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LSBDX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LSBDX and VOO is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

LSBDX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Bond Fund (LSBDX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.53%
9.64%
LSBDX
VOO

Key characteristics

Sharpe Ratio

LSBDX:

1.26

VOO:

2.25

Sortino Ratio

LSBDX:

1.74

VOO:

2.98

Omega Ratio

LSBDX:

1.23

VOO:

1.42

Calmar Ratio

LSBDX:

0.73

VOO:

3.31

Martin Ratio

LSBDX:

5.48

VOO:

14.77

Ulcer Index

LSBDX:

1.09%

VOO:

1.90%

Daily Std Dev

LSBDX:

4.73%

VOO:

12.46%

Max Drawdown

LSBDX:

-30.57%

VOO:

-33.99%

Current Drawdown

LSBDX:

-2.58%

VOO:

-2.47%

Returns By Period

In the year-to-date period, LSBDX achieves a 5.31% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, LSBDX has underperformed VOO with an annualized return of 2.17%, while VOO has yielded a comparatively higher 13.08% annualized return.


LSBDX

YTD

5.31%

1M

-1.26%

6M

3.71%

1Y

5.86%

5Y*

1.04%

10Y*

2.17%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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. VOO - Expense Ratio Comparison

LSBDX has a 0.67% expense ratio, which is higher than VOO's 0.03% expense ratio.


LSBDX
Loomis Sayles Bond Fund
Expense ratio chart for LSBDX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

LSBDX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Bond Fund (LSBDX) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for LSBDX, currently valued at 1.26, compared to the broader market-1.000.001.002.003.004.001.262.25
The chart of Sortino ratio for LSBDX, currently valued at 1.74, compared to the broader market-2.000.002.004.006.008.0010.001.742.98
The chart of Omega ratio for LSBDX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.42
The chart of Calmar ratio for LSBDX, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.0012.0014.000.733.31
The chart of Martin ratio for LSBDX, currently valued at 5.48, compared to the broader market0.0020.0040.0060.005.4814.77
LSBDX
VOO

The current LSBDX Sharpe Ratio is 1.26, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of LSBDX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.26
2.25
LSBDX
VOO

Dividends

LSBDX vs. VOO - Dividend Comparison

LSBDX's dividend yield for the trailing twelve months is around 4.28%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
LSBDX
Loomis Sayles Bond Fund
4.28%5.09%5.15%2.89%3.28%3.70%3.44%3.72%2.12%3.52%4.33%5.02%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

LSBDX vs. VOO - Drawdown Comparison

The maximum LSBDX drawdown since its inception was -30.57%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LSBDX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.58%
-2.47%
LSBDX
VOO

Volatility

LSBDX vs. VOO - Volatility Comparison

The current volatility for Loomis Sayles Bond Fund (LSBDX) is 1.40%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that LSBDX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.40%
3.75%
LSBDX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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