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LSFYX vs. LSIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSFYX vs. LSIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX). The values are adjusted to include any dividend payments, if applicable.

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LSFYX vs. LSIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSFYX
Loomis Sayles Senior Floating Rate and Fixed Income Fund
-1.15%4.80%8.60%9.78%-5.52%4.88%1.47%5.43%0.40%5.06%
LSIIX
Loomis Sayles Investment Grade Bond Fund Class Y
-1.33%5.58%2.91%7.50%-11.31%0.18%11.60%9.04%-0.31%6.65%

Returns By Period

In the year-to-date period, LSFYX achieves a -1.15% return, which is significantly higher than LSIIX's -1.33% return. Over the past 10 years, LSFYX has outperformed LSIIX with an annualized return of 4.34%, while LSIIX has yielded a comparatively lower 3.12% annualized return.


LSFYX

1D
-0.13%
1M
-0.26%
YTD
-1.15%
6M
-0.23%
1Y
3.25%
3Y*
6.29%
5Y*
3.76%
10Y*
4.34%

LSIIX

1D
0.10%
1M
-2.89%
YTD
-1.33%
6M
-0.93%
1Y
1.92%
3Y*
3.71%
5Y*
0.80%
10Y*
3.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSFYX vs. LSIIX - Expense Ratio Comparison

LSFYX has a 0.80% expense ratio, which is higher than LSIIX's 0.54% expense ratio.


Return for Risk

LSFYX vs. LSIIX — Risk / Return Rank

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

LSFYX
LSFYX Risk / Return Rank: 6464
Overall Rank
LSFYX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LSFYX Sortino Ratio Rank: 7474
Sortino Ratio Rank
LSFYX Omega Ratio Rank: 8585
Omega Ratio Rank
LSFYX Calmar Ratio Rank: 4545
Calmar Ratio Rank
LSFYX Martin Ratio Rank: 4545
Martin Ratio Rank

LSIIX
LSIIX Risk / Return Rank: 3232
Overall Rank
LSIIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LSIIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
LSIIX Omega Ratio Rank: 1818
Omega Ratio Rank
LSIIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
LSIIX Martin Ratio Rank: 4343
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.

LSFYX vs. LSIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX). 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.


LSFYXLSIIXDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.57

+0.68

Sortino ratio

Return per unit of downside risk

1.84

0.80

+1.04

Omega ratio

Gain probability vs. loss probability

1.35

1.11

+0.24

Calmar ratio

Return relative to maximum drawdown

1.13

1.33

-0.20

Martin ratio

Return relative to average drawdown

4.58

4.39

+0.19

LSFYX vs. LSIIX - Sharpe Ratio Comparison

The current LSFYX Sharpe Ratio is 1.25, which is higher than the LSIIX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of LSFYX and LSIIX, 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


LSFYXLSIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.57

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.32

0.16

+1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.27

0.71

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.50

1.14

+0.37

Correlation

The correlation between LSFYX and LSIIX is 0.18, 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.


Dividends

LSFYX vs. LSIIX - Dividend Comparison

LSFYX's dividend yield for the trailing twelve months is around 6.64%, more than LSIIX's 2.97% yield.


TTM20252024202320222021202020192018201720162015
LSFYX
Loomis Sayles Senior Floating Rate and Fixed Income Fund
6.64%7.09%9.23%6.81%5.17%3.87%5.18%6.46%6.07%5.67%5.89%6.23%
LSIIX
Loomis Sayles Investment Grade Bond Fund Class Y
2.97%3.68%4.86%4.25%3.32%4.10%8.20%3.56%2.18%4.10%6.71%3.91%

Drawdowns

LSFYX vs. LSIIX - Drawdown Comparison

The maximum LSFYX drawdown since its inception was -20.67%, roughly equal to the maximum LSIIX drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for LSFYX and LSIIX.


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Drawdown Indicators


LSFYXLSIIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.67%

-20.77%

+0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-2.35%

-3.23%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-7.60%

-15.62%

+8.02%

Max Drawdown (10Y)

Largest decline over 10 years

-20.67%

-15.62%

-5.05%

Current Drawdown

Current decline from peak

-1.32%

-2.89%

+1.57%

Average Drawdown

Average peak-to-trough decline

-1.15%

-2.42%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.98%

-0.25%

Volatility

LSFYX vs. LSIIX - Volatility Comparison

The current volatility for Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX) is 0.88%, while Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) has a volatility of 1.36%. This indicates that LSFYX experiences smaller price fluctuations and is considered to be less risky than LSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSFYXLSIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

1.36%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.06%

2.75%

-0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

3.68%

4.75%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.96%

5.23%

-2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.48%

4.51%

-1.03%