Correlation
The correlation between LSBDX and VGSH is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
LSBDX vs. VGSH
Compare and contrast key facts about Loomis Sayles Bond Fund (LSBDX) and Vanguard Short-Term Treasury ETF (VGSH).
LSBDX is managed by Loomis Sayles Funds. It was launched on May 15, 1991. VGSH is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-3 Year Government Float Adjusted Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LSBDX or VGSH.
Performance
LSBDX vs. VGSH - Performance Comparison
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Key characteristics
LSBDX:
2.48
VGSH:
3.46
LSBDX:
3.59
VGSH:
5.74
LSBDX:
1.46
VGSH:
1.77
LSBDX:
1.44
VGSH:
6.07
LSBDX:
12.51
VGSH:
16.50
LSBDX:
0.77%
VGSH:
0.36%
LSBDX:
3.99%
VGSH:
1.69%
LSBDX:
-30.57%
VGSH:
-5.70%
LSBDX:
0.00%
VGSH:
-0.24%
Returns By Period
In the year-to-date period, LSBDX achieves a 2.79% return, which is significantly higher than VGSH's 2.18% return. Over the past 10 years, LSBDX has outperformed VGSH with an annualized return of 2.60%, while VGSH has yielded a comparatively lower 1.50% annualized return.
LSBDX
2.79%
0.25%
1.78%
9.33%
4.28%
3.32%
2.60%
VGSH
2.18%
-0.03%
2.42%
5.66%
2.99%
1.18%
1.50%
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LSBDX vs. VGSH - Expense Ratio Comparison
LSBDX has a 0.67% expense ratio, which is higher than VGSH's 0.04% expense ratio.
Risk-Adjusted Performance
LSBDX vs. VGSH — Risk-Adjusted Performance Rank
LSBDX
VGSH
LSBDX vs. VGSH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Bond Fund (LSBDX) and Vanguard Short-Term Treasury ETF (VGSH). 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.
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Dividends
LSBDX vs. VGSH - Dividend Comparison
LSBDX's dividend yield for the trailing twelve months is around 4.96%, more than VGSH's 4.17% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSBDX Loomis Sayles Bond Fund | 4.96% | 5.51% | 5.09% | 5.15% | 2.89% | 3.83% | 3.83% | 3.78% | 5.86% | 3.14% | 7.37% | 7.03% |
VGSH Vanguard Short-Term Treasury ETF | 4.17% | 4.19% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% |
Drawdowns
LSBDX vs. VGSH - Drawdown Comparison
The maximum LSBDX drawdown since its inception was -30.57%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for LSBDX and VGSH.
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Volatility
LSBDX vs. VGSH - Volatility Comparison
Loomis Sayles Bond Fund (LSBDX) has a higher volatility of 0.93% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.52%. This indicates that LSBDX's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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