LSGBX vs. IAGG
Compare and contrast key facts about Loomis Sayles Global Bond Fund (LSGBX) and iShares Core International Aggregate Bond ETF (IAGG).
LSGBX is managed by Loomis Sayles Funds. It was launched on May 9, 1991. IAGG is a passively managed fund by iShares that tracks the performance of the Barclays Global Aggregate ex USD 10% Issuer Capped (Hedged) Index. It was launched on Nov 10, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LSGBX or IAGG.
Key characteristics
| LSGBX | IAGG | |
|---|---|---|
| YTD Return | -0.20% | 3.47% |
| 1Y Return | 10.02% | 9.61% |
| 3Y Return (Ann) | -4.61% | 0.20% |
| 5Y Return (Ann) | -1.21% | 0.43% |
| Sharpe Ratio | 1.47 | 2.39 |
| Sortino Ratio | 2.25 | 3.77 |
| Omega Ratio | 1.27 | 1.44 |
| Calmar Ratio | 0.39 | 0.92 |
| Martin Ratio | 3.58 | 14.02 |
| Ulcer Index | 2.68% | 0.68% |
| Daily Std Dev | 6.55% | 3.99% |
| Max Drawdown | -26.86% | -13.88% |
| Current Drawdown | -17.36% | -1.81% |
Correlation
The correlation between LSGBX and IAGG is 0.54, 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
LSGBX vs. IAGG - Performance Comparison
In the year-to-date period, LSGBX achieves a -0.20% return, which is significantly lower than IAGG's 3.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
LSGBX vs. IAGG - Expense Ratio Comparison
LSGBX has a 0.69% expense ratio, which is higher than IAGG's 0.09% expense ratio.
Risk-Adjusted Performance
LSGBX vs. IAGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Bond Fund (LSGBX) and iShares Core International Aggregate Bond ETF (IAGG). 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
LSGBX vs. IAGG - Dividend Comparison
LSGBX has not paid dividends to shareholders, while IAGG's dividend yield for the trailing twelve months is around 3.43%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSGBX Loomis Sayles Global Bond Fund | 0.00% | 0.00% | 0.00% | 4.31% | 4.94% | 1.10% | 0.66% | 0.28% | 0.53% | 0.13% | 3.74% | 4.33% |
IAGG iShares Core International Aggregate Bond ETF | 3.43% | 3.55% | 2.27% | 1.16% | 1.95% | 2.81% | 3.02% | 1.74% | 1.56% | 0.13% | 0.00% | 0.00% |
Drawdowns
LSGBX vs. IAGG - Drawdown Comparison
The maximum LSGBX drawdown since its inception was -26.86%, which is greater than IAGG's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for LSGBX and IAGG. For additional features, visit the drawdowns tool.
Volatility
LSGBX vs. IAGG - Volatility Comparison
Loomis Sayles Global Bond Fund (LSGBX) has a higher volatility of 1.39% compared to iShares Core International Aggregate Bond ETF (IAGG) at 0.99%. This indicates that LSGBX's price experiences larger fluctuations and is considered to be riskier than IAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.