LSBDX vs. FAGIX
LSBDX (Loomis Sayles Bond Fund) and FAGIX (Fidelity Capital & Income Fund) are both mutual funds - LSBDX is a Multisector Bonds fund managed by Loomis Sayles, while FAGIX is a High Yield Bonds fund actively managed by Fidelity. Over the past 10 years, LSBDX returned 2.92%/yr vs 7.47%/yr for FAGIX. Their 0.46 correlation means their historical movements had little consistent relationship. Both charge a 0.67% expense ratio.
Performance
LSBDX vs. FAGIX - Performance Comparison
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Returns By Period
In the year-to-date period, LSBDX achieves a -1.33% return, which is significantly lower than FAGIX's 5.47% return. Over the past 10 years, LSBDX has underperformed FAGIX with an annualized return of 2.92%, while FAGIX has yielded a comparatively higher 7.47% annualized return.
LSBDX
- 1D
- 0.08%
- 1M
- -0.82%
- 6M
- -1.75%
- YTD
- -1.33%
- 1Y
- 2.42%
- 3Y*
- 6.10%
- 5Y*
- 1.55%
- 10Y*
- 2.92%
- ALL TIME*
- 7.23%
FAGIX
- 1D
- 1.00%
- 1M
- -1.59%
- 6M
- 3.79%
- YTD
- 5.47%
- 1Y
- 11.22%
- 3Y*
- 11.21%
- 5Y*
- 6.17%
- 10Y*
- 7.47%
- ALL TIME*
- 6.07%
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 |
LSBDX vs. FAGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSBDX Loomis Sayles Bond Fund | -1.33% | 8.67% | 6.70% | 8.05% | -12.50% | 3.23% | 2.14% | 11.72% | -2.87% | 7.47% |
FAGIX Fidelity Capital & Income Fund | 5.47% | 12.38% | 10.69% | 13.02% | -11.50% | 11.13% | 9.95% | 18.96% | -7.17% | 11.66% |
Correlation
The correlation between LSBDX and FAGIX is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.54 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 10, 1991 | 0.46 |
The correlation between LSBDX and FAGIX shifts across timeframes, from 0.39 (3 years) to 0.58 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
LSBDX vs. FAGIX — Risk / Return Rank
LSBDX
FAGIX
LSBDX vs. FAGIX - Risk-Adjusted Trends 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.
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.
| LSBDX | FAGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.28 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 2.72 | -1.85 |
| Martin ratioReturn relative to average drawdown | 2.12 | 10.26 | -8.14 |
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Drawdowns
LSBDX vs. FAGIX - Drawdown Comparison
The maximum LSBDX drawdown since its inception was -30.58%, smaller than the maximum FAGIX drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for LSBDX and FAGIX.
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Drawdown Indicators
| LSBDX | FAGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.58% | -37.97% | +7.39% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -4.02% | +0.77% |
Max Drawdown (3Y)Largest decline over 3 years | -4.95% | -7.26% | +2.31% |
Max Drawdown (5Y)Largest decline over 5 years | -16.60% | -15.42% | -1.18% |
Max Drawdown (10Y)Largest decline over 10 years | -16.60% | -28.45% | +11.85% |
Current DrawdownCurrent decline from peak | -2.72% | -3.07% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -2.79% | -6.97% | +4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 1.06% | +0.18% |
Volatility
LSBDX vs. FAGIX - Volatility Comparison
The current volatility for Loomis Sayles Bond Fund (LSBDX) is 0.86%, while Fidelity Capital & Income Fund (FAGIX) has a volatility of 2.24%. 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.
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Volatility by Period
| LSBDX | FAGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.86% | 2.24% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 2.79% | 5.94% | -3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.48% | 7.04% | -3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.04% | 6.79% | -1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.81% | 7.84% | -3.03% |
LSBDX vs. FAGIX - Expense Ratio Comparison
Both LSBDX and FAGIX have an expense ratio of 0.67%.
Dividends
LSBDX vs. FAGIX - Dividend Comparison
LSBDX's dividend yield for the trailing twelve months is around 3.92%, less than FAGIX's 5.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAGIX Fidelity Capital & Income Fund | 5.05% | 4.74% | 5.02% | 5.28% | 10.25% | 6.08% | 4.59% | 5.00% | 5.67% | 5.05% | 4.57% | 4.51% |
LSBDX Loomis Sayles Bond Fund | 3.92% | 4.15% | 5.51% | 5.09% | 5.13% | 2.88% | 3.83% | 3.97% | 3.78% | 5.86% | 3.13% | 7.37% |
Frequently Asked Questions
LSBDX and FAGIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAGIX has higher volatility (2.24%) compared to LSBDX (0.86%). In terms of maximum drawdown, LSBDX dropped -30.58% vs FAGIX's -37.97%.
FAGIX currently has the higher Sharpe Ratio (1.55 vs 0.81), 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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