LSBDX vs. LSFIX
LSBDX (Loomis Sayles Bond Fund) and LSFIX (Loomis Sayles Fixed Income Fund) are both Multisector Bonds funds from Loomis Sayles Funds. Over the past 10 years, LSBDX returned 3.32%/yr vs 3.97%/yr for LSFIX. Their correlation of 0.94 suggests significant overlap in exposure. LSBDX charges 0.67%/yr vs 0.58%/yr for LSFIX.
Performance
LSBDX vs. LSFIX - Performance Comparison
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Returns By Period
In the year-to-date period, LSBDX achieves a -0.36% return, which is significantly lower than LSFIX's 0.17% return. Over the past 10 years, LSBDX has underperformed LSFIX with an annualized return of 3.32%, while LSFIX has yielded a comparatively higher 3.97% annualized return.
LSBDX
- 1D
- 0.00%
- 1M
- 0.43%
- YTD
- -0.36%
- 6M
- -0.11%
- 1Y
- 3.80%
- 3Y*
- 6.86%
- 5Y*
- 1.98%
- 10Y*
- 3.32%
LSFIX
- 1D
- 0.00%
- 1M
- 0.50%
- YTD
- 0.17%
- 6M
- 0.42%
- 1Y
- 4.80%
- 3Y*
- 6.69%
- 5Y*
- 2.15%
- 10Y*
- 3.97%
LSBDX vs. LSFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSBDX Loomis Sayles Bond Fund | -0.36% | 8.67% | 6.70% | 8.05% | -12.50% | 3.23% | 2.14% | 11.72% | -2.87% | 7.47% |
LSFIX Loomis Sayles Fixed Income Fund | 0.17% | 9.10% | 5.39% | 8.21% | -11.74% | 2.89% | 5.38% | 13.56% | -3.07% | 8.40% |
Correlation
The correlation between LSBDX and LSFIX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 1995 | 0.94 |
The correlation between LSBDX and LSFIX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
LSBDX vs. LSFIX — Risk / Return Rank
LSBDX
LSFIX
LSBDX vs. LSFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Bond Fund (LSBDX) and Loomis Sayles Fixed Income Fund (LSFIX). 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 | LSFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.35 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 2.22 | -0.68 |
| Martin ratioReturn relative to average drawdown | 4.74 | 7.23 | -2.49 |
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Drawdowns
LSBDX vs. LSFIX - Drawdown Comparison
The maximum LSBDX drawdown since its inception was -30.58%, which is greater than LSFIX's maximum drawdown of -26.33%. Use the drawdown chart below to compare losses from any high point for LSBDX and LSFIX.
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Drawdown Indicators
| LSBDX | LSFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.58% | -26.33% | -4.25% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -2.80% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -5.55% | -5.45% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -16.60% | -15.86% | -0.74% |
Max Drawdown (10Y)Largest decline over 10 years | -16.60% | -19.60% | +3.00% |
Current DrawdownCurrent decline from peak | -1.76% | -1.24% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -3.24% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 0.80% | +0.18% |
Volatility
LSBDX vs. LSFIX - Volatility Comparison
Loomis Sayles Bond Fund (LSBDX) and Loomis Sayles Fixed Income Fund (LSFIX) have volatilities of 1.10% and 1.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSBDX | LSFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 1.08% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 2.63% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.51% | 3.46% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.02% | 4.94% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.87% | 4.94% | -0.07% |
LSBDX vs. LSFIX - Expense Ratio Comparison
LSBDX has a 0.67% expense ratio, which is higher than LSFIX's 0.58% expense ratio.
Dividends
LSBDX vs. LSFIX - Dividend Comparison
LSBDX's dividend yield for the trailing twelve months is around 3.87%, less than LSFIX's 4.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSBDX Loomis Sayles Bond Fund | 3.87% | 4.15% | 5.51% | 5.09% | 5.13% | 2.88% | 3.83% | 3.97% | 3.78% | 5.86% | 3.13% | 7.37% |
LSFIX Loomis Sayles Fixed Income Fund | 4.69% | 4.70% | 5.79% | 4.41% | 1.53% | 6.23% | 6.23% | 4.24% | 5.62% | 5.62% | 3.57% | 6.77% |
Frequently Asked Questions
With a correlation of 0.96, LSBDX and LSFIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
LSBDX has higher volatility (1.10%) compared to LSFIX (1.08%). In terms of maximum drawdown, LSBDX dropped -30.58% vs LSFIX's -26.33%.
LSFIX currently has the higher Sharpe Ratio (1.80 vs 1.44), 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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