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 | 7.57% | 4.09% |
1Y Return | 13.89% | 6.84% |
3Y Return (Ann) | 0.41% | 1.24% |
5Y Return (Ann) | 1.87% | 1.52% |
10Y Return (Ann) | 2.20% | 1.37% |
Sharpe Ratio | 2.30 | 3.54 |
Daily Std Dev | 5.91% | 1.93% |
Max Drawdown | -30.57% | -5.70% |
Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between LSBDX and VGSH is 0.22, 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 7.57% return, which is significantly higher than VGSH's 4.09% return. Over the past 10 years, LSBDX has outperformed VGSH with an annualized return of 2.20%, while VGSH has yielded a comparatively lower 1.37% 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 5.30%, more than VGSH's 4.00% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Loomis Sayles Bond Fund | 5.30% | 5.09% | 5.13% | 2.88% | 3.83% | 3.84% | 3.78% | 5.86% | 3.13% | 7.37% | 7.04% | 5.46% |
Vanguard Short-Term Treasury ETF | 4.00% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.82% | 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 0.89% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.42%. 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.