LSGSX vs. LSBDX
LSGSX (Loomis Sayles Inflation Protected Securities Fund) and LSBDX (Loomis Sayles Bond Fund) are both mutual funds - LSGSX is a Inflation-Protected Bonds fund managed by Loomis Sayles Funds, while LSBDX is a Multisector Bonds fund managed by Loomis Sayles Funds. Over the past 10 years, LSGSX returned 2.52%/yr vs 3.32%/yr for LSBDX. A 0.53 correlation means they provide meaningful diversification when combined. LSGSX charges 0.40%/yr vs 0.67%/yr for LSBDX.
Performance
LSGSX vs. LSBDX - Performance Comparison
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Returns By Period
In the year-to-date period, LSGSX achieves a 0.73% return, which is significantly higher than LSBDX's -0.36% return. Over the past 10 years, LSGSX has underperformed LSBDX with an annualized return of 2.52%, while LSBDX has yielded a comparatively higher 3.32% annualized return.
LSGSX
- 1D
- 0.00%
- 1M
- 0.41%
- YTD
- 0.73%
- 6M
- 0.83%
- 1Y
- 2.49%
- 3Y*
- 3.18%
- 5Y*
- 0.38%
- 10Y*
- 2.52%
LSBDX
- 1D
- 0.00%
- 1M
- 0.43%
- YTD
- -0.36%
- 6M
- -0.11%
- 1Y
- 3.80%
- 3Y*
- 6.86%
- 5Y*
- 1.98%
- 10Y*
- 3.32%
LSGSX vs. LSBDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGSX Loomis Sayles Inflation Protected Securities Fund | 0.73% | 5.66% | 1.80% | 3.63% | -12.50% | 5.01% | 13.97% | 8.63% | -2.23% | 3.61% |
LSBDX Loomis Sayles Bond Fund | -0.36% | 8.67% | 6.70% | 8.05% | -12.50% | 3.23% | 2.14% | 11.72% | -2.87% | 7.47% |
Correlation
The correlation between LSGSX and LSBDX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 20, 1991 | 0.53 |
Over the past year, LSGSX and LSBDX have become more correlated (0.77) than their long-term average of 0.53, meaning their price movements have been converging.
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Return for Risk
LSGSX vs. LSBDX — Risk / Return Rank
LSGSX
LSBDX
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.
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 | LSBDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.27 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.55 | -0.12 |
| Martin ratioReturn relative to average drawdown | 3.19 | 4.74 | -1.55 |
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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
| LSGSX | LSBDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.20% | -30.58% | +13.38% |
Max Drawdown (1Y)Largest decline over 1 year | -2.34% | -3.25% | +0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -4.66% | -5.55% | +0.89% |
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 DrawdownCurrent decline from peak | -2.56% | -1.76% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -2.80% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 0.98% | +0.04% |
Volatility
LSGSX vs. LSBDX - Volatility Comparison
Loomis Sayles Inflation Protected Securities Fund (LSGSX) and Loomis Sayles Bond Fund (LSBDX) have volatilities of 1.10% and 1.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGSX | LSBDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 1.10% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 2.48% | 2.72% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.81% | 3.51% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.29% | 5.02% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.60% | 4.87% | +0.73% |
LSGSX vs. LSBDX - Expense Ratio Comparison
LSGSX has a 0.40% expense ratio, which is lower than LSBDX's 0.67% expense ratio.
Dividends
LSGSX vs. LSBDX - Dividend Comparison
LSGSX's dividend yield for the trailing twelve months is around 2.66%, less than LSBDX's 3.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSBDX Loomis Sayles Bond Fund | 3.87% | 4.15% | 5.51% | 5.09% | 5.13% | 2.88% | 3.83% | 3.97% | 3.78% | 5.86% | 3.13% | 7.37% |
LSGSX Loomis Sayles Inflation Protected Securities Fund | 2.66% | 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 LSBDX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSBDX has higher volatility (1.10%) compared to LSGSX (1.10%). In terms of maximum drawdown, LSGSX dropped -17.20% vs LSBDX's -30.58%.
LSBDX currently has the higher Sharpe Ratio (1.44 vs 0.88), 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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