LSGSX vs. FSPWX
Compare and contrast key facts about Loomis Sayles Inflation Protected Securities Fund (LSGSX) and Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX).
LSGSX is managed by Loomis Sayles Funds. It was launched on May 19, 1991. FSPWX is a passively managed fund by Fidelity that tracks the performance of the Bloomberg U.S. Treasury Inflation Protected Securities Index. It was launched on Aug 16, 2024.
Performance
LSGSX vs. FSPWX - Performance Comparison
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LSGSX vs. FSPWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LSGSX Loomis Sayles Inflation Protected Securities Fund | -0.21% | 5.66% | -1.48% |
FSPWX Fidelity SAI Inflation-Protected Bond Index Fund | 0.50% | 6.76% | -1.32% |
Returns By Period
In the year-to-date period, LSGSX achieves a -0.21% return, which is significantly lower than FSPWX's 0.50% return.
LSGSX
- 1D
- 0.52%
- 1M
- -1.64%
- YTD
- -0.21%
- 6M
- -0.11%
- 1Y
- 1.44%
- 3Y*
- 2.45%
- 5Y*
- 0.76%
- 10Y*
- 2.52%
FSPWX
- 1D
- 0.70%
- 1M
- -1.27%
- YTD
- 0.50%
- 6M
- 0.41%
- 1Y
- 2.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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LSGSX vs. FSPWX - Expense Ratio Comparison
LSGSX has a 0.40% expense ratio, which is higher than FSPWX's 0.05% expense ratio.
Return for Risk
LSGSX vs. FSPWX — Risk / Return Rank
LSGSX
FSPWX
LSGSX vs. FSPWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Inflation Protected Securities Fund (LSGSX) and Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX). 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.
| LSGSX | FSPWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.84 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.17 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.15 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.41 | -0.02 |
Martin ratioReturn relative to average drawdown | 3.88 | 4.38 | -0.50 |
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
| LSGSX | FSPWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.84 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.88 | -0.13 |
Correlation
The correlation between LSGSX and FSPWX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LSGSX vs. FSPWX - Dividend Comparison
LSGSX's dividend yield for the trailing twelve months is around 2.69%, less than FSPWX's 4.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSGSX Loomis Sayles Inflation Protected Securities Fund | 2.69% | 3.53% | 3.52% | 3.88% | 8.23% | 5.60% | 0.99% | 1.96% | 2.90% | 2.38% | 1.48% | 0.75% |
FSPWX Fidelity SAI Inflation-Protected Bond Index Fund | 4.17% | 4.19% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LSGSX vs. FSPWX - Drawdown Comparison
The maximum LSGSX drawdown since its inception was -17.20%, which is greater than FSPWX's maximum drawdown of -3.84%. Use the drawdown chart below to compare losses from any high point for LSGSX and FSPWX.
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Drawdown Indicators
| LSGSX | FSPWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.20% | -3.84% | -13.36% |
Max Drawdown (1Y)Largest decline over 1 year | -3.36% | -2.91% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -15.23% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -15.23% | — | — |
Current DrawdownCurrent decline from peak | -3.46% | -1.27% | -2.19% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -1.04% | -3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 0.94% | +0.26% |
Volatility
LSGSX vs. FSPWX - Volatility Comparison
The current volatility for Loomis Sayles Inflation Protected Securities Fund (LSGSX) is 1.29%, while Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX) has a volatility of 1.44%. This indicates that LSGSX experiences smaller price fluctuations and is considered to be less risky than FSPWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGSX | FSPWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 1.44% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.81% | 2.29% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.98% | 4.10% | +0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.31% | 4.17% | +2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.62% | 4.17% | +1.45% |