LSGSX vs. TRBFX
Compare and contrast key facts about Loomis Sayles Inflation Protected Securities Fund (LSGSX) and T. Rowe Price Limited Duration Inflation Focused Bond Fund (TRBFX).
LSGSX is managed by Loomis Sayles Funds. It was launched on May 19, 1991. TRBFX is managed by T. Rowe Price. It was launched on Sep 28, 2006.
Performance
LSGSX vs. TRBFX - Performance Comparison
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LSGSX vs. TRBFX - 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% |
TRBFX T. Rowe Price Limited Duration Inflation Focused Bond Fund | 0.71% | 10.17% | 4.60% | 3.01% | -5.19% | 5.77% | 5.65% | 6.53% | 0.28% | 0.80% |
Returns By Period
In the year-to-date period, LSGSX achieves a -0.21% return, which is significantly lower than TRBFX's 0.71% return. Over the past 10 years, LSGSX has underperformed TRBFX with an annualized return of 2.52%, while TRBFX has yielded a comparatively higher 3.22% annualized return.
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%
TRBFX
- 1D
- 0.21%
- 1M
- -0.42%
- YTD
- 0.71%
- 6M
- 4.30%
- 1Y
- 7.34%
- 3Y*
- 5.46%
- 5Y*
- 3.38%
- 10Y*
- 3.22%
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LSGSX vs. TRBFX - Expense Ratio Comparison
LSGSX has a 0.40% expense ratio, which is lower than TRBFX's 0.41% expense ratio.
Return for Risk
LSGSX vs. TRBFX — Risk / Return Rank
LSGSX
TRBFX
LSGSX vs. TRBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Inflation Protected Securities Fund (LSGSX) and T. Rowe Price Limited Duration Inflation Focused Bond Fund (TRBFX). 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 | TRBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.87 | -1.29 |
Sortino ratioReturn per unit of downside risk | 0.81 | 4.22 | -3.41 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.67 | -0.56 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 7.09 | -5.70 |
Martin ratioReturn relative to average drawdown | 3.88 | 22.76 | -18.88 |
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 | TRBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.87 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.69 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.83 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.82 | -0.06 |
Correlation
The correlation between LSGSX and TRBFX is 0.65, 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. TRBFX - Dividend Comparison
LSGSX's dividend yield for the trailing twelve months is around 2.69%, less than TRBFX's 8.46% 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% |
TRBFX T. Rowe Price Limited Duration Inflation Focused Bond Fund | 8.46% | 8.56% | 4.48% | 3.64% | 6.11% | 4.99% | 1.38% | 3.27% | 2.34% | 1.61% | 1.10% | 0.00% |
Drawdowns
LSGSX vs. TRBFX - Drawdown Comparison
The maximum LSGSX drawdown since its inception was -17.20%, which is greater than TRBFX's maximum drawdown of -7.33%. Use the drawdown chart below to compare losses from any high point for LSGSX and TRBFX.
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Drawdown Indicators
| LSGSX | TRBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.20% | -7.33% | -9.87% |
Max Drawdown (1Y)Largest decline over 1 year | -3.36% | -1.24% | -2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -15.23% | -7.33% | -7.90% |
Max Drawdown (10Y)Largest decline over 10 years | -15.23% | -7.33% | -7.90% |
Current DrawdownCurrent decline from peak | -3.46% | -0.63% | -2.83% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -1.34% | -3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 0.39% | +0.81% |
Volatility
LSGSX vs. TRBFX - Volatility Comparison
Loomis Sayles Inflation Protected Securities Fund (LSGSX) has a higher volatility of 1.29% compared to T. Rowe Price Limited Duration Inflation Focused Bond Fund (TRBFX) at 0.86%. This indicates that LSGSX's price experiences larger fluctuations and is considered to be riskier than TRBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGSX | TRBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 0.86% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 2.81% | 3.52% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.98% | 4.26% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.31% | 4.97% | +1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.62% | 3.89% | +1.73% |