LSGSX vs. LSIGX
LSGSX (Loomis Sayles Inflation Protected Securities Fund) and LSIGX (Loomis Sayles Investment Grade Fixed Income Fund) are both mutual funds - LSGSX is a Inflation-Protected Bonds fund managed by Loomis Sayles Funds, while LSIGX is a Intermediate Core-Plus Bond fund managed by Loomis Sayles Funds. Over the past 10 years, LSGSX returned 2.52%/yr vs 2.90%/yr for LSIGX. A 0.64 correlation means they provide meaningful diversification when combined. LSGSX charges 0.40%/yr vs 0.52%/yr for LSIGX.
Performance
LSGSX vs. LSIGX - 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 LSIGX's 0.18% return. Over the past 10 years, LSGSX has underperformed LSIGX with an annualized return of 2.52%, while LSIGX has yielded a comparatively higher 2.90% 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%
LSIGX
- 1D
- 0.00%
- 1M
- 0.86%
- YTD
- 0.18%
- 6M
- 0.38%
- 1Y
- 3.94%
- 3Y*
- 5.12%
- 5Y*
- 1.26%
- 10Y*
- 2.90%
LSGSX vs. LSIGX - 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% |
LSIGX Loomis Sayles Investment Grade Fixed Income Fund | 0.18% | 7.15% | 3.14% | 8.01% | -11.98% | 0.80% | 7.18% | 9.36% | -2.08% | 8.42% |
Correlation
The correlation between LSGSX and LSIGX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 1994 | 0.64 |
The correlation between LSGSX and LSIGX shifts across timeframes, from 0.63 (10 years) to 0.87 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
LSGSX vs. LSIGX — Risk / Return Rank
LSGSX
LSIGX
LSGSX vs. LSIGX - 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 Investment Grade Fixed Income Fund (LSIGX). 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 | LSIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.24 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.60 | -0.18 |
| Martin ratioReturn relative to average drawdown | 3.19 | 4.40 | -1.21 |
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Drawdowns
LSGSX vs. LSIGX - Drawdown Comparison
The maximum LSGSX drawdown since its inception was -17.20%, smaller than the maximum LSIGX drawdown of -20.94%. Use the drawdown chart below to compare losses from any high point for LSGSX and LSIGX.
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Drawdown Indicators
| LSGSX | LSIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.20% | -20.94% | +3.74% |
Max Drawdown (1Y)Largest decline over 1 year | -2.34% | -3.22% | +0.88% |
Max Drawdown (3Y)Largest decline over 3 years | -4.66% | -5.42% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -15.23% | -15.98% | +0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -15.23% | -15.98% | +0.75% |
Current DrawdownCurrent decline from peak | -2.56% | -1.52% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -2.40% | -2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 1.11% | -0.09% |
Volatility
LSGSX vs. LSIGX - Volatility Comparison
Loomis Sayles Inflation Protected Securities Fund (LSGSX) has a higher volatility of 1.10% compared to Loomis Sayles Investment Grade Fixed Income Fund (LSIGX) at 1.00%. This indicates that LSGSX's price experiences larger fluctuations and is considered to be riskier than LSIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGSX | LSIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 1.00% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 2.48% | 2.78% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.81% | 3.82% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.29% | 5.26% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.60% | 4.68% | +0.92% |
LSGSX vs. LSIGX - Expense Ratio Comparison
LSGSX has a 0.40% expense ratio, which is lower than LSIGX's 0.52% expense ratio.
Dividends
LSGSX vs. LSIGX - Dividend Comparison
LSGSX's dividend yield for the trailing twelve months is around 2.66%, less than LSIGX's 4.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LSIGX Loomis Sayles Investment Grade Fixed Income Fund | 4.72% | 4.76% | 4.69% | 4.06% | 4.14% | 5.95% | 6.24% | 2.59% | 3.42% | 4.27% | 4.32% | 3.81% |
Frequently Asked Questions
LSGSX and LSIGX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGSX has higher volatility (1.10%) compared to LSIGX (1.00%). In terms of maximum drawdown, LSGSX dropped -17.20% vs LSIGX's -20.94%.
LSIGX currently has the higher Sharpe Ratio (1.35 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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