LSIGX vs. LSIOX
LSIGX (Loomis Sayles Investment Grade Fixed Income Fund) and LSIOX (Loomis Sayles High Income Opps Fund) are both mutual funds - LSIGX is a Intermediate Core-Plus Bond fund managed by Loomis Sayles Funds, while LSIOX is a High Yield Bonds fund managed by Loomis Sayles Funds. Over the past 10 years, LSIGX returned 2.84%/yr vs 5.70%/yr for LSIOX. A 0.52 correlation means they provide meaningful diversification when combined. LSIGX charges 0.52%/yr vs 0.00%/yr for LSIOX.
Performance
LSIGX vs. LSIOX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LSIGX achieves a 0.18% return, which is significantly lower than LSIOX's 2.39% return. Over the past 10 years, LSIGX has underperformed LSIOX with an annualized return of 2.84%, while LSIOX has yielded a comparatively higher 5.70% 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%
LSIOX
- 1D
- 0.00%
- 1M
- 0.74%
- YTD
- 2.39%
- 6M
- 2.61%
- 1Y
- 7.90%
- 3Y*
- 9.56%
- 5Y*
- 3.74%
- 10Y*
- 5.70%
LSIGX vs. LSIOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LSIOX Loomis Sayles High Income Opps Fund | 2.39% | 9.31% | 9.95% | 10.81% | -12.85% | 4.32% | 9.25% | 13.01% | -2.08% | 8.40% |
Correlation
The correlation between LSIGX and LSIOX is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2013 | 0.52 |
The correlation between LSIGX and LSIOX has been stable across timeframes, ranging from 0.52 to 0.55 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LSIGX vs. LSIOX — Risk / Return Rank
LSIGX
LSIOX
LSIGX vs. LSIOX - 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 High Income Opps Fund (LSIOX). 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.
| LSIGX | LSIOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.94 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.66 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 5.27 | -3.66 |
| Martin ratioReturn relative to average drawdown | 4.43 | 23.46 | -19.03 |
Loading charts...
Drawdowns
LSIGX vs. LSIOX - Drawdown Comparison
The maximum LSIGX drawdown since its inception was -20.94%, roughly equal to the maximum LSIOX drawdown of -20.94%. Use the drawdown chart below to compare losses from any high point for LSIGX and LSIOX.
Loading charts...
Drawdown Indicators
| LSIGX | LSIOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.94% | -20.94% | 0.00% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -1.82% | -1.40% |
Max Drawdown (3Y)Largest decline over 3 years | -5.42% | -4.24% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -15.98% | -17.13% | +1.15% |
Max Drawdown (10Y)Largest decline over 10 years | -15.98% | -20.94% | +4.96% |
Current DrawdownCurrent decline from peak | -1.52% | -0.22% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -2.40% | -2.79% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 0.38% | +0.72% |
Volatility
LSIGX vs. LSIOX - Volatility Comparison
Loomis Sayles Investment Grade Fixed Income Fund (LSIGX) has a higher volatility of 1.09% compared to Loomis Sayles High Income Opps Fund (LSIOX) at 0.85%. This indicates that LSIGX's price experiences larger fluctuations and is considered to be riskier than LSIOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LSIGX | LSIOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 0.85% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 2.78% | 2.24% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 3.10% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.26% | 5.29% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.68% | 5.71% | -1.03% |
LSIGX vs. LSIOX - Expense Ratio Comparison
LSIGX has a 0.52% expense ratio, which is higher than LSIOX's 0.00% expense ratio.
Dividends
LSIGX vs. LSIOX - Dividend Comparison
LSIGX's dividend yield for the trailing twelve months is around 4.72%, less than LSIOX's 6.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LSIOX Loomis Sayles High Income Opps Fund | 6.75% | 6.39% | 7.34% | 7.31% | 7.32% | 9.02% | 5.58% | 5.62% | 7.50% | 5.64% | 6.03% | 6.18% |
Frequently Asked Questions
LSIGX and LSIOX have a correlation of 0.55, 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 LSIOX (0.85%). In terms of maximum drawdown, LSIGX dropped -20.94% vs LSIOX's -20.94%.
LSIOX currently has the higher Sharpe Ratio (3.10 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.
Find the right allocation for LSIGX and LSIOX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer