LSIGX vs. LSSCX
LSIGX (Loomis Sayles Investment Grade Fixed Income Fund) and LSSCX (Loomis Sayles Small Cap Value Fund) are both mutual funds - LSIGX is a Intermediate Core-Plus Bond fund managed by Loomis Sayles Funds, while LSSCX is a Small Cap Blend Equities fund managed by Loomis Sayles Funds. Over the past 10 years, LSIGX returned 2.84%/yr vs 10.27%/yr for LSSCX. At a 0.17 correlation, their price movements are largely independent. LSIGX charges 0.52%/yr vs 0.90%/yr for LSSCX.
Performance
LSIGX vs. LSSCX - Performance Comparison
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Returns By Period
In the year-to-date period, LSIGX achieves a 0.18% return, which is significantly lower than LSSCX's 19.98% return. Over the past 10 years, LSIGX has underperformed LSSCX with an annualized return of 2.84%, while LSSCX has yielded a comparatively higher 10.27% 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%
LSSCX
- 1D
- 1.52%
- 1M
- 5.43%
- YTD
- 19.98%
- 6M
- 17.22%
- 1Y
- 31.36%
- 3Y*
- 15.61%
- 5Y*
- 9.97%
- 10Y*
- 10.27%
LSIGX vs. LSSCX - 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% |
LSSCX Loomis Sayles Small Cap Value Fund | 19.98% | 5.31% | 10.89% | 19.39% | -11.52% | 29.03% | 2.29% | 25.06% | -16.81% | 10.01% |
Correlation
The correlation between LSIGX and LSSCX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 1994 | 0.17 |
Over the past year, LSIGX and LSSCX have become more correlated (0.42) than their long-term average of 0.17, meaning their price movements have been converging.
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Return for Risk
LSIGX vs. LSSCX — Risk / Return Rank
LSIGX
LSSCX
LSIGX vs. LSSCX - 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 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.
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 | LSSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.36 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 3.87 | -2.26 |
| Martin ratioReturn relative to average drawdown | 4.43 | 12.00 | -7.57 |
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Drawdowns
LSIGX vs. LSSCX - Drawdown Comparison
The maximum LSIGX drawdown since its inception was -20.94%, smaller than the maximum LSSCX drawdown of -54.28%. Use the drawdown chart below to compare losses from any high point for LSIGX and LSSCX.
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Drawdown Indicators
| LSIGX | LSSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.94% | -54.28% | +33.34% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -9.89% | +6.67% |
Max Drawdown (3Y)Largest decline over 3 years | -5.42% | -25.10% | +19.68% |
Max Drawdown (5Y)Largest decline over 5 years | -15.98% | -25.10% | +9.12% |
Max Drawdown (10Y)Largest decline over 10 years | -15.98% | -44.65% | +28.67% |
Current DrawdownCurrent decline from peak | -1.52% | 0.00% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -2.40% | -7.57% | +5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 3.00% | -1.90% |
Volatility
LSIGX vs. LSSCX - Volatility Comparison
The current volatility for Loomis Sayles Investment Grade Fixed Income Fund (LSIGX) is 1.09%, while Loomis Sayles Small Cap Value Fund (LSSCX) has a volatility of 4.61%. This indicates that LSIGX 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
| LSIGX | LSSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 4.61% | -3.52% |
Volatility (6M)Calculated over the trailing 6-month period | 2.78% | 12.85% | -10.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 17.61% | -13.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.26% | 20.92% | -15.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.68% | 22.43% | -17.75% |
LSIGX vs. LSSCX - Expense Ratio Comparison
LSIGX has a 0.52% expense ratio, which is lower than LSSCX's 0.90% expense ratio.
Dividends
LSIGX vs. LSSCX - Dividend Comparison
LSIGX's dividend yield for the trailing twelve months is around 4.72%, less than LSSCX's 14.58% 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% |
LSSCX Loomis Sayles Small Cap Value Fund | 14.58% | 17.50% | 10.71% | 20.30% | 12.74% | 19.01% | 8.04% | 8.65% | 17.43% | 12.58% | 8.27% | 11.35% |
Frequently Asked Questions
LSIGX and LSSCX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSSCX has higher volatility (4.61%) compared to LSIGX (1.09%). In terms of maximum drawdown, LSIGX dropped -20.94% vs LSSCX's -54.28%.
LSSCX currently has the higher Sharpe Ratio (2.17 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.
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