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.
Key characteristics
| LSBDX | VGSH | |
|---|---|---|
| YTD Return | 6.57% | 3.38% |
| 1Y Return | 13.72% | 5.00% |
| 3Y Return (Ann) | 0.20% | 1.16% |
| 5Y Return (Ann) | 1.57% | 1.27% |
| 10Y Return (Ann) | 2.18% | 1.27% |
| Sharpe Ratio | 2.89 | 2.83 |
| Sortino Ratio | 4.41 | 4.59 |
| Omega Ratio | 1.59 | 1.61 |
| Calmar Ratio | 1.22 | 2.47 |
| Martin Ratio | 15.31 | 15.27 |
| Ulcer Index | 0.99% | 0.35% |
| Daily Std Dev | 5.25% | 1.91% |
| Max Drawdown | -30.57% | -5.70% |
| Current Drawdown | -1.42% | -0.82% |
Correlation
The correlation between LSBDX and VGSH is 0.23, 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. VGSH - Performance Comparison
In the year-to-date period, LSBDX achieves a 6.57% return, which is significantly higher than VGSH's 3.38% return. Over the past 10 years, LSBDX has outperformed VGSH with an annualized return of 2.18%, while VGSH has yielded a comparatively lower 1.27% annualized return. 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. 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 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.
Dividends
LSBDX vs. VGSH - Dividend Comparison
LSBDX's dividend yield for the trailing twelve months is around 5.38%, more than VGSH's 4.15% 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% |
VGSH Vanguard Short-Term Treasury ETF | 4.15% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% | 0.34% |
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. For additional features, visit the drawdowns tool.
Volatility
LSBDX vs. VGSH - Volatility Comparison
Loomis Sayles Bond Fund (LSBDX) has a higher volatility of 0.95% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.41%. 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.