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LSBDX vs. FAGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LSBDX and FAGIX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

LSBDX vs. FAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Bond Fund (LSBDX) and Fidelity Capital & Income Fund (FAGIX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.53%
4.65%
LSBDX
FAGIX

Key characteristics

Sharpe Ratio

LSBDX:

1.26

FAGIX:

2.17

Sortino Ratio

LSBDX:

1.74

FAGIX:

3.13

Omega Ratio

LSBDX:

1.23

FAGIX:

1.44

Calmar Ratio

LSBDX:

0.73

FAGIX:

1.42

Martin Ratio

LSBDX:

5.48

FAGIX:

14.37

Ulcer Index

LSBDX:

1.09%

FAGIX:

0.74%

Daily Std Dev

LSBDX:

4.73%

FAGIX:

4.89%

Max Drawdown

LSBDX:

-30.57%

FAGIX:

-37.80%

Current Drawdown

LSBDX:

-2.58%

FAGIX:

-2.30%

Returns By Period

In the year-to-date period, LSBDX achieves a 5.31% return, which is significantly lower than FAGIX's 10.79% return. Over the past 10 years, LSBDX has underperformed FAGIX with an annualized return of 2.17%, while FAGIX has yielded a comparatively higher 5.10% annualized return.


LSBDX

YTD

5.31%

1M

-1.26%

6M

3.71%

1Y

5.86%

5Y*

1.04%

10Y*

2.17%

FAGIX

YTD

10.79%

1M

-0.70%

6M

4.54%

1Y

11.02%

5Y*

4.39%

10Y*

5.10%

Compare stocks, funds, or ETFs

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


LSBDX vs. FAGIX - Expense Ratio Comparison

Both LSBDX and FAGIX have an expense ratio of 0.67%.


LSBDX
Loomis Sayles Bond Fund
Expense ratio chart for LSBDX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%
Expense ratio chart for FAGIX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%

Risk-Adjusted Performance

LSBDX vs. FAGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Bond Fund (LSBDX) and Fidelity Capital & Income Fund (FAGIX). 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.


Sharpe ratio
The chart of Sharpe ratio for LSBDX, currently valued at 1.11, compared to the broader market-1.000.001.002.003.004.001.112.17
The chart of Sortino ratio for LSBDX, currently valued at 1.54, compared to the broader market-2.000.002.004.006.008.0010.001.543.13
The chart of Omega ratio for LSBDX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.44
The chart of Calmar ratio for LSBDX, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.0012.0014.000.641.42
The chart of Martin ratio for LSBDX, currently valued at 4.85, compared to the broader market0.0020.0040.0060.004.8514.37
LSBDX
FAGIX

The current LSBDX Sharpe Ratio is 1.26, which is lower than the FAGIX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of LSBDX and FAGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.11
2.17
LSBDX
FAGIX

Dividends

LSBDX vs. FAGIX - Dividend Comparison

LSBDX's dividend yield for the trailing twelve months is around 4.28%, less than FAGIX's 4.78% yield.


TTM20232022202120202019201820172016201520142013
LSBDX
Loomis Sayles Bond Fund
4.28%5.09%5.15%2.89%3.28%3.70%3.44%3.72%2.12%3.52%4.33%5.02%
FAGIX
Fidelity Capital & Income Fund
4.78%5.29%4.85%3.41%3.78%4.25%5.27%4.01%4.12%5.00%8.04%5.47%

Drawdowns

LSBDX vs. FAGIX - Drawdown Comparison

The maximum LSBDX drawdown since its inception was -30.57%, smaller than the maximum FAGIX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for LSBDX and FAGIX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.58%
-2.30%
LSBDX
FAGIX

Volatility

LSBDX vs. FAGIX - Volatility Comparison

The current volatility for Loomis Sayles Bond Fund (LSBDX) is 1.40%, while Fidelity Capital & Income Fund (FAGIX) has a volatility of 1.73%. This indicates that LSBDX experiences smaller price fluctuations and is considered to be less risky than FAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%JulyAugustSeptemberOctoberNovemberDecember
1.40%
1.73%
LSBDX
FAGIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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