LSGSX vs. LSIGX

Last updated Jun 3, 2026

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 2.63%/yr vs 2.86%/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

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

Returns By Period

In the year-to-date period, LSGSX achieves a 1.24% return, which is significantly higher than LSIGX's -0.01% return. Over the past 10 years, LSGSX has underperformed LSIGX with an annualized return of 2.63%, while LSIGX has yielded a comparatively higher 2.86% annualized return.

LSGSX

• 1D: 0.00%
• 1M: 0.00%
• YTD: 1.24%
• 6M: 1.03%
• 1Y: 3.77%
• 3Y*: 3.43%
• 5Y*: 0.55%
• 10Y*: 2.63%

LSIGX

• 1D: -0.10%
• 1M: 0.18%
• YTD: -0.01%
• 6M: 0.12%
• 1Y: 5.06%
• 3Y*: 5.12%
• 5Y*: 1.31%
• 10Y*: 2.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LSGSX vs. LSIGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSGSX Loomis Sayles Inflation Protected Securities Fund	1.24%	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	-0.01%	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 0.85, 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	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (10Y) Calculated over the trailing 10-year period	0.62
Correlation (All Time) Calculated using the full available price history since Jul 1, 1994	0.64

Over the past year, LSGSX and LSIGX have become more correlated (0.85) than their long-term average of 0.64, meaning their price movements have been converging.

Return for Risk

LSGSX vs. LSIGX — Risk / Return Rank

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

LSGSX

LSGSX Risk / Return Rank: 14
LSGSX Sharpe Ratio Rank: 17
LSGSX Sortino Ratio Rank: 17
LSGSX Omega Ratio Rank: 17
LSGSX Calmar Ratio Rank: 11
LSGSX Martin Ratio Rank: 10

LSIGX

LSIGX Risk / Return Rank: 24
LSIGX Sharpe Ratio Rank: 29
LSIGX Sortino Ratio Rank: 31
LSIGX Omega Ratio Rank: 29
LSIGX Calmar Ratio Rank: 18
LSIGX Martin Ratio Rank: 14

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. 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.

	LSGSX	LSIGX	Difference
Sharpe ratio Return per unit of total volatility	1.18	1.54	-0.36
Sortino ratio Return per unit of downside risk	1.72	2.31	-0.59
Omega ratio Gain probability vs. loss probability	1.22	1.28	-0.06
Calmar ratio Return relative to maximum drawdown	1.12	1.53	-0.41
Martin ratio Return relative to average drawdown	3.04	4.16	-1.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LSGSX vs. LSIGX - Sharpe Ratio Comparison

The current LSGSX Sharpe Ratio is 1.18, which is comparable to the LSIGX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of LSGSX and LSIGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LSGSX	LSIGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.18	1.54	-0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.09	0.26	-0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.62	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	1.15	-0.39

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.

Drawdown Indicators

	LSGSX	LSIGX	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-2.06%	-1.71%	-0.35%
Average Drawdown Average peak-to-trough decline	-4.59%	-2.40%	-2.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.24%	1.23%	+0.01%

Volatility

LSGSX vs. LSIGX - Volatility Comparison

The current volatility for Loomis Sayles Inflation Protected Securities Fund (LSGSX) is 0.94%, while Loomis Sayles Investment Grade Fixed Income Fund (LSIGX) has a volatility of 1.26%. This indicates that LSGSX experiences smaller price fluctuations and is considered to be less risky than LSIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LSGSX	LSIGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.94%	1.26%	-0.32%
Volatility (6M) Calculated over the trailing 6-month period	2.49%	2.72%	-0.23%
Volatility (1Y) Calculated over the trailing 1-year period	3.84%	3.88%	-0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.30%	5.25%	+1.05%
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 2.65%, less than LSIGX's 4.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LSGSX Loomis Sayles Inflation Protected Securities Fund	2.65%	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	4.73%	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

Can I hold both LSGSX and LSIGX in my portfolio?

LSGSX and LSIGX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LSGSX or LSIGX?

LSIGX has higher volatility (1.26%) compared to LSGSX (0.94%). In terms of maximum drawdown, LSGSX dropped -17.20% vs LSIGX's -20.94%.

Which has better risk-adjusted returns?

LSIGX currently has the higher Sharpe Ratio (1.54 vs 1.18), 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.