PortfoliosLab logoPortfoliosLab logo
LSIGX vs. LSSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSIGX vs. LSSIX - 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 Small Cap Growth Fund (LSSIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LSIGX vs. LSSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSIGX
Loomis Sayles Investment Grade Fixed Income Fund
-1.06%7.15%3.14%8.01%-11.98%0.80%7.18%9.36%-2.08%8.42%
LSSIX
Loomis Sayles Small Cap Growth Fund
-3.32%3.57%14.94%11.92%-22.93%9.91%34.15%26.59%0.18%26.85%

Returns By Period

In the year-to-date period, LSIGX achieves a -1.06% return, which is significantly higher than LSSIX's -3.32% return. Over the past 10 years, LSIGX has underperformed LSSIX with an annualized return of 2.93%, while LSSIX has yielded a comparatively higher 10.01% annualized return.


LSIGX

1D
0.49%
1M
-2.75%
YTD
-1.06%
6M
-0.10%
1Y
3.42%
3Y*
4.47%
5Y*
1.44%
10Y*
2.93%

LSSIX

1D
-1.74%
1M
-9.12%
YTD
-3.32%
6M
-2.91%
1Y
12.25%
3Y*
7.26%
5Y*
1.17%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LSIGX vs. LSSIX - Expense Ratio Comparison

LSIGX has a 0.52% expense ratio, which is lower than LSSIX's 0.92% expense ratio.


Return for Risk

LSIGX vs. LSSIX — Risk / Return Rank

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

LSIGX
LSIGX Risk / Return Rank: 5858
Overall Rank
LSIGX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LSIGX Sortino Ratio Rank: 5555
Sortino Ratio Rank
LSIGX Omega Ratio Rank: 4646
Omega Ratio Rank
LSIGX Calmar Ratio Rank: 7171
Calmar Ratio Rank
LSIGX Martin Ratio Rank: 6161
Martin Ratio Rank

LSSIX
LSSIX Risk / Return Rank: 1212
Overall Rank
LSSIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
LSSIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
LSSIX Omega Ratio Rank: 1717
Omega Ratio Rank
LSSIX Calmar Ratio Rank: 55
Calmar Ratio Rank
LSSIX Martin Ratio Rank: 55
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. LSSIX - 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 Growth Fund (LSSIX). 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.


LSIGXLSSIXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.44

+0.64

Sortino ratio

Return per unit of downside risk

1.52

0.83

+0.68

Omega ratio

Gain probability vs. loss probability

1.20

1.11

+0.09

Calmar ratio

Return relative to maximum drawdown

1.67

-0.09

+1.76

Martin ratio

Return relative to average drawdown

5.89

-0.29

+6.19

LSIGX vs. LSSIX - Sharpe Ratio Comparison

The current LSIGX Sharpe Ratio is 1.08, which is higher than the LSSIX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of LSIGX and LSSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LSIGXLSSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.44

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.05

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.45

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.28

+0.87

Correlation

The correlation between LSIGX and LSSIX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LSIGX vs. LSSIX - Dividend Comparison

LSIGX's dividend yield for the trailing twelve months is around 4.61%, less than LSSIX's 7.89% yield.


TTM20252024202320222021202020192018201720162015
LSIGX
Loomis Sayles Investment Grade Fixed Income Fund
4.61%4.76%4.69%4.06%4.14%5.95%6.24%2.59%3.42%4.27%4.32%3.81%
LSSIX
Loomis Sayles Small Cap Growth Fund
7.89%7.62%3.64%2.34%3.02%20.23%1.76%8.86%11.30%12.61%0.00%7.91%

Drawdowns

LSIGX vs. LSSIX - Drawdown Comparison

The maximum LSIGX drawdown since its inception was -20.94%, smaller than the maximum LSSIX drawdown of -83.41%. Use the drawdown chart below to compare losses from any high point for LSIGX and LSSIX.


Loading graphics...

Drawdown Indicators


LSIGXLSSIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.94%

-83.41%

+62.47%

Max Drawdown (1Y)

Largest decline over 1 year

-3.35%

-13.96%

+10.61%

Max Drawdown (5Y)

Largest decline over 5 years

-15.98%

-37.42%

+21.44%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

-38.52%

+22.54%

Current Drawdown

Current decline from peak

-2.75%

-10.77%

+8.02%

Average Drawdown

Average peak-to-trough decline

-2.40%

-34.70%

+32.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

7.32%

-6.37%

Volatility

LSIGX vs. LSSIX - Volatility Comparison

The current volatility for Loomis Sayles Investment Grade Fixed Income Fund (LSIGX) is 1.47%, while Loomis Sayles Small Cap Growth Fund (LSSIX) has a volatility of 7.42%. This indicates that LSIGX experiences smaller price fluctuations and is considered to be less risky than LSSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LSIGXLSSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

7.42%

-5.95%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

14.10%

-11.50%

Volatility (1Y)

Calculated over the trailing 1-year period

4.66%

26.08%

-21.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.22%

22.27%

-17.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

22.67%

-18.00%