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 Bloomberg U.S. Treasury 1-3 Year Index. It was launched on Nov 19, 2009.
Performance
LSBDX vs. VGSH - Performance Comparison
Loading graphics...
LSBDX vs. VGSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGSH Vanguard Short-Term Treasury ETF | 0.28% | 5.07% | 4.00% | 4.31% | -3.86% | -0.60% | 3.04% | 3.52% | 1.55% | 0.04% |
Returns By Period
In the year-to-date period, LSBDX achieves a -1.54% return, which is significantly lower than VGSH's 0.28% return. Over the past 10 years, LSBDX has outperformed VGSH with an annualized return of 3.45%, while VGSH has yielded a comparatively lower 1.74% 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%
VGSH
- 1D
- 0.09%
- 1M
- -0.49%
- YTD
- 0.28%
- 6M
- 1.37%
- 1Y
- 3.75%
- 3Y*
- 3.98%
- 5Y*
- 1.79%
- 10Y*
- 1.74%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
LSBDX vs. VGSH - Expense Ratio Comparison
LSBDX has a 0.67% expense ratio, which is higher than VGSH's 0.03% expense ratio.
Return for Risk
LSBDX vs. VGSH — Risk / Return Rank
LSBDX
VGSH
LSBDX vs. VGSH - Risk-Adjusted Trends 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.
| LSBDX | VGSH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 2.62 | -1.05 |
Sortino ratioReturn per unit of downside risk | 2.13 | 4.21 | -2.08 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.57 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 4.26 | -2.36 |
Martin ratioReturn relative to average drawdown | 9.13 | 16.28 | -7.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| LSBDX | VGSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 2.62 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.92 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 1.11 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.41 | 1.02 | +0.39 |
Correlation
The correlation between LSBDX and VGSH 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.
Dividends
LSBDX vs. VGSH - Dividend Comparison
LSBDX's dividend yield for the trailing twelve months is around 3.90%, less than VGSH's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGSH Vanguard Short-Term Treasury ETF | 3.95% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
Drawdowns
LSBDX vs. VGSH - Drawdown Comparison
The maximum LSBDX drawdown since its inception was -30.58%, 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.
Loading graphics...
Drawdown Indicators
| LSBDX | VGSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.58% | -5.70% | -24.88% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -0.88% | -2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -16.60% | -5.70% | -10.90% |
Max Drawdown (10Y)Largest decline over 10 years | -16.60% | -5.70% | -10.90% |
Current DrawdownCurrent decline from peak | -2.92% | -0.49% | -2.43% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -0.60% | -2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.68% | 0.23% | +0.45% |
Volatility
LSBDX vs. VGSH - Volatility Comparison
Loomis Sayles Bond Fund (LSBDX) has a higher volatility of 1.42% 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.
Loading graphics...
Volatility by Period
| LSBDX | VGSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.42% | 0.52% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 2.20% | 0.84% | +1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.87% | 1.44% | +2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.97% | 1.96% | +3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.89% | 1.57% | +3.32% |