LSGBX vs. LSFIX
LSGBX (Loomis Sayles Global Bond Fund) and LSFIX (Loomis Sayles Fixed Income Fund) are both mutual funds - LSGBX is a Global Bonds fund managed by Loomis Sayles, while LSFIX is a Multisector Bonds fund managed by Loomis Sayles. Over the past 10 years, LSGBX returned 0.60%/yr vs 3.60%/yr for LSFIX. Their 0.59 correlation means they have sometimes moved together and sometimes differently. LSGBX charges 0.69%/yr vs 0.58%/yr for LSFIX.
Performance
LSGBX vs. LSFIX - Performance Comparison
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Returns By Period
In the year-to-date period, LSGBX achieves a -0.78% return, which is significantly lower than LSFIX's -0.42% return. Over the past 10 years, LSGBX has underperformed LSFIX with an annualized return of 0.60%, while LSFIX has yielded a comparatively higher 3.60% annualized return.
LSGBX
- 1D
- 0.52%
- 1M
- -0.39%
- 6M
- -2.23%
- YTD
- -0.78%
- 1Y
- 1.63%
- 3Y*
- 2.86%
- 5Y*
- -2.28%
- 10Y*
- 0.60%
- ALL TIME*
- 5.00%
LSFIX
- 1D
- 0.17%
- 1M
- -0.83%
- 6M
- -0.83%
- YTD
- -0.42%
- 1Y
- 3.33%
- 3Y*
- 6.18%
- 5Y*
- 1.79%
- 10Y*
- 3.60%
- ALL TIME*
- 5.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSGBX vs. LSFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGBX Loomis Sayles Global Bond Fund | -0.78% | 8.52% | -2.46% | 5.48% | -17.18% | -4.94% | 13.49% | 7.52% | -2.49% | 8.87% |
LSFIX Loomis Sayles Fixed Income Fund | -0.42% | 9.10% | 5.39% | 8.21% | -11.74% | 2.89% | 5.38% | 13.56% | -3.07% | 8.40% |
Correlation
The correlation between LSGBX and LSFIX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 1995 | 0.59 |
Over the past year, LSGBX and LSFIX have become more correlated (0.81) than their long-term average of 0.59, meaning their price movements have been converging.
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Return for Risk
LSGBX vs. LSFIX — Risk / Return Rank
LSGBX
LSFIX
LSGBX vs. LSFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Bond Fund (LSGBX) and Loomis Sayles Fixed Income Fund (LSFIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LSGBX | LSFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.21 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 1.38 | -0.93 |
| Martin ratioReturn relative to average drawdown | 0.98 | 3.89 | -2.90 |
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Drawdowns
LSGBX vs. LSFIX - Drawdown Comparison
The maximum LSGBX drawdown since its inception was -26.86%, roughly equal to the maximum LSFIX drawdown of -26.33%. Use the drawdown chart below to compare losses from any high point for LSGBX and LSFIX.
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Drawdown Indicators
| LSGBX | LSFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.86% | -26.33% | -0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -4.05% | -2.80% | -1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -7.32% | -4.62% | -2.70% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | -15.86% | -9.38% |
Max Drawdown (10Y)Largest decline over 10 years | -26.86% | -19.60% | -7.26% |
Current DrawdownCurrent decline from peak | -13.02% | -1.81% | -11.21% |
Average DrawdownAverage peak-to-trough decline | -4.84% | -3.24% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 0.93% | +0.84% |
Volatility
LSGBX vs. LSFIX - Volatility Comparison
Loomis Sayles Global Bond Fund (LSGBX) has a higher volatility of 1.29% compared to Loomis Sayles Fixed Income Fund (LSFIX) at 0.85%. This indicates that LSGBX's price experiences larger fluctuations and is considered to be riskier than LSFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGBX | LSFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 0.85% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 3.99% | 2.70% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.37% | 3.43% | +1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.67% | 4.95% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.79% | 4.91% | +0.88% |
LSGBX vs. LSFIX - Expense Ratio Comparison
LSGBX has a 0.69% expense ratio, which is higher than LSFIX's 0.58% expense ratio.
Dividends
LSGBX vs. LSFIX - Dividend Comparison
LSGBX's dividend yield for the trailing twelve months is around 0.11%, less than LSFIX's 4.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSFIX Loomis Sayles Fixed Income Fund | 4.72% | 4.70% | 5.79% | 4.41% | 1.53% | 6.23% | 6.23% | 4.24% | 5.62% | 5.62% | 3.57% | 6.77% |
LSGBX Loomis Sayles Global Bond Fund | 0.11% | 0.11% | 0.00% | 0.00% | 0.00% | 4.31% | 4.94% | 1.75% | 0.66% | 0.28% | 0.43% | 0.00% |
Frequently Asked Questions
LSGBX and LSFIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGBX has higher volatility (1.29%) compared to LSFIX (0.85%). In terms of maximum drawdown, LSGBX dropped -26.86% vs LSFIX's -26.33%.
LSFIX currently has the higher Sharpe Ratio (1.13 vs 0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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