LSGBX vs. LSIGX
LSGBX (Loomis Sayles Global Bond Fund) and LSIGX (Loomis Sayles Investment Grade Fixed Income Fund) are both mutual funds - LSGBX is a Global Bonds fund managed by Loomis Sayles Funds, while LSIGX is a Intermediate Core-Plus Bond fund managed by Loomis Sayles Funds. Over the past 10 years, LSGBX returned 0.79%/yr vs 2.84%/yr for LSIGX. A 0.62 correlation means they provide meaningful diversification when combined. LSGBX charges 0.69%/yr vs 0.52%/yr for LSIGX.
Performance
LSGBX vs. LSIGX - Performance Comparison
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Returns By Period
In the year-to-date period, LSGBX achieves a -0.26% return, which is significantly lower than LSIGX's 0.18% return. Over the past 10 years, LSGBX has underperformed LSIGX with an annualized return of 0.79%, while LSIGX has yielded a comparatively higher 2.84% annualized return.
LSGBX
- 1D
- -0.13%
- 1M
- 0.32%
- YTD
- -0.26%
- 6M
- 0.13%
- 1Y
- 1.82%
- 3Y*
- 3.13%
- 5Y*
- -2.02%
- 10Y*
- 0.79%
LSIGX
- 1D
- 0.19%
- 1M
- 0.86%
- YTD
- 0.18%
- 6M
- 0.38%
- 1Y
- 4.35%
- 3Y*
- 5.16%
- 5Y*
- 1.23%
- 10Y*
- 2.84%
LSGBX vs. LSIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGBX Loomis Sayles Global Bond Fund | -0.26% | 8.52% | -2.46% | 5.48% | -17.18% | -4.94% | 13.49% | 7.52% | -2.49% | 8.87% |
LSIGX Loomis Sayles Investment Grade Fixed Income Fund | 0.18% | 7.15% | 3.14% | 8.01% | -11.98% | 0.80% | 7.18% | 9.36% | -2.08% | 8.42% |
Correlation
The correlation between LSGBX and LSIGX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 1994 | 0.62 |
Over the past year, LSGBX and LSIGX have become more correlated (0.84) than their long-term average of 0.62, meaning their price movements have been converging.
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Return for Risk
LSGBX vs. LSIGX — Risk / Return Rank
LSGBX
LSIGX
LSGBX vs. LSIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Bond Fund (LSGBX) 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.
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 | LSIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.24 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.61 | -1.07 |
| Martin ratioReturn relative to average drawdown | 1.34 | 4.43 | -3.09 |
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Drawdowns
LSGBX vs. LSIGX - Drawdown Comparison
The maximum LSGBX drawdown since its inception was -26.86%, which is greater than LSIGX's maximum drawdown of -20.94%. Use the drawdown chart below to compare losses from any high point for LSGBX and LSIGX.
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Drawdown Indicators
| LSGBX | LSIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.86% | -20.94% | -5.92% |
Max Drawdown (1Y)Largest decline over 1 year | -4.05% | -3.22% | -0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -7.42% | -5.42% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | -15.98% | -9.26% |
Max Drawdown (10Y)Largest decline over 10 years | -26.86% | -15.98% | -10.88% |
Current DrawdownCurrent decline from peak | -12.57% | -1.52% | -11.05% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -2.40% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 1.10% | +0.42% |
Volatility
LSGBX vs. LSIGX - Volatility Comparison
Loomis Sayles Global Bond Fund (LSGBX) has a higher volatility of 1.44% compared to Loomis Sayles Investment Grade Fixed Income Fund (LSIGX) at 1.09%. This indicates that LSGBX's price experiences larger fluctuations and is considered to be riskier than LSIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGBX | LSIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.44% | 1.09% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 3.90% | 2.78% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.55% | 3.82% | +1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.65% | 5.26% | +1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.80% | 4.68% | +1.12% |
LSGBX vs. LSIGX - Expense Ratio Comparison
LSGBX has a 0.69% expense ratio, which is higher than LSIGX's 0.52% expense ratio.
Dividends
LSGBX vs. LSIGX - Dividend Comparison
LSGBX's dividend yield for the trailing twelve months is around 0.11%, less than LSIGX's 4.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LSIGX Loomis Sayles Investment Grade Fixed Income Fund | 4.72% | 4.76% | 4.69% | 4.06% | 4.14% | 5.95% | 6.24% | 2.59% | 3.42% | 4.27% | 4.32% | 3.81% |
Frequently Asked Questions
LSGBX and LSIGX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGBX has higher volatility (1.44%) compared to LSIGX (1.09%). In terms of maximum drawdown, LSGBX dropped -26.86% vs LSIGX's -20.94%.
LSIGX currently has the higher Sharpe Ratio (1.36 vs 0.39), 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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