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

Correlation

The correlation between LSBDX and VWIUX 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.


-0.50.00.51.00.3

Performance

LSBDX vs. VWIUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Bond Fund (LSBDX) and Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
310.46%
108.04%
LSBDX
VWIUX

Key characteristics

Sharpe Ratio

LSBDX:

1.26

VWIUX:

0.51

Sortino Ratio

LSBDX:

1.74

VWIUX:

0.72

Omega Ratio

LSBDX:

1.23

VWIUX:

1.10

Calmar Ratio

LSBDX:

0.73

VWIUX:

0.42

Martin Ratio

LSBDX:

5.48

VWIUX:

1.78

Ulcer Index

LSBDX:

1.09%

VWIUX:

0.80%

Daily Std Dev

LSBDX:

4.73%

VWIUX:

2.80%

Max Drawdown

LSBDX:

-30.57%

VWIUX:

-11.49%

Current Drawdown

LSBDX:

-2.58%

VWIUX:

-1.91%

Returns By Period

In the year-to-date period, LSBDX achieves a 5.31% return, which is significantly higher than VWIUX's 1.03% return. Both investments have delivered pretty close results over the past 10 years, with LSBDX having a 2.17% annualized return and VWIUX not far ahead at 2.24%.


LSBDX

YTD

5.31%

1M

-1.26%

6M

3.71%

1Y

5.86%

5Y*

1.04%

10Y*

2.17%

VWIUX

YTD

1.03%

1M

-0.81%

6M

0.94%

1Y

1.42%

5Y*

1.24%

10Y*

2.24%

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. VWIUX - Expense Ratio Comparison

LSBDX has a 0.67% expense ratio, which is higher than VWIUX's 0.09% 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 VWIUX: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

LSBDX vs. VWIUX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Bond Fund (LSBDX) and Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX). 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-1.000.001.002.003.004.001.260.51
The chart of Sortino ratio for LSBDX, currently valued at 1.74, compared to the broader market-2.000.002.004.006.008.0010.001.740.72
The chart of Omega ratio for LSBDX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.10
The chart of Calmar ratio for LSBDX, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.0012.0014.000.730.42
The chart of Martin ratio for LSBDX, currently valued at 5.48, compared to the broader market0.0020.0040.0060.005.481.78
LSBDX
VWIUX

The current LSBDX Sharpe Ratio is 1.26, which is higher than the VWIUX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of LSBDX and VWIUX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.26
0.51
LSBDX
VWIUX

Dividends

LSBDX vs. VWIUX - Dividend Comparison

LSBDX's dividend yield for the trailing twelve months is around 4.28%, more than VWIUX's 2.82% 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%
VWIUX
Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares
2.82%2.79%2.50%2.16%2.40%2.68%2.89%2.83%2.92%2.97%3.13%3.27%

Drawdowns

LSBDX vs. VWIUX - Drawdown Comparison

The maximum LSBDX drawdown since its inception was -30.57%, which is greater than VWIUX's maximum drawdown of -11.49%. Use the drawdown chart below to compare losses from any high point for LSBDX and VWIUX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.58%
-1.91%
LSBDX
VWIUX

Volatility

LSBDX vs. VWIUX - Volatility Comparison

Loomis Sayles Bond Fund (LSBDX) has a higher volatility of 1.40% compared to Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX) at 1.06%. This indicates that LSBDX's price experiences larger fluctuations and is considered to be riskier than VWIUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%JulyAugustSeptemberOctoberNovemberDecember
1.40%
1.06%
LSBDX
VWIUX
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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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