LSGSX vs. SWRSX
Compare and contrast key facts about Loomis Sayles Inflation Protected Securities Fund (LSGSX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX).
LSGSX is managed by Loomis Sayles Funds. It was launched on May 19, 1991. SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006.
Performance
LSGSX vs. SWRSX - Performance Comparison
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LSGSX vs. SWRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 0.39% | 6.84% | 1.95% | 3.80% | -12.01% | 5.83% | 10.88% | 8.38% | -1.32% | 2.69% |
Returns By Period
In the year-to-date period, LSGSX achieves a -0.21% return, which is significantly lower than SWRSX's 0.39% return. Both investments have delivered pretty close results over the past 10 years, with LSGSX having a 2.52% annualized return and SWRSX not far ahead at 2.57%.
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%
SWRSX
- 1D
- 0.58%
- 1M
- -1.33%
- YTD
- 0.39%
- 6M
- 0.33%
- 1Y
- 2.91%
- 3Y*
- 3.14%
- 5Y*
- 1.42%
- 10Y*
- 2.57%
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LSGSX vs. SWRSX - Expense Ratio Comparison
LSGSX has a 0.40% expense ratio, which is higher than SWRSX's 0.05% expense ratio.
Return for Risk
LSGSX vs. SWRSX — Risk / Return Rank
LSGSX
SWRSX
LSGSX vs. SWRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Inflation Protected Securities Fund (LSGSX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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 | SWRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.84 | -0.26 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.17 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.16 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.44 | -0.05 |
Martin ratioReturn relative to average drawdown | 3.88 | 4.27 | -0.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LSGSX | SWRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.84 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.24 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.48 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.57 | +0.19 |
Correlation
The correlation between LSGSX and SWRSX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LSGSX vs. SWRSX - Dividend Comparison
LSGSX's dividend yield for the trailing twelve months is around 2.69%, less than SWRSX's 3.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.36% | 4.20% | 3.68% | 3.11% | 7.95% | 4.45% | 1.33% | 2.20% | 2.87% | 1.75% | 1.81% | 1.06% |
Drawdowns
LSGSX vs. SWRSX - Drawdown Comparison
The maximum LSGSX drawdown since its inception was -17.20%, which is greater than SWRSX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for LSGSX and SWRSX.
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Drawdown Indicators
| LSGSX | SWRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.20% | -14.29% | -2.91% |
Max Drawdown (1Y)Largest decline over 1 year | -3.36% | -2.68% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -15.23% | -14.29% | -0.94% |
Max Drawdown (10Y)Largest decline over 10 years | -15.23% | -14.29% | -0.94% |
Current DrawdownCurrent decline from peak | -3.46% | -1.33% | -2.13% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -3.75% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 0.90% | +0.30% |
Volatility
LSGSX vs. SWRSX - Volatility Comparison
Loomis Sayles Inflation Protected Securities Fund (LSGSX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) have volatilities of 1.29% and 1.30%, 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 | SWRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 1.30% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.81% | 2.17% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.98% | 4.00% | +0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.31% | 6.05% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.62% | 5.39% | +0.23% |