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LSBDX vs. LSMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSBDX vs. LSMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Bond Fund (LSBDX) and Loomis Sayles Small/Mid Cap Growth Fund (LSMIX). The values are adjusted to include any dividend payments, if applicable.

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LSBDX vs. LSMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSBDX
Loomis Sayles Bond Fund
-1.54%8.67%6.70%8.05%-12.50%3.23%2.14%11.72%-2.87%7.47%
LSMIX
Loomis Sayles Small/Mid Cap Growth Fund
-3.25%5.71%17.74%6.71%-27.08%17.40%31.56%35.21%-7.32%31.80%

Returns By Period

In the year-to-date period, LSBDX achieves a -1.54% return, which is significantly higher than LSMIX's -3.25% return. Over the past 10 years, LSBDX has underperformed LSMIX with an annualized return of 3.45%, while LSMIX has yielded a comparatively higher 10.13% annualized return.


LSBDX

1D
0.34%
1M
-2.92%
YTD
-1.54%
6M
-0.05%
1Y
4.54%
3Y*
6.19%
5Y*
2.44%
10Y*
3.45%

LSMIX

1D
-1.62%
1M
-10.56%
YTD
-3.25%
6M
-3.12%
1Y
9.91%
3Y*
7.35%
5Y*
1.61%
10Y*
10.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSBDX vs. LSMIX - Expense Ratio Comparison

LSBDX has a 0.67% expense ratio, which is lower than LSMIX's 0.99% expense ratio.


Return for Risk

LSBDX vs. LSMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LSBDX
LSBDX Risk / Return Rank: 8383
Overall Rank
LSBDX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
LSBDX Sortino Ratio Rank: 8383
Sortino Ratio Rank
LSBDX Omega Ratio Rank: 8181
Omega Ratio Rank
LSBDX Calmar Ratio Rank: 8080
Calmar Ratio Rank
LSBDX Martin Ratio Rank: 8787
Martin Ratio Rank

LSMIX
LSMIX Risk / Return Rank: 1111
Overall Rank
LSMIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
LSMIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
LSMIX Omega Ratio Rank: 1515
Omega Ratio Rank
LSMIX Calmar Ratio Rank: 55
Calmar Ratio Rank
LSMIX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LSBDX vs. LSMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Bond Fund (LSBDX) and Loomis Sayles Small/Mid Cap Growth Fund (LSMIX). 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.


LSBDXLSMIXDifference

Sharpe ratio

Return per unit of total volatility

1.57

0.38

+1.19

Sortino ratio

Return per unit of downside risk

2.13

0.75

+1.38

Omega ratio

Gain probability vs. loss probability

1.32

1.10

+0.22

Calmar ratio

Return relative to maximum drawdown

1.90

-0.14

+2.04

Martin ratio

Return relative to average drawdown

9.13

-0.44

+9.57

LSBDX vs. LSMIX - Sharpe Ratio Comparison

The current LSBDX Sharpe Ratio is 1.57, which is higher than the LSMIX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of LSBDX and LSMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LSBDXLSMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.38

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.08

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.49

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

0.47

+0.94

Correlation

The correlation between LSBDX and LSMIX is 0.45, 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.


Dividends

LSBDX vs. LSMIX - Dividend Comparison

LSBDX's dividend yield for the trailing twelve months is around 3.90%, while LSMIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
LSBDX
Loomis Sayles Bond Fund
3.90%4.15%5.51%5.09%5.13%2.88%3.83%3.97%3.78%5.86%3.13%7.37%
LSMIX
Loomis Sayles Small/Mid Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%9.95%0.68%4.40%46.82%0.00%0.18%0.00%

Drawdowns

LSBDX vs. LSMIX - Drawdown Comparison

The maximum LSBDX drawdown since its inception was -30.58%, smaller than the maximum LSMIX drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for LSBDX and LSMIX.


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Drawdown Indicators


LSBDXLSMIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.58%

-36.96%

+6.38%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-14.19%

+10.94%

Max Drawdown (5Y)

Largest decline over 5 years

-16.60%

-35.49%

+18.89%

Max Drawdown (10Y)

Largest decline over 10 years

-16.60%

-36.96%

+20.36%

Current Drawdown

Current decline from peak

-2.92%

-11.07%

+8.15%

Average Drawdown

Average peak-to-trough decline

-2.80%

-10.14%

+7.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

7.25%

-6.57%

Volatility

LSBDX vs. LSMIX - Volatility Comparison

The current volatility for Loomis Sayles Bond Fund (LSBDX) is 1.42%, while Loomis Sayles Small/Mid Cap Growth Fund (LSMIX) has a volatility of 5.65%. This indicates that LSBDX experiences smaller price fluctuations and is considered to be less risky than LSMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSBDXLSMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

5.65%

-4.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

13.76%

-11.56%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

25.73%

-21.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.97%

21.27%

-16.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

21.34%

-16.45%