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LSGSX vs. LSBDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSGSX vs. LSBDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Inflation Protected Securities Fund (LSGSX) and Loomis Sayles Bond Fund (LSBDX). The values are adjusted to include any dividend payments, if applicable.

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LSGSX vs. LSBDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSGSX
Loomis Sayles Inflation Protected Securities Fund
-0.21%5.66%1.80%3.63%-12.50%5.01%13.97%8.63%-2.23%3.61%
LSBDX
Loomis Sayles Bond Fund
-1.54%8.67%6.70%8.05%-12.50%3.23%2.14%11.72%-2.87%7.47%

Returns By Period

In the year-to-date period, LSGSX achieves a -0.21% return, which is significantly higher than LSBDX's -1.54% return. Over the past 10 years, LSGSX has underperformed LSBDX with an annualized return of 2.52%, while LSBDX has yielded a comparatively higher 3.45% annualized 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%

LSBDX

1D
0.34%
1M
-2.92%
YTD
-1.54%
6M
-0.05%
1Y
4.54%
3Y*
6.19%
5Y*
2.44%
10Y*
3.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSGSX vs. LSBDX - Expense Ratio Comparison

LSGSX has a 0.40% expense ratio, which is lower than LSBDX's 0.67% expense ratio.


Return for Risk

LSGSX vs. LSBDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LSGSX
LSGSX Risk / Return Rank: 3030
Overall Rank
LSGSX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LSGSX Sortino Ratio Rank: 1818
Sortino Ratio Rank
LSGSX Omega Ratio Rank: 1717
Omega Ratio Rank
LSGSX Calmar Ratio Rank: 5858
Calmar Ratio Rank
LSGSX Martin Ratio Rank: 3636
Martin Ratio Rank

LSBDX
LSBDX Risk / Return Rank: 8383
Overall Rank
LSBDX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
LSBDX Sortino Ratio Rank: 8383
Sortino Ratio Rank
LSBDX Omega Ratio Rank: 8181
Omega Ratio Rank
LSBDX Calmar Ratio Rank: 8080
Calmar Ratio Rank
LSBDX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LSGSX vs. LSBDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Inflation Protected Securities Fund (LSGSX) and Loomis Sayles Bond Fund (LSBDX). 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.


LSGSXLSBDXDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.57

-0.99

Sortino ratio

Return per unit of downside risk

0.81

2.13

-1.32

Omega ratio

Gain probability vs. loss probability

1.11

1.32

-0.20

Calmar ratio

Return relative to maximum drawdown

1.39

1.90

-0.51

Martin ratio

Return relative to average drawdown

3.88

9.13

-5.25

LSGSX vs. LSBDX - Sharpe Ratio Comparison

The current LSGSX Sharpe Ratio is 0.58, which is lower than the LSBDX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of LSGSX and LSBDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LSGSXLSBDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.57

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.51

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.72

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.41

-0.65

Correlation

The correlation between LSGSX and LSBDX is 0.53, 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

LSGSX vs. LSBDX - Dividend Comparison

LSGSX's dividend yield for the trailing twelve months is around 2.69%, less than LSBDX's 3.90% yield.


TTM20252024202320222021202020192018201720162015
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%
LSBDX
Loomis Sayles Bond Fund
3.90%4.15%5.51%5.09%5.13%2.88%3.83%3.97%3.78%5.86%3.13%7.37%

Drawdowns

LSGSX vs. LSBDX - Drawdown Comparison

The maximum LSGSX drawdown since its inception was -17.20%, smaller than the maximum LSBDX drawdown of -30.58%. Use the drawdown chart below to compare losses from any high point for LSGSX and LSBDX.


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Drawdown Indicators


LSGSXLSBDXDifference

Max Drawdown

Largest peak-to-trough decline

-17.20%

-30.58%

+13.38%

Max Drawdown (1Y)

Largest decline over 1 year

-3.36%

-3.25%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-15.23%

-16.60%

+1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-15.23%

-16.60%

+1.37%

Current Drawdown

Current decline from peak

-3.46%

-2.92%

-0.54%

Average Drawdown

Average peak-to-trough decline

-4.60%

-2.80%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

0.68%

+0.52%

Volatility

LSGSX vs. LSBDX - Volatility Comparison

The current volatility for Loomis Sayles Inflation Protected Securities Fund (LSGSX) is 1.29%, while Loomis Sayles Bond Fund (LSBDX) has a volatility of 1.42%. This indicates that LSGSX experiences smaller price fluctuations and is considered to be less risky than LSBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSGSXLSBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.42%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

2.20%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

4.98%

3.87%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

4.97%

+1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.62%

4.89%

+0.73%