LSFIX vs. PAAIX
Compare and contrast key facts about Loomis Sayles Fixed Income Fund (LSFIX) and PIMCO All Asset Fund (PAAIX).
LSFIX is managed by Loomis Sayles Funds. It was launched on Jan 16, 1995. PAAIX is managed by PIMCO. It was launched on Nov 5, 2002.
Performance
LSFIX vs. PAAIX - Performance Comparison
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LSFIX vs. PAAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSFIX Loomis Sayles Fixed Income Fund | -0.67% | 9.10% | 5.39% | 8.21% | -11.74% | 2.89% | 5.38% | 13.56% | -3.07% | 8.40% |
PAAIX PIMCO All Asset Fund | 3.43% | 13.20% | 4.12% | 8.19% | -11.52% | 15.61% | 8.38% | 12.21% | -4.97% | 13.99% |
Returns By Period
In the year-to-date period, LSFIX achieves a -0.67% return, which is significantly lower than PAAIX's 3.43% return. Over the past 10 years, LSFIX has underperformed PAAIX with an annualized return of 4.18%, while PAAIX has yielded a comparatively higher 6.75% annualized return.
LSFIX
- 1D
- 0.42%
- 1M
- -1.74%
- YTD
- -0.67%
- 6M
- 0.49%
- 1Y
- 5.88%
- 3Y*
- 6.15%
- 5Y*
- 2.47%
- 10Y*
- 4.18%
PAAIX
- 1D
- 0.51%
- 1M
- -3.66%
- YTD
- 3.43%
- 6M
- 6.16%
- 1Y
- 14.43%
- 3Y*
- 8.30%
- 5Y*
- 4.77%
- 10Y*
- 6.75%
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LSFIX vs. PAAIX - Expense Ratio Comparison
LSFIX has a 0.58% expense ratio, which is lower than PAAIX's 1.40% expense ratio.
Return for Risk
LSFIX vs. PAAIX — Risk / Return Rank
LSFIX
PAAIX
LSFIX vs. PAAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Fixed Income Fund (LSFIX) and PIMCO All Asset Fund (PAAIX). 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.
| LSFIX | PAAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.88 | 2.13 | -0.25 |
Sortino ratioReturn per unit of downside risk | 2.57 | 2.76 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.62 | 2.40 | +0.22 |
Martin ratioReturn relative to average drawdown | 10.81 | 10.23 | +0.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LSFIX | PAAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 2.13 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.62 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.87 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.92 | -0.03 |
Correlation
The correlation between LSFIX and PAAIX is 0.71, 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. PAAIX - Dividend Comparison
LSFIX's dividend yield for the trailing twelve months is around 4.73%, less than PAAIX's 7.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSFIX Loomis Sayles Fixed Income Fund | 4.73% | 4.70% | 5.79% | 4.41% | 1.53% | 6.23% | 6.23% | 4.24% | 5.62% | 5.62% | 3.57% | 6.77% |
PAAIX PIMCO All Asset Fund | 7.54% | 7.12% | 5.92% | 3.20% | 7.68% | 11.90% | 3.56% | 3.33% | 5.50% | 4.48% | 3.60% | 3.93% |
Drawdowns
LSFIX vs. PAAIX - Drawdown Comparison
The maximum LSFIX drawdown since its inception was -26.33%, roughly equal to the maximum PAAIX drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for LSFIX and PAAIX.
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Drawdown Indicators
| LSFIX | PAAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.33% | -27.59% | +1.26% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -6.23% | +3.43% |
Max Drawdown (5Y)Largest decline over 5 years | -15.86% | -19.83% | +3.97% |
Max Drawdown (10Y)Largest decline over 10 years | -19.60% | -22.64% | +3.04% |
Current DrawdownCurrent decline from peak | -2.06% | -4.05% | +1.99% |
Average DrawdownAverage peak-to-trough decline | -3.26% | -3.79% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.68% | 1.46% | -0.78% |
Volatility
LSFIX vs. PAAIX - Volatility Comparison
The current volatility for Loomis Sayles Fixed Income Fund (LSFIX) is 1.53%, while PIMCO All Asset Fund (PAAIX) has a volatility of 2.50%. This indicates that LSFIX experiences smaller price fluctuations and is considered to be less risky than PAAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSFIX | PAAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 2.50% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 2.20% | 4.27% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.94% | 6.98% | -3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.89% | 7.79% | -2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.94% | 7.80% | -2.86% |