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LSHIX vs. LSBDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSHIX vs. LSBDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Institutional High Income Fund (LSHIX) and Loomis Sayles Bond Fund (LSBDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LSHIX achieves a 2.10% return, which is significantly higher than LSBDX's -0.36% return. Over the past 10 years, LSHIX has outperformed LSBDX with an annualized return of 5.29%, while LSBDX has yielded a comparatively lower 3.23% annualized return.


LSHIX

1D
0.00%
1M
0.52%
YTD
2.10%
6M
2.28%
1Y
7.84%
3Y*
9.16%
5Y*
4.02%
10Y*
5.29%

LSBDX

1D
0.08%
1M
0.43%
YTD
-0.36%
6M
-0.19%
1Y
4.24%
3Y*
6.79%
5Y*
2.01%
10Y*
3.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSHIX vs. LSBDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSHIX
Loomis Sayles Institutional High Income Fund
2.10%9.25%9.43%10.00%-11.68%8.23%3.46%10.55%-3.55%8.41%
LSBDX
Loomis Sayles Bond Fund
-0.36%8.67%6.70%8.05%-12.50%3.23%2.14%11.72%-2.87%7.47%

Correlation

The correlation between LSHIX and LSBDX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Jun 5, 1996

0.68

The correlation between LSHIX and LSBDX has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.

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Return for Risk

LSHIX vs. LSBDX — Risk / Return Rank

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

LSHIX
LSHIX Risk / Return Rank: 9090
Overall Rank
LSHIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
LSHIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
LSHIX Omega Ratio Rank: 8888
Omega Ratio Rank
LSHIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
LSHIX Martin Ratio Rank: 9494
Martin Ratio Rank

LSBDX
LSBDX Risk / Return Rank: 2626
Overall Rank
LSBDX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
LSBDX Sortino Ratio Rank: 3030
Sortino Ratio Rank
LSBDX Omega Ratio Rank: 3030
Omega Ratio Rank
LSBDX Calmar Ratio Rank: 2121
Calmar Ratio Rank
LSBDX Martin Ratio Rank: 2020
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.

LSHIX vs. LSBDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Institutional High Income Fund (LSHIX) and Loomis Sayles Bond Fund (LSBDX). 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.


LSHIXLSBDXDifference
Sharpe ratioReturn per unit of total volatility

+1.28

Sortino ratioReturn per unit of downside risk

+2.09

Omega ratioGain probability vs. loss probability

1.58

1.27

+0.31

Calmar ratioReturn relative to maximum drawdown

4.17

1.56

+2.62

Martin ratioReturn relative to average drawdown

19.53

4.79

+14.74

LSHIX vs. LSBDX - Sharpe Ratio Comparison

The current LSHIX Sharpe Ratio is 2.72, which is higher than the LSBDX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of LSHIX and LSBDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LSHIX vs. LSBDX - Drawdown Comparison

The maximum LSHIX drawdown since its inception was -40.26%, which is greater than LSBDX's maximum drawdown of -30.58%. Use the drawdown chart below to compare losses from any high point for LSHIX and LSBDX.


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Drawdown Indicators


LSHIXLSBDXDifference

Max Drawdown

Largest peak-to-trough decline

-40.26%

-30.58%

-9.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.25%

-3.25%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-4.75%

-5.55%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-15.18%

-16.60%

+1.42%

Max Drawdown (10Y)

Largest decline over 10 years

-24.13%

-16.60%

-7.53%

Current Drawdown

Current decline from peak

-0.34%

-1.76%

+1.42%

Average Drawdown

Average peak-to-trough decline

-7.26%

-2.80%

-4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

0.97%

-0.52%

Volatility

LSHIX vs. LSBDX - Volatility Comparison

The current volatility for Loomis Sayles Institutional High Income Fund (LSHIX) is 1.01%, while Loomis Sayles Bond Fund (LSBDX) has a volatility of 1.24%. This indicates that LSHIX experiences smaller price fluctuations and is considered to be less risky than LSBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSHIXLSBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

1.24%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

2.72%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.45%

3.51%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.41%

5.02%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.13%

4.88%

+1.25%

LSHIX vs. LSBDX - Expense Ratio Comparison

LSHIX has a 0.71% expense ratio, which is higher than LSBDX's 0.67% expense ratio.


Dividends

LSHIX vs. LSBDX - Dividend Comparison

LSHIX's dividend yield for the trailing twelve months is around 5.65%, more than LSBDX's 3.87% yield.


PositionTTM20252024202320222021202020192018201720162015
LSBDX
Loomis Sayles Bond Fund
3.87%4.15%5.51%5.09%5.13%2.88%3.83%3.97%3.78%5.86%3.13%7.37%
LSHIX
Loomis Sayles Institutional High Income Fund
5.65%5.77%7.72%6.28%4.96%6.09%5.14%6.75%7.52%5.97%6.06%10.99%

Frequently Asked Questions


LSHIX and LSBDX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LSBDX has higher volatility (1.24%) compared to LSHIX (1.01%). In terms of maximum drawdown, LSHIX dropped -40.26% vs LSBDX's -30.58%.

LSHIX currently has the higher Sharpe Ratio (2.72 vs 1.44), 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.

Portfolio Optimizer

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