LSBDX vs. MUB
Compare and contrast key facts about Loomis Sayles Bond Fund (LSBDX) and iShares National AMT-Free Muni Bond ETF (MUB).
LSBDX is managed by Loomis Sayles Funds. It was launched on May 15, 1991. MUB is a passively managed fund by iShares that tracks the performance of the S&P National AMT-Free Municipal Bond Index. It was launched on Sep 7, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LSBDX or MUB.
Key characteristics
| LSBDX | MUB | |
|---|---|---|
| YTD Return | 6.57% | 1.27% |
| 1Y Return | 13.72% | 5.46% |
| 3Y Return (Ann) | 0.20% | -0.18% |
| 5Y Return (Ann) | 1.57% | 1.16% |
| 10Y Return (Ann) | 2.18% | 2.15% |
| Sharpe Ratio | 2.89 | 1.59 |
| Sortino Ratio | 4.41 | 2.33 |
| Omega Ratio | 1.59 | 1.31 |
| Calmar Ratio | 1.22 | 0.93 |
| Martin Ratio | 15.31 | 6.82 |
| Ulcer Index | 0.99% | 0.93% |
| Daily Std Dev | 5.25% | 3.98% |
| Max Drawdown | -30.57% | -13.68% |
| Current Drawdown | -1.42% | -1.50% |
Correlation
The correlation between LSBDX and MUB is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
LSBDX vs. MUB - Performance Comparison
In the year-to-date period, LSBDX achieves a 6.57% return, which is significantly higher than MUB's 1.27% return. Both investments have delivered pretty close results over the past 10 years, with LSBDX having a 2.18% annualized return and MUB not far behind at 2.15%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LSBDX vs. MUB - Expense Ratio Comparison
LSBDX has a 0.67% expense ratio, which is higher than MUB's 0.07% expense ratio.
Risk-Adjusted Performance
LSBDX vs. MUB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Bond Fund (LSBDX) and iShares National AMT-Free Muni Bond ETF (MUB). 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.
Dividends
LSBDX vs. MUB - Dividend Comparison
LSBDX's dividend yield for the trailing twelve months is around 5.38%, more than MUB's 2.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSBDX Loomis Sayles Bond Fund | 5.38% | 5.09% | 5.15% | 2.89% | 3.28% | 3.70% | 3.44% | 3.72% | 2.12% | 3.52% | 4.33% | 5.02% |
MUB iShares National AMT-Free Muni Bond ETF | 2.96% | 2.65% | 2.11% | 1.81% | 2.11% | 2.42% | 2.46% | 2.26% | 2.21% | 2.51% | 2.73% | 3.02% |
Drawdowns
LSBDX vs. MUB - Drawdown Comparison
The maximum LSBDX drawdown since its inception was -30.57%, which is greater than MUB's maximum drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for LSBDX and MUB. For additional features, visit the drawdowns tool.
Volatility
LSBDX vs. MUB - Volatility Comparison
The current volatility for Loomis Sayles Bond Fund (LSBDX) is 0.95%, while iShares National AMT-Free Muni Bond ETF (MUB) has a volatility of 1.93%. This indicates that LSBDX experiences smaller price fluctuations and is considered to be less risky than MUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.