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LSFIX vs. LSIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSFIX vs. LSIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Fixed Income Fund (LSFIX) and Loomis Sayles Investment Grade Fixed Income Fund (LSIGX). The values are adjusted to include any dividend payments, if applicable.

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LSFIX vs. LSIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSFIX
Loomis Sayles Fixed Income Fund
-1.09%9.10%5.39%8.21%-11.74%2.89%5.38%13.56%-3.07%8.40%
LSIGX
Loomis Sayles Investment Grade Fixed Income Fund
-1.06%7.15%3.14%8.01%-11.98%0.80%7.18%9.36%-2.08%8.42%

Returns By Period

The year-to-date returns for both investments are quite close, with LSFIX having a -1.09% return and LSIGX slightly higher at -1.06%. Over the past 10 years, LSFIX has outperformed LSIGX with an annualized return of 4.13%, while LSIGX has yielded a comparatively lower 2.93% annualized return.


LSFIX

1D
0.34%
1M
-2.47%
YTD
-1.09%
6M
0.31%
1Y
5.61%
3Y*
6.00%
5Y*
2.46%
10Y*
4.13%

LSIGX

1D
0.49%
1M
-2.75%
YTD
-1.06%
6M
-0.10%
1Y
3.42%
3Y*
4.47%
5Y*
1.44%
10Y*
2.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSFIX vs. LSIGX - Expense Ratio Comparison

LSFIX has a 0.58% expense ratio, which is higher than LSIGX's 0.52% expense ratio.


Return for Risk

LSFIX vs. LSIGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LSFIX
LSFIX Risk / Return Rank: 9090
Overall Rank
LSFIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
LSFIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
LSFIX Omega Ratio Rank: 8989
Omega Ratio Rank
LSFIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
LSFIX Martin Ratio Rank: 9191
Martin Ratio Rank

LSIGX
LSIGX Risk / Return Rank: 5858
Overall Rank
LSIGX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LSIGX Sortino Ratio Rank: 5555
Sortino Ratio Rank
LSIGX Omega Ratio Rank: 4646
Omega Ratio Rank
LSIGX Calmar Ratio Rank: 7171
Calmar Ratio Rank
LSIGX Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LSFIX vs. LSIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Fixed Income Fund (LSFIX) and Loomis Sayles Investment Grade Fixed Income Fund (LSIGX). 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.


LSFIXLSIGXDifference

Sharpe ratio

Return per unit of total volatility

1.86

1.08

+0.78

Sortino ratio

Return per unit of downside risk

2.54

1.52

+1.02

Omega ratio

Gain probability vs. loss probability

1.39

1.20

+0.19

Calmar ratio

Return relative to maximum drawdown

2.56

1.67

+0.88

Martin ratio

Return relative to average drawdown

10.75

5.89

+4.86

LSFIX vs. LSIGX - Sharpe Ratio Comparison

The current LSFIX Sharpe Ratio is 1.86, which is higher than the LSIGX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of LSFIX and LSIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LSFIXLSIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.08

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.29

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.64

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

1.15

-0.26

Correlation

The correlation between LSFIX and LSIGX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LSFIX vs. LSIGX - Dividend Comparison

LSFIX's dividend yield for the trailing twelve months is around 4.75%, more than LSIGX's 4.61% yield.


TTM20252024202320222021202020192018201720162015
LSFIX
Loomis Sayles Fixed Income Fund
4.75%4.70%5.79%4.41%1.53%6.23%6.23%4.24%5.62%5.62%3.57%6.77%
LSIGX
Loomis Sayles Investment Grade Fixed Income Fund
4.61%4.76%4.69%4.06%4.14%5.95%6.24%2.59%3.42%4.27%4.32%3.81%

Drawdowns

LSFIX vs. LSIGX - Drawdown Comparison

The maximum LSFIX drawdown since its inception was -26.33%, which is greater than LSIGX's maximum drawdown of -20.94%. Use the drawdown chart below to compare losses from any high point for LSFIX and LSIGX.


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Drawdown Indicators


LSFIXLSIGXDifference

Max Drawdown

Largest peak-to-trough decline

-26.33%

-20.94%

-5.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-3.35%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-15.86%

-15.98%

+0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-19.60%

-15.98%

-3.62%

Current Drawdown

Current decline from peak

-2.47%

-2.75%

+0.28%

Average Drawdown

Average peak-to-trough decline

-3.26%

-2.40%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.95%

-0.28%

Volatility

LSFIX vs. LSIGX - Volatility Comparison

Loomis Sayles Fixed Income Fund (LSFIX) and Loomis Sayles Investment Grade Fixed Income Fund (LSIGX) have volatilities of 1.44% and 1.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSFIXLSIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

1.47%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.19%

2.60%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

3.93%

4.66%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.89%

5.22%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.94%

4.67%

+0.27%