PortfoliosLab logoPortfoliosLab logo
LSGSX vs. LSSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSGSX vs. LSSAX - 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 Securitized Asset Fund (LSSAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LSGSX vs. LSSAX - 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%
LSSAX
Loomis Sayles Securitized Asset Fund
0.29%8.32%3.94%7.01%-11.82%0.64%4.68%6.81%2.48%3.40%

Returns By Period

In the year-to-date period, LSGSX achieves a -0.21% return, which is significantly lower than LSSAX's 0.29% return. Both investments have delivered pretty close results over the past 10 years, with LSGSX having a 2.52% annualized return and LSSAX not far ahead at 2.53%.


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%

LSSAX

1D
0.64%
1M
-1.53%
YTD
0.29%
6M
1.82%
1Y
5.17%
3Y*
5.37%
5Y*
1.38%
10Y*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LSGSX vs. LSSAX - Expense Ratio Comparison

LSGSX has a 0.40% expense ratio, which is higher than LSSAX's 0.00% expense ratio.


Return for Risk

LSGSX vs. LSSAX — 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

LSSAX
LSSAX Risk / Return Rank: 8787
Overall Rank
LSSAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
LSSAX Sortino Ratio Rank: 8989
Sortino Ratio Rank
LSSAX Omega Ratio Rank: 7878
Omega Ratio Rank
LSSAX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LSSAX Martin Ratio Rank: 8989
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. LSSAX - 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 Securitized Asset Fund (LSSAX). 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.


LSGSXLSSAXDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.61

-1.03

Sortino ratio

Return per unit of downside risk

0.81

2.49

-1.68

Omega ratio

Gain probability vs. loss probability

1.11

1.30

-0.19

Calmar ratio

Return relative to maximum drawdown

1.39

3.41

-2.02

Martin ratio

Return relative to average drawdown

3.88

10.00

-6.12

LSGSX vs. LSSAX - Sharpe Ratio Comparison

The current LSGSX Sharpe Ratio is 0.58, which is lower than the LSSAX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of LSGSX and LSSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LSGSXLSSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.61

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.25

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.59

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.95

-0.19

Correlation

The correlation between LSGSX and LSSAX is 0.68, 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. LSSAX - Dividend Comparison

LSGSX's dividend yield for the trailing twelve months is around 2.69%, less than LSSAX's 4.28% 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%
LSSAX
Loomis Sayles Securitized Asset Fund
4.28%4.23%4.54%5.65%6.47%6.38%5.95%5.48%5.62%5.42%5.12%5.20%

Drawdowns

LSGSX vs. LSSAX - Drawdown Comparison

The maximum LSGSX drawdown since its inception was -17.20%, roughly equal to the maximum LSSAX drawdown of -16.40%. Use the drawdown chart below to compare losses from any high point for LSGSX and LSSAX.


Loading graphics...

Drawdown Indicators


LSGSXLSSAXDifference

Max Drawdown

Largest peak-to-trough decline

-17.20%

-16.40%

-0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.36%

-2.45%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-15.23%

-16.40%

+1.17%

Max Drawdown (10Y)

Largest decline over 10 years

-15.23%

-16.40%

+1.17%

Current Drawdown

Current decline from peak

-3.46%

-1.53%

-1.93%

Average Drawdown

Average peak-to-trough decline

-4.60%

-1.98%

-2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

0.84%

+0.36%

Volatility

LSGSX vs. LSSAX - Volatility Comparison

Loomis Sayles Inflation Protected Securities Fund (LSGSX) and Loomis Sayles Securitized Asset Fund (LSSAX) have volatilities of 1.29% and 1.24%, 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.


Loading graphics...

Volatility by Period


LSGSXLSSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.24%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

2.68%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.98%

4.69%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

5.73%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.62%

4.39%

+1.23%