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LSIIX vs. DODIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSIIX vs. DODIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) and Dodge & Cox Income Fund (DODIX). The values are adjusted to include any dividend payments, if applicable.

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LSIIX vs. DODIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSIIX
Loomis Sayles Investment Grade Bond Fund Class Y
-1.33%5.58%2.91%7.50%-11.31%0.18%11.60%9.04%-0.31%6.65%
DODIX
Dodge & Cox Income Fund
-0.19%8.32%2.25%7.69%-11.42%-0.92%9.46%9.73%-0.31%4.36%

Returns By Period

In the year-to-date period, LSIIX achieves a -1.33% return, which is significantly lower than DODIX's -0.19% return. Both investments have delivered pretty close results over the past 10 years, with LSIIX having a 3.12% annualized return and DODIX not far behind at 3.02%.


LSIIX

1D
0.10%
1M
-2.89%
YTD
-1.33%
6M
-0.93%
1Y
1.92%
3Y*
3.71%
5Y*
0.80%
10Y*
3.12%

DODIX

1D
0.63%
1M
-2.32%
YTD
-0.19%
6M
1.09%
1Y
5.10%
3Y*
4.90%
5Y*
1.40%
10Y*
3.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSIIX vs. DODIX - Expense Ratio Comparison

LSIIX has a 0.54% expense ratio, which is higher than DODIX's 0.41% expense ratio.


Return for Risk

LSIIX vs. DODIX — Risk / Return Rank

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

LSIIX
LSIIX Risk / Return Rank: 3232
Overall Rank
LSIIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LSIIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
LSIIX Omega Ratio Rank: 1818
Omega Ratio Rank
LSIIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
LSIIX Martin Ratio Rank: 4343
Martin Ratio Rank

DODIX
DODIX Risk / Return Rank: 6767
Overall Rank
DODIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DODIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
DODIX Omega Ratio Rank: 5353
Omega Ratio Rank
DODIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DODIX Martin Ratio Rank: 6464
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.

LSIIX vs. DODIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) and Dodge & Cox Income Fund (DODIX). 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.


LSIIXDODIXDifference

Sharpe ratio

Return per unit of total volatility

0.57

1.15

-0.58

Sortino ratio

Return per unit of downside risk

0.80

1.65

-0.85

Omega ratio

Gain probability vs. loss probability

1.11

1.21

-0.10

Calmar ratio

Return relative to maximum drawdown

1.33

2.02

-0.69

Martin ratio

Return relative to average drawdown

4.39

6.03

-1.64

LSIIX vs. DODIX - Sharpe Ratio Comparison

The current LSIIX Sharpe Ratio is 0.57, which is lower than the DODIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of LSIIX and DODIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LSIIXDODIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.15

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.25

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.69

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

1.47

-0.34

Correlation

The correlation between LSIIX and DODIX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LSIIX vs. DODIX - Dividend Comparison

LSIIX's dividend yield for the trailing twelve months is around 2.97%, less than DODIX's 4.29% yield.


TTM20252024202320222021202020192018201720162015
LSIIX
Loomis Sayles Investment Grade Bond Fund Class Y
2.97%3.68%4.86%4.25%3.32%4.10%8.20%3.56%2.18%4.10%6.71%3.91%
DODIX
Dodge & Cox Income Fund
4.29%4.23%4.24%3.86%2.19%3.23%4.66%3.63%3.43%3.03%3.25%3.09%

Drawdowns

LSIIX vs. DODIX - Drawdown Comparison

The maximum LSIIX drawdown since its inception was -20.77%, which is greater than DODIX's maximum drawdown of -16.89%. Use the drawdown chart below to compare losses from any high point for LSIIX and DODIX.


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Drawdown Indicators


LSIIXDODIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.77%

-16.89%

-3.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.23%

-2.94%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-15.62%

-16.89%

+1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-15.62%

-16.89%

+1.27%

Current Drawdown

Current decline from peak

-2.89%

-2.32%

-0.57%

Average Drawdown

Average peak-to-trough decline

-2.42%

-1.50%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.98%

0.00%

Volatility

LSIIX vs. DODIX - Volatility Comparison

The current volatility for Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) is 1.36%, while Dodge & Cox Income Fund (DODIX) has a volatility of 1.85%. This indicates that LSIIX experiences smaller price fluctuations and is considered to be less risky than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSIIXDODIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.85%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

2.80%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

4.75%

4.61%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.23%

5.52%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.51%

4.42%

+0.09%