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LSHIX vs. LSSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSHIX vs. LSSCX - 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 Small Cap Value Fund (LSSCX). The values are adjusted to include any dividend payments, if applicable.

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LSHIX vs. LSSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSHIX
Loomis Sayles Institutional High Income Fund
-1.05%9.25%9.43%10.00%-11.68%8.23%3.46%10.55%-3.55%8.41%
LSSCX
Loomis Sayles Small Cap Value Fund
0.75%5.31%10.89%19.39%-11.52%29.03%2.29%25.06%-16.81%10.01%

Returns By Period

In the year-to-date period, LSHIX achieves a -1.05% return, which is significantly lower than LSSCX's 0.75% return. Over the past 10 years, LSHIX has underperformed LSSCX with an annualized return of 5.61%, while LSSCX has yielded a comparatively higher 8.71% annualized return.


LSHIX

1D
0.18%
1M
-1.91%
YTD
-1.05%
6M
-0.02%
1Y
6.75%
3Y*
8.36%
5Y*
3.96%
10Y*
5.61%

LSSCX

1D
-0.79%
1M
-9.73%
YTD
0.75%
6M
1.12%
1Y
13.20%
3Y*
10.80%
5Y*
6.49%
10Y*
8.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSHIX vs. LSSCX - Expense Ratio Comparison

LSHIX has a 0.71% expense ratio, which is lower than LSSCX's 0.90% expense ratio.


Return for Risk

LSHIX vs. LSSCX — Risk / Return Rank

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

LSHIX
LSHIX Risk / Return Rank: 7575
Overall Rank
LSHIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
LSHIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
LSHIX Omega Ratio Rank: 8888
Omega Ratio Rank
LSHIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
LSHIX Martin Ratio Rank: 6868
Martin Ratio Rank

LSSCX
LSSCX Risk / Return Rank: 1717
Overall Rank
LSSCX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LSSCX Sortino Ratio Rank: 2525
Sortino Ratio Rank
LSSCX Omega Ratio Rank: 2222
Omega Ratio Rank
LSSCX Calmar Ratio Rank: 77
Calmar Ratio Rank
LSSCX Martin Ratio Rank: 77
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. LSSCX - 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 Small Cap Value Fund (LSSCX). 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.


LSHIXLSSCXDifference

Sharpe ratio

Return per unit of total volatility

1.57

0.57

+1.00

Sortino ratio

Return per unit of downside risk

2.08

0.98

+1.10

Omega ratio

Gain probability vs. loss probability

1.39

1.13

+0.26

Calmar ratio

Return relative to maximum drawdown

1.34

0.08

+1.26

Martin ratio

Return relative to average drawdown

6.43

0.25

+6.17

LSHIX vs. LSSCX - Sharpe Ratio Comparison

The current LSHIX Sharpe Ratio is 1.57, which is higher than the LSSCX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of LSHIX and LSSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LSHIXLSSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.57

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.32

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.40

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.56

+0.12

Correlation

The correlation between LSHIX and LSSCX is 0.53, 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

LSHIX vs. LSSCX - Dividend Comparison

LSHIX's dividend yield for the trailing twelve months is around 5.83%, less than LSSCX's 17.37% yield.


TTM20252024202320222021202020192018201720162015
LSHIX
Loomis Sayles Institutional High Income Fund
5.83%5.77%7.72%6.28%4.96%6.09%5.14%6.75%7.52%5.97%6.06%10.99%
LSSCX
Loomis Sayles Small Cap Value Fund
17.37%17.50%10.71%20.30%12.74%19.01%8.04%8.65%17.43%12.58%8.27%11.35%

Drawdowns

LSHIX vs. LSSCX - Drawdown Comparison

The maximum LSHIX drawdown since its inception was -40.26%, smaller than the maximum LSSCX drawdown of -54.28%. Use the drawdown chart below to compare losses from any high point for LSHIX and LSSCX.


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Drawdown Indicators


LSHIXLSSCXDifference

Max Drawdown

Largest peak-to-trough decline

-40.26%

-54.28%

+14.02%

Max Drawdown (1Y)

Largest decline over 1 year

-3.91%

-14.43%

+10.52%

Max Drawdown (5Y)

Largest decline over 5 years

-15.18%

-25.10%

+9.92%

Max Drawdown (10Y)

Largest decline over 10 years

-24.13%

-44.65%

+20.52%

Current Drawdown

Current decline from peak

-2.08%

-9.89%

+7.81%

Average Drawdown

Average peak-to-trough decline

-7.32%

-7.61%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

6.62%

-5.63%

Volatility

LSHIX vs. LSSCX - Volatility Comparison

The current volatility for Loomis Sayles Institutional High Income Fund (LSHIX) is 1.31%, while Loomis Sayles Small Cap Value Fund (LSSCX) has a volatility of 4.56%. This indicates that LSHIX experiences smaller price fluctuations and is considered to be less risky than LSSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSHIXLSSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

4.56%

-3.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

12.70%

-10.35%

Volatility (1Y)

Calculated over the trailing 1-year period

5.10%

24.85%

-19.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

20.90%

-15.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.16%

22.37%

-16.21%