart of Calmar ratio for LSIOX, currently valued at 0.87, compared to the broader market0.002.004.006.008.0010.0012.000.87
Martin ratio
The chart of Martin ratio for LSIOX, currently valued at 10.08, compared to the broader market0.0020.0040.0060.0080.0010.08

DLHYX vs. LSIOX - Sharpe Ratio Comparison

The current DLHYX Sharpe Ratio is 2.35, which roughly equals the LSIOX Sharpe Ratio of 2.38. The chart below compares the 12-month rolling Sharpe Ratio of DLHYX and LSIOX.


Rolling 12-month Sharpe Ratio1.001.502.002.50December2024FebruaryMarchAprilMay
2.35
2.38
DLHYX
LSIOX

Dividends

DLHYX vs. LSIOX - Dividend Comparison

DLHYX's dividend yield for the trailing twelve months is around 5.34%, less than LSIOX's 7.69% yield.


TTM20232022202120202019201820172016201520142013
DLHYX
MassMutual High Yield Fund
5.34%6.16%6.14%5.80%5.20%6.14%6.02%6.40%6.14%6.89%10.10%8.46%
LSIOX
Loomis Sayles High Income Opps Fund
7.69%7.31%7.32%9.02%5.58%5.62%7.50%5.64%6.03%6.18%5.60%2.77%

Drawdowns

DLHYX vs. LSIOX - Drawdown Comparison

The maximum DLHYX drawdown since its inception was -27.73%, which is greater than LSIOX's maximum drawdown of -20.94%. Use the drawdown chart below to compare losses from any high point for DLHYX and LSIOX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.00%
-2.28%
DLHYX
LSIOX

Volatility

DLHYX vs. LSIOX - Volatility Comparison

MassMutual High Yield Fund (DLHYX) and Loomis Sayles High Income Opps Fund (LSIOX) have volatilities of 0.87% and 0.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%December2024FebruaryMarchAprilMay
0.87%
0.89%
DLHYX
LSIOX