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LSIGX vs. LSHIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSIGX vs. LSHIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, LSIGX achieves a 0.18% return, which is significantly lower than LSHIX's 2.10% return. Over the past 10 years, LSIGX has underperformed LSHIX with an annualized return of 2.84%, while LSHIX has yielded a comparatively higher 5.29% annualized return.


LSIGX

1D
0.19%
1M
0.86%
YTD
0.18%
6M
0.38%
1Y
4.35%
3Y*
5.16%
5Y*
1.23%
10Y*
2.84%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSIGX vs. LSHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSIGX
Loomis Sayles Investment Grade Fixed Income Fund
0.18%7.15%3.14%8.01%-11.98%0.80%7.18%9.36%-2.08%8.42%
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%

Correlation

The correlation between LSIGX and LSHIX is 0.58, 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

0.58

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

0.55

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

0.55

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

0.59

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

0.49

The correlation between LSIGX and LSHIX has been stable across timeframes, ranging from 0.49 to 0.59 - a consistent structural relationship.

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Return for Risk

LSIGX vs. LSHIX — Risk / Return Rank

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

LSIGX
LSIGX Risk / Return Rank: 2424
Overall Rank
LSIGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
LSIGX Sortino Ratio Rank: 2727
Sortino Ratio Rank
LSIGX Omega Ratio Rank: 2525
Omega Ratio Rank
LSIGX Calmar Ratio Rank: 2222
Calmar Ratio Rank
LSIGX Martin Ratio Rank: 1818
Martin Ratio Rank

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
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.

LSIGX vs. LSHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Investment Grade Fixed Income Fund (LSIGX) and Loomis Sayles Institutional High Income Fund (LSHIX). 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.


LSIGXLSHIXDifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

1.24

1.58

-0.34

Calmar ratioReturn relative to maximum drawdown

1.61

4.17

-2.56

Martin ratioReturn relative to average drawdown

4.43

19.53

-15.10

LSIGX vs. LSHIX - Sharpe Ratio Comparison

The current LSIGX Sharpe Ratio is 1.36, which is lower than the LSHIX Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of LSIGX and LSHIX, 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

LSIGX vs. LSHIX - Drawdown Comparison

The maximum LSIGX drawdown since its inception was -20.94%, smaller than the maximum LSHIX drawdown of -40.26%. Use the drawdown chart below to compare losses from any high point for LSIGX and LSHIX.


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Drawdown Indicators


LSIGXLSHIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.94%

-40.26%

+19.32%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-2.25%

-0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-5.42%

-4.75%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-15.98%

-15.18%

-0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

-24.13%

+8.15%

Current Drawdown

Current decline from peak

-1.52%

-0.34%

-1.18%

Average Drawdown

Average peak-to-trough decline

-2.40%

-7.26%

+4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

0.45%

+0.65%

Volatility

LSIGX vs. LSHIX - Volatility Comparison

Loomis Sayles Investment Grade Fixed Income Fund (LSIGX) has a higher volatility of 1.09% compared to Loomis Sayles Institutional High Income Fund (LSHIX) at 1.01%. This indicates that LSIGX's price experiences larger fluctuations and is considered to be riskier than LSHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSIGXLSHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.01%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

2.54%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

3.45%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.26%

5.41%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

6.13%

-1.45%

LSIGX vs. LSHIX - Expense Ratio Comparison

LSIGX has a 0.52% expense ratio, which is lower than LSHIX's 0.71% expense ratio.


Dividends

LSIGX vs. LSHIX - Dividend Comparison

LSIGX's dividend yield for the trailing twelve months is around 4.72%, less than LSHIX's 5.65% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
LSIGX
Loomis Sayles Investment Grade Fixed Income Fund
4.72%4.76%4.69%4.06%4.14%5.95%6.24%2.59%3.42%4.27%4.32%3.81%

Frequently Asked Questions


LSIGX and LSHIX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LSIGX has higher volatility (1.09%) compared to LSHIX (1.01%). In terms of maximum drawdown, LSIGX dropped -20.94% vs LSHIX's -40.26%.

LSHIX currently has the higher Sharpe Ratio (2.72 vs 1.36), 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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