LSIGX vs. TGRNX
LSIGX (Loomis Sayles Investment Grade Fixed Income Fund) and TGRNX (TIAA-CREF Green Bond Fund) are both Intermediate Core-Plus Bond funds. Over the past 5 years, LSIGX returned 0.73%/yr vs -0.06%/yr for TGRNX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. LSIGX charges 0.52%/yr vs 0.45%/yr for TGRNX.
Performance
LSIGX vs. TGRNX - Performance Comparison
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Returns By Period
In the year-to-date period, LSIGX achieves a -1.32% return, which is significantly lower than TGRNX's 0.03% return.
LSIGX
- 1D
- 0.10%
- 1M
- -1.11%
- 6M
- -1.71%
- YTD
- -1.32%
- 1Y
- 2.07%
- 3Y*
- 4.50%
- 5Y*
- 0.73%
- 10Y*
- 2.53%
- ALL TIME*
- 5.91%
TGRNX
- 1D
- 0.11%
- 1M
- -0.88%
- 6M
- -0.22%
- YTD
- 0.03%
- 1Y
- 2.38%
- 3Y*
- 4.43%
- 5Y*
- -0.06%
- 10Y*
- —
- ALL TIME*
- 2.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSIGX vs. TGRNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LSIGX Loomis Sayles Investment Grade Fixed Income Fund | -1.32% | 7.15% | 3.14% | 8.01% | -11.98% | 0.80% | 7.18% | 9.36% | -0.51% |
TGRNX TIAA-CREF Green Bond Fund | 0.03% | 6.76% | 3.08% | 5.73% | -13.43% | -0.60% | 8.57% | 9.15% | 1.43% |
Correlation
The correlation between LSIGX and TGRNX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2018 | 0.74 |
The correlation between LSIGX and TGRNX shifts across timeframes, from 0.74 (all time) to 0.89 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LSIGX vs. TGRNX — Risk / Return Rank
LSIGX
TGRNX
LSIGX vs. TGRNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Investment Grade Fixed Income Fund (LSIGX) and TIAA-CREF Green Bond Fund (TGRNX). 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 | TGRNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.20 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.39 | -0.62 |
| Martin ratioReturn relative to average drawdown | 1.76 | 4.11 | -2.35 |
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Drawdowns
LSIGX vs. TGRNX - Drawdown Comparison
The maximum LSIGX drawdown since its inception was -20.94%, which is greater than TGRNX's maximum drawdown of -17.85%. Use the drawdown chart below to compare losses from any high point for LSIGX and TGRNX.
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Drawdown Indicators
| LSIGX | TGRNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.94% | -17.85% | -3.09% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -2.47% | -0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -3.36% | -1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -15.98% | -17.77% | +1.79% |
Max Drawdown (10Y)Largest decline over 10 years | -15.98% | — | — |
Current DrawdownCurrent decline from peak | -3.00% | -1.42% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -2.39% | -5.14% | +2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 0.84% | +0.50% |
Volatility
LSIGX vs. TGRNX - Volatility Comparison
Loomis Sayles Investment Grade Fixed Income Fund (LSIGX) has a higher volatility of 0.94% compared to TIAA-CREF Green Bond Fund (TGRNX) at 0.81%. This indicates that LSIGX's price experiences larger fluctuations and is considered to be riskier than TGRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSIGX | TGRNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 0.81% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 2.44% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.76% | 3.09% | +0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.29% | 4.84% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.66% | 4.79% | -0.13% |
LSIGX vs. TGRNX - Expense Ratio Comparison
LSIGX has a 0.52% expense ratio, which is higher than TGRNX's 0.45% expense ratio.
Dividends
LSIGX vs. TGRNX - Dividend Comparison
LSIGX's dividend yield for the trailing twelve months is around 4.85%, more than TGRNX's 3.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSIGX Loomis Sayles Investment Grade Fixed Income Fund | 4.85% | 4.76% | 4.69% | 4.06% | 4.14% | 5.95% | 6.24% | 2.59% | 3.42% | 4.27% | 4.32% | 3.81% |
TGRNX TIAA-CREF Green Bond Fund | 3.95% | 4.31% | 4.48% | 3.30% | 2.69% | 2.76% | 4.20% | 4.38% | 0.43% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LSIGX and TGRNX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSIGX has higher volatility (0.94%) compared to TGRNX (0.81%). In terms of maximum drawdown, LSIGX dropped -20.94% vs TGRNX's -17.85%.
TGRNX currently has the higher Sharpe Ratio (1.12 vs 0.67), 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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