LSGBX vs. LSSAX
Compare and contrast key facts about Loomis Sayles Global Bond Fund (LSGBX) and Loomis Sayles Securitized Asset Fund (LSSAX).
LSGBX is managed by Loomis Sayles Funds. It was launched on May 9, 1991. LSSAX is managed by Loomis Sayles Funds. It was launched on Mar 2, 2006.
Performance
LSGBX vs. LSSAX - Performance Comparison
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LSGBX vs. LSSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGBX Loomis Sayles Global Bond Fund | -1.87% | 8.52% | -2.46% | 5.48% | -17.18% | -4.94% | 13.49% | 7.52% | -2.49% | 8.87% |
LSSAX Loomis Sayles Securitized Asset Fund | 0.29% | 8.32% | 3.94% | 7.01% | -11.82% | 0.64% | 4.68% | 6.81% | 2.48% | 3.40% |
Returns By Period
In the year-to-date period, LSGBX achieves a -1.87% return, which is significantly lower than LSSAX's 0.29% return. Over the past 10 years, LSGBX has underperformed LSSAX with an annualized return of 0.94%, while LSSAX has yielded a comparatively higher 2.53% annualized return.
LSGBX
- 1D
- 0.20%
- 1M
- -3.86%
- YTD
- -1.87%
- 6M
- -1.89%
- 1Y
- 3.52%
- 3Y*
- 2.17%
- 5Y*
- -2.03%
- 10Y*
- 0.94%
LSSAX
- 1D
- 0.64%
- 1M
- -1.53%
- YTD
- 0.29%
- 6M
- 1.82%
- 1Y
- 5.17%
- 3Y*
- 5.37%
- 5Y*
- 1.38%
- 10Y*
- 2.53%
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LSGBX vs. LSSAX - Expense Ratio Comparison
LSGBX has a 0.69% expense ratio, which is higher than LSSAX's 0.00% expense ratio.
Return for Risk
LSGBX vs. LSSAX — Risk / Return Rank
LSGBX
LSSAX
LSGBX vs. LSSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Bond Fund (LSGBX) and Loomis Sayles Securitized Asset Fund (LSSAX). 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.
| LSGBX | LSSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.61 | -0.78 |
Sortino ratioReturn per unit of downside risk | 1.23 | 2.49 | -1.26 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.30 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 3.41 | -1.95 |
Martin ratioReturn relative to average drawdown | 5.18 | 10.00 | -4.82 |
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
| LSGBX | LSSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.61 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.25 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.59 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.95 | -0.16 |
Correlation
The correlation between LSGBX and LSSAX is 0.57, 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.
Dividends
LSGBX vs. LSSAX - Dividend Comparison
LSGBX's dividend yield for the trailing twelve months is around 0.11%, less than LSSAX's 4.28% yield.
| 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% |
LSSAX Loomis Sayles Securitized Asset Fund | 4.28% | 4.23% | 4.54% | 5.65% | 6.47% | 6.38% | 5.95% | 5.48% | 5.62% | 5.42% | 5.12% | 5.20% |
Drawdowns
LSGBX vs. LSSAX - Drawdown Comparison
The maximum LSGBX drawdown since its inception was -26.86%, which is greater than LSSAX's maximum drawdown of -16.40%. Use the drawdown chart below to compare losses from any high point for LSGBX and LSSAX.
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Drawdown Indicators
| LSGBX | LSSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.86% | -16.40% | -10.46% |
Max Drawdown (1Y)Largest decline over 1 year | -4.05% | -2.45% | -1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -25.41% | -16.40% | -9.01% |
Max Drawdown (10Y)Largest decline over 10 years | -26.86% | -16.40% | -10.46% |
Current DrawdownCurrent decline from peak | -13.99% | -1.53% | -12.46% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -1.98% | -2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 0.84% | +0.30% |
Volatility
LSGBX vs. LSSAX - Volatility Comparison
Loomis Sayles Global Bond Fund (LSGBX) has a higher volatility of 1.83% compared to Loomis Sayles Securitized Asset Fund (LSSAX) at 1.24%. This indicates that LSGBX's price experiences larger fluctuations and is considered to be riskier than LSSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGBX | LSSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.83% | 1.24% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 3.70% | 2.68% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.24% | 4.69% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.59% | 5.73% | +0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.79% | 4.39% | +1.40% |