LIFAX vs. LSGSX
LIFAX (Lord Abbett Inflation Focused Fund Class A) and LSGSX (Loomis Sayles Inflation Protected Securities Fund) are both Inflation-Protected Bonds funds. Over the past 10 years, LIFAX returned 3.76%/yr vs 2.36%/yr for LSGSX. Their 0.31 correlation means their historical movements had little consistent relationship. LIFAX charges 0.79%/yr vs 0.40%/yr for LSGSX.
Performance
LIFAX vs. LSGSX - Performance Comparison
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Returns By Period
In the year-to-date period, LIFAX achieves a 1.22% return, which is significantly higher than LSGSX's 0.09% return. Over the past 10 years, LIFAX has outperformed LSGSX with an annualized return of 3.76%, while LSGSX has yielded a comparatively lower 2.36% annualized return.
LIFAX
- 1D
- 0.00%
- 1M
- -0.17%
- 6M
- 0.53%
- YTD
- 1.22%
- 1Y
- 2.88%
- 3Y*
- 4.65%
- 5Y*
- 2.67%
- 10Y*
- 3.76%
- ALL TIME*
- 1.96%
LSGSX
- 1D
- 0.00%
- 1M
- -0.63%
- 6M
- -0.42%
- YTD
- 0.09%
- 1Y
- 1.02%
- 3Y*
- 3.03%
- 5Y*
- -0.33%
- 10Y*
- 2.36%
- ALL TIME*
- 4.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LIFAX vs. LSGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LIFAX Lord Abbett Inflation Focused Fund Class A | 1.22% | 7.03% | 4.53% | 3.76% | -5.57% | 10.29% | 5.94% | 4.87% | -1.27% | 1.34% |
LSGSX Loomis Sayles Inflation Protected Securities Fund | 0.09% | 5.66% | 1.80% | 3.63% | -12.50% | 5.01% | 13.97% | 8.63% | -2.23% | 3.61% |
Correlation
The correlation between LIFAX and LSGSX is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2011 | 0.31 |
Over the past year, LIFAX and LSGSX have become more correlated (0.58) than their long-term average of 0.31, meaning their price movements have been converging.
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Return for Risk
LIFAX vs. LSGSX — Risk / Return Rank
LIFAX
LSGSX
LIFAX vs. LSGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Inflation Focused Fund Class A (LIFAX) 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.
| LIFAX | LSGSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.05 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 0.45 | +2.48 |
| Martin ratioReturn relative to average drawdown | 8.82 | 0.95 | +7.87 |
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Drawdowns
LIFAX vs. LSGSX - Drawdown Comparison
The maximum LIFAX drawdown since its inception was -18.15%, which is greater than LSGSX's maximum drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for LIFAX and LSGSX.
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Drawdown Indicators
| LIFAX | LSGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.15% | -17.20% | -0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -1.18% | -2.34% | +1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -2.03% | -3.88% | +1.85% |
Max Drawdown (5Y)Largest decline over 5 years | -8.56% | -15.23% | +6.67% |
Max Drawdown (10Y)Largest decline over 10 years | -18.05% | -15.23% | -2.82% |
Current DrawdownCurrent decline from peak | -0.72% | -3.17% | +2.45% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -4.58% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 1.04% | -0.65% |
Volatility
LIFAX vs. LSGSX - Volatility Comparison
The current volatility for Lord Abbett Inflation Focused Fund Class A (LIFAX) is 0.49%, while Loomis Sayles Inflation Protected Securities Fund (LSGSX) has a volatility of 0.74%. This indicates that LIFAX experiences smaller price fluctuations and is considered to be less risky than LSGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LIFAX | LSGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.49% | 0.74% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 1.82% | 2.50% | -0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.35% | 3.74% | -1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.93% | 6.29% | -2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.48% | 5.59% | -1.11% |
LIFAX vs. LSGSX - Expense Ratio Comparison
LIFAX has a 0.79% expense ratio, which is higher than LSGSX's 0.40% expense ratio.
Dividends
LIFAX vs. LSGSX - Dividend Comparison
LIFAX's dividend yield for the trailing twelve months is around 4.42%, more than LSGSX's 3.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LIFAX Lord Abbett Inflation Focused Fund Class A | 4.42% | 4.74% | 4.00% | 3.69% | 2.60% | 2.35% | 3.59% | 3.95% | 3.95% | 3.76% | 4.32% | 4.21% |
LSGSX Loomis Sayles Inflation Protected Securities Fund | 3.83% | 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
LIFAX and LSGSX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGSX has higher volatility (0.74%) compared to LIFAX (0.49%). In terms of maximum drawdown, LIFAX dropped -18.15% vs LSGSX's -17.20%.
LIFAX currently has the higher Sharpe Ratio (1.49 vs 0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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