LSIGX vs. SEATX
LSIGX (Loomis Sayles Investment Grade Fixed Income Fund) and SEATX (SEI Tax Exempt Trust Tax-Advantaged Income Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, LSIGX returned 2.90%/yr vs 2.69%/yr for SEATX. At a 0.41 correlation, their price movements are largely independent. LSIGX charges 0.52%/yr vs 0.86%/yr for SEATX.
Performance
LSIGX vs. SEATX - 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 SEATX's 2.21% return. Over the past 10 years, LSIGX has outperformed SEATX with an annualized return of 2.90%, while SEATX has yielded a comparatively lower 2.69% annualized return.
LSIGX
- 1D
- 0.00%
- 1M
- 0.86%
- YTD
- 0.18%
- 6M
- 0.38%
- 1Y
- 3.94%
- 3Y*
- 5.12%
- 5Y*
- 1.26%
- 10Y*
- 2.90%
SEATX
- 1D
- -0.11%
- 1M
- 1.38%
- YTD
- 2.21%
- 6M
- 2.65%
- 1Y
- 5.28%
- 3Y*
- 4.52%
- 5Y*
- 0.37%
- 10Y*
- 2.69%
LSIGX vs. SEATX - 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% |
SEATX SEI Tax Exempt Trust Tax-Advantaged Income Fund | 2.21% | 2.12% | 5.75% | 5.57% | -13.10% | 4.00% | 6.20% | 10.58% | 0.56% | 8.54% |
Correlation
The correlation between LSIGX and SEATX 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 | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.41 |
The correlation between LSIGX and SEATX shifts across timeframes, from 0.41 (all time) to 0.62 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
LSIGX vs. SEATX — Risk / Return Rank
LSIGX
SEATX
LSIGX vs. SEATX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Investment Grade Fixed Income Fund (LSIGX) and SEI Tax Exempt Trust Tax-Advantaged Income Fund (SEATX). 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 | SEATX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.40 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.92 | -0.32 |
| Martin ratioReturn relative to average drawdown | 4.40 | 7.13 | -2.72 |
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Drawdowns
LSIGX vs. SEATX - Drawdown Comparison
The maximum LSIGX drawdown since its inception was -20.94%, smaller than the maximum SEATX drawdown of -28.46%. Use the drawdown chart below to compare losses from any high point for LSIGX and SEATX.
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Drawdown Indicators
| LSIGX | SEATX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.94% | -28.46% | +7.52% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -2.84% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -5.42% | -6.80% | +1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -15.98% | -17.71% | +1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -15.98% | -17.71% | +1.73% |
Current DrawdownCurrent decline from peak | -1.52% | -0.11% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -2.40% | -3.48% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 0.76% | +0.35% |
Volatility
LSIGX vs. SEATX - Volatility Comparison
Loomis Sayles Investment Grade Fixed Income Fund (LSIGX) has a higher volatility of 1.00% compared to SEI Tax Exempt Trust Tax-Advantaged Income Fund (SEATX) at 0.82%. This indicates that LSIGX's price experiences larger fluctuations and is considered to be riskier than SEATX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSIGX | SEATX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 0.82% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 2.78% | 2.27% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 3.02% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.26% | 4.29% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.68% | 4.57% | +0.11% |
LSIGX vs. SEATX - Expense Ratio Comparison
LSIGX has a 0.52% expense ratio, which is lower than SEATX's 0.86% expense ratio.
Dividends
LSIGX vs. SEATX - Dividend Comparison
LSIGX's dividend yield for the trailing twelve months is around 4.72%, which matches SEATX's 4.68% 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% |
SEATX SEI Tax Exempt Trust Tax-Advantaged Income Fund | 4.68% | 4.52% | 4.63% | 3.38% | 3.16% | 3.37% | 4.28% | 5.63% | 4.76% | 4.65% | 4.10% | 4.25% |
Frequently Asked Questions
LSIGX and SEATX 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 (1.00%) compared to SEATX (0.82%). In terms of maximum drawdown, LSIGX dropped -20.94% vs SEATX's -28.46%.
SEATX currently has the higher Sharpe Ratio (1.80 vs 1.35), 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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