LSGSX vs. EIRRX
LSGSX (Loomis Sayles Inflation Protected Securities Fund) and EIRRX (Eaton Vance Short Duration Inflation-Protected Income Fund) are both Inflation-Protected Bonds funds. Over the past 10 years, LSGSX returned 2.36%/yr vs 3.73%/yr for EIRRX. Their 0.59 correlation means they have sometimes moved together and sometimes differently. LSGSX charges 0.40%/yr vs 0.64%/yr for EIRRX.
Performance
LSGSX vs. EIRRX - Performance Comparison
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Returns By Period
In the year-to-date period, LSGSX achieves a 0.09% return, which is significantly lower than EIRRX's 1.27% return. Over the past 10 years, LSGSX has underperformed EIRRX with an annualized return of 2.36%, while EIRRX has yielded a comparatively higher 3.73% annualized return.
LSGSX
- 1D
- 0.00%
- 1M
- -0.63%
- 6M
- -0.42%
- YTD
- 0.09%
- 1Y
- 1.02%
- 3Y*
- 3.03%
- 5Y*
- -0.33%
- 10Y*
- 2.36%
- ALL TIME*
- 4.75%
EIRRX
- 1D
- 0.00%
- 1M
- 0.20%
- 6M
- 0.77%
- YTD
- 1.27%
- 1Y
- 2.33%
- 3Y*
- 4.83%
- 5Y*
- 3.31%
- 10Y*
- 3.73%
- ALL TIME*
- 2.81%
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 |
LSGSX vs. EIRRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGSX Loomis Sayles Inflation Protected Securities Fund | 0.09% | 5.66% | 1.80% | 3.63% | -12.50% | 5.01% | 13.97% | 8.63% | -2.23% | 3.61% |
EIRRX Eaton Vance Short Duration Inflation-Protected Income Fund | 1.27% | 4.63% | 5.65% | 6.33% | -3.08% | 7.84% | 5.25% | 5.60% | -0.15% | 1.94% |
Correlation
The correlation between LSGSX and EIRRX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.59 |
The correlation between LSGSX and EIRRX shifts across timeframes, from 0.59 (all time) to 0.73 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LSGSX vs. EIRRX — Risk / Return Rank
LSGSX
EIRRX
LSGSX vs. EIRRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Inflation Protected Securities Fund (LSGSX) and Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX). 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.
| LSGSX | EIRRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.32 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 2.75 | -2.30 |
| Martin ratioReturn relative to average drawdown | 0.95 | 8.19 | -7.24 |
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Drawdowns
LSGSX vs. EIRRX - Drawdown Comparison
The maximum LSGSX drawdown since its inception was -17.20%, which is greater than EIRRX's maximum drawdown of -10.27%. Use the drawdown chart below to compare losses from any high point for LSGSX and EIRRX.
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Drawdown Indicators
| LSGSX | EIRRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.20% | -10.27% | -6.93% |
Max Drawdown (1Y)Largest decline over 1 year | -2.34% | -0.89% | -1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -3.88% | -1.67% | -2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -15.23% | -6.22% | -9.01% |
Max Drawdown (10Y)Largest decline over 10 years | -15.23% | -10.27% | -4.96% |
Current DrawdownCurrent decline from peak | -3.17% | -0.47% | -2.70% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -0.99% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 0.30% | +0.74% |
Volatility
LSGSX vs. EIRRX - Volatility Comparison
Loomis Sayles Inflation Protected Securities Fund (LSGSX) has a higher volatility of 0.74% compared to Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX) at 0.48%. This indicates that LSGSX's price experiences larger fluctuations and is considered to be riskier than EIRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGSX | EIRRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 0.48% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 1.36% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.74% | 1.66% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.29% | 2.84% | +3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.59% | 2.77% | +2.82% |
LSGSX vs. EIRRX - Expense Ratio Comparison
LSGSX has a 0.40% expense ratio, which is lower than EIRRX's 0.64% expense ratio.
Dividends
LSGSX vs. EIRRX - Dividend Comparison
LSGSX's dividend yield for the trailing twelve months is around 3.83%, less than EIRRX's 5.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIRRX Eaton Vance Short Duration Inflation-Protected Income Fund | 5.28% | 3.57% | 4.08% | 4.50% | 5.07% | 3.54% | 2.21% | 2.66% | 2.91% | 2.13% | 2.24% | 2.05% |
LSGSX Loomis Sayles Inflation Protected Securities Fund | 3.83% | 3.53% | 3.52% | 3.88% | 8.23% | 5.60% | 0.99% | 1.96% | 2.90% | 2.38% | 1.48% | 0.75% |
Frequently Asked Questions
LSGSX and EIRRX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGSX has higher volatility (0.74%) compared to EIRRX (0.48%). In terms of maximum drawdown, LSGSX dropped -17.20% vs EIRRX's -10.27%.
EIRRX currently has the higher Sharpe Ratio (1.47 vs 0.28), 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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