FFNYX vs. LSGSX

Last updated Jun 23, 2026

FFNYX (Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund) and LSGSX (Loomis Sayles Inflation Protected Securities Fund) are both Inflation-Protected Bonds funds. A 0.67 correlation means they provide meaningful diversification when combined. FFNYX charges 0.05%/yr vs 0.40%/yr for LSGSX.

Performance

FFNYX vs. LSGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) and Loomis Sayles Inflation Protected Securities Fund (LSGSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

FFNYX

• 1D: 0.00%
• 1M: -0.10%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LSGSX

• 1D: 0.21%
• 1M: 0.41%
• YTD: 0.73%
• 6M: 0.83%
• 1Y: 2.81%
• 3Y*: 3.25%
• 5Y*: 0.44%
• 10Y*: 2.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FFNYX vs. LSGSX - Yearly Performance Comparison

	2026 (YTD)
FFNYX Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund	0.34%
LSGSX Loomis Sayles Inflation Protected Securities Fund	0.41%

Correlation

The correlation between FFNYX and LSGSX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026	0.67

Return for Risk

FFNYX vs. LSGSX — Risk / Return Rank

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

FFNYX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LSGSX

LSGSX Risk / Return Rank: 13
LSGSX Sharpe Ratio Rank: 12
LSGSX Sortino Ratio Rank: 11
LSGSX Omega Ratio Rank: 11
LSGSX Calmar Ratio Rank: 18
LSGSX Martin Ratio Rank: 12

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.

FFNYX vs. LSGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) and Loomis Sayles Inflation Protected Securities Fund (LSGSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FFNYX	LSGSX	Difference
Sharpe ratio: Return per unit of total volatility	—	0.88	—
Sortino ratio: Return per unit of downside risk	—	1.26	—
Omega ratio: Gain probability vs. loss probability	—	1.16	—
Calmar ratio: Return relative to maximum drawdown	—	1.43	—
Martin ratio: Return relative to average drawdown	—	3.20	—

Drawdowns

FFNYX vs. LSGSX - Drawdown Comparison

The maximum FFNYX drawdown since its inception was -0.69%, smaller than the maximum LSGSX drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for FFNYX and LSGSX.

Drawdown Indicators

	FFNYX	LSGSX	Difference
Max Drawdown Largest peak-to-trough decline	-0.69%	-17.20%	+16.51%
Max Drawdown (1Y) Largest decline over 1 year	—	-2.34%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-4.66%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-15.23%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-15.23%	—
Current Drawdown Current decline from peak	-0.69%	-2.56%	+1.87%
Average Drawdown Average peak-to-trough decline	-0.21%	-4.59%	+4.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.02%	—

Volatility

Volatility by Period

	FFNYX	LSGSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.12%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.48%	—
Volatility (1Y) Calculated over the trailing 1-year period	2.00%	3.81%	-1.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.00%	6.29%	-4.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.00%	5.59%	-3.59%

FFNYX vs. LSGSX - Expense Ratio Comparison

FFNYX has a 0.05% expense ratio, which is lower than LSGSX's 0.40% expense ratio.

Dividends

FFNYX vs. LSGSX - Dividend Comparison

FFNYX's dividend yield for the trailing twelve months is around 0.04%, less than LSGSX's 2.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FFNYX Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund	0.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LSGSX Loomis Sayles Inflation Protected Securities Fund	2.66%	3.53%	3.52%	3.88%	8.23%	5.60%	0.99%	1.96%	2.90%	2.38%	1.48%	0.75%

Frequently Asked Questions

Can I hold both FFNYX and LSGSX in my portfolio?

FFNYX and LSGSX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.