LSBDX vs. VWEHX
Compare and contrast key facts about Loomis Sayles Bond Fund (LSBDX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX).
LSBDX is managed by Loomis Sayles Funds. It was launched on May 15, 1991. VWEHX is managed by Vanguard. It was launched on Dec 27, 1978.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LSBDX or VWEHX.
Key characteristics
| LSBDX | VWEHX | |
|---|---|---|
| YTD Return | 6.57% | 6.03% |
| 1Y Return | 13.72% | 11.41% |
| 3Y Return (Ann) | 0.20% | 2.74% |
| 5Y Return (Ann) | 1.57% | 3.70% |
| 10Y Return (Ann) | 2.18% | 4.41% |
| Sharpe Ratio | 2.89 | 3.44 |
| Sortino Ratio | 4.41 | 5.94 |
| Omega Ratio | 1.59 | 1.90 |
| Calmar Ratio | 1.22 | 3.54 |
| Martin Ratio | 15.31 | 22.19 |
| Ulcer Index | 0.99% | 0.56% |
| Daily Std Dev | 5.25% | 3.63% |
| Max Drawdown | -30.57% | -30.17% |
| Current Drawdown | -1.42% | -0.58% |
Correlation
The correlation between LSBDX and VWEHX is 0.51, 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.
Performance
LSBDX vs. VWEHX - Performance Comparison
In the year-to-date period, LSBDX achieves a 6.57% return, which is significantly higher than VWEHX's 6.03% return. Over the past 10 years, LSBDX has underperformed VWEHX with an annualized return of 2.18%, while VWEHX has yielded a comparatively higher 4.41% 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. VWEHX - Expense Ratio Comparison
LSBDX has a 0.67% expense ratio, which is higher than VWEHX's 0.23% expense ratio.
Risk-Adjusted Performance
LSBDX vs. VWEHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Bond Fund (LSBDX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX). 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. VWEHX - Dividend Comparison
LSBDX's dividend yield for the trailing twelve months is around 5.38%, less than VWEHX's 6.03% 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% |
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | 6.03% | 5.68% | 5.11% | 4.15% | 4.62% | 5.25% | 5.93% | 5.30% | 5.39% | 5.88% | 5.59% | 5.79% |
Drawdowns
LSBDX vs. VWEHX - Drawdown Comparison
The maximum LSBDX drawdown since its inception was -30.57%, roughly equal to the maximum VWEHX drawdown of -30.17%. Use the drawdown chart below to compare losses from any high point for LSBDX and VWEHX. For additional features, visit the drawdowns tool.
Volatility
LSBDX vs. VWEHX - Volatility Comparison
Loomis Sayles Bond Fund (LSBDX) has a higher volatility of 0.95% compared to Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) at 0.68%. This indicates that LSBDX's price experiences larger fluctuations and is considered to be riskier than VWEHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.