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

Correlation

The correlation between LSBDX and FXAIX is 0.55, 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.


-0.50.00.51.00.6

Performance

LSBDX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Bond Fund (LSBDX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
53.39%
458.11%
LSBDX
FXAIX

Key characteristics

Sharpe Ratio

LSBDX:

1.26

FXAIX:

2.20

Sortino Ratio

LSBDX:

1.74

FXAIX:

2.93

Omega Ratio

LSBDX:

1.23

FXAIX:

1.41

Calmar Ratio

LSBDX:

0.73

FXAIX:

3.26

Martin Ratio

LSBDX:

5.48

FXAIX:

14.39

Ulcer Index

LSBDX:

1.09%

FXAIX:

1.91%

Daily Std Dev

LSBDX:

4.73%

FXAIX:

12.50%

Max Drawdown

LSBDX:

-30.57%

FXAIX:

-33.79%

Current Drawdown

LSBDX:

-2.58%

FXAIX:

-2.91%

Returns By Period

In the year-to-date period, LSBDX achieves a 5.31% return, which is significantly lower than FXAIX's 25.57% return. Over the past 10 years, LSBDX has underperformed FXAIX with an annualized return of 2.17%, while FXAIX has yielded a comparatively higher 12.86% annualized return.


LSBDX

YTD

5.31%

1M

-1.26%

6M

3.71%

1Y

5.86%

5Y*

1.04%

10Y*

2.17%

FXAIX

YTD

25.57%

1M

0.00%

6M

8.86%

1Y

26.21%

5Y*

14.72%

10Y*

12.86%

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. FXAIX - Expense Ratio Comparison

LSBDX has a 0.67% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


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 FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

LSBDX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Bond Fund (LSBDX) and Fidelity 500 Index Fund (FXAIX). 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 1.26, compared to the broader market-1.000.001.002.003.004.001.262.20
The chart of Sortino ratio for LSBDX, currently valued at 1.74, compared to the broader market-2.000.002.004.006.008.0010.001.742.93
The chart of Omega ratio for LSBDX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.41
The chart of Calmar ratio for LSBDX, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.0012.0014.000.733.26
The chart of Martin ratio for LSBDX, currently valued at 5.48, compared to the broader market0.0020.0040.0060.005.4814.39
LSBDX
FXAIX

The current LSBDX Sharpe Ratio is 1.26, which is lower than the FXAIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of LSBDX and FXAIX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.26
2.20
LSBDX
FXAIX

Dividends

LSBDX vs. FXAIX - Dividend Comparison

LSBDX's dividend yield for the trailing twelve months is around 4.28%, more than FXAIX's 0.88% 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%
FXAIX
Fidelity 500 Index Fund
0.88%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

LSBDX vs. FXAIX - Drawdown Comparison

The maximum LSBDX drawdown since its inception was -30.57%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for LSBDX and FXAIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.58%
-2.91%
LSBDX
FXAIX

Volatility

LSBDX vs. FXAIX - Volatility Comparison

The current volatility for Loomis Sayles Bond Fund (LSBDX) is 1.40%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.70%. This indicates that LSBDX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.40%
3.70%
LSBDX
FXAIX
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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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