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LSIIX vs. FSIAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSIIX vs. FSIAX - 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 Fidelity Advisor Strategic Income Fund Class M (FSIAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LSIIX achieves a 0.46% return, which is significantly lower than FSIAX's 3.36% return. Over the past 10 years, LSIIX has underperformed FSIAX with an annualized return of 3.09%, while FSIAX has yielded a comparatively higher 4.02% annualized return.


LSIIX

1D
0.21%
1M
0.94%
YTD
0.46%
6M
0.56%
1Y
3.36%
3Y*
4.56%
5Y*
0.83%
10Y*
3.09%

FSIAX

1D
0.33%
1M
1.33%
YTD
3.36%
6M
3.74%
1Y
9.31%
3Y*
7.43%
5Y*
2.76%
10Y*
4.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSIIX vs. FSIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSIIX
Loomis Sayles Investment Grade Bond Fund Class Y
0.46%5.58%2.91%7.50%-11.31%0.18%11.60%9.04%-0.31%6.65%
FSIAX
Fidelity Advisor Strategic Income Fund Class M
3.36%8.59%5.03%8.83%-12.06%3.22%7.30%10.76%-2.93%7.54%

Correlation

The correlation between LSIIX and FSIAX is 0.62, 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

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Dec 31, 1996

0.66

The correlation between LSIIX and FSIAX shifts across timeframes, from 0.62 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LSIIX vs. FSIAX — Risk / Return Rank

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

LSIIX
LSIIX Risk / Return Rank: 1515
Overall Rank
LSIIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
LSIIX Sortino Ratio Rank: 1414
Sortino Ratio Rank
LSIIX Omega Ratio Rank: 1414
Omega Ratio Rank
LSIIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
LSIIX Martin Ratio Rank: 1414
Martin Ratio Rank

FSIAX
FSIAX Risk / Return Rank: 8484
Overall Rank
FSIAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FSIAX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FSIAX Omega Ratio Rank: 8585
Omega Ratio Rank
FSIAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FSIAX Martin Ratio Rank: 8585
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. FSIAX - 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 Fidelity Advisor Strategic Income Fund Class M (FSIAX). 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.


LSIIXFSIAXDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-2.31

Omega ratioGain probability vs. loss probability

1.18

1.53

-0.35

Calmar ratioReturn relative to maximum drawdown

1.34

3.48

-2.15

Martin ratioReturn relative to average drawdown

3.69

14.82

-11.13

LSIIX vs. FSIAX - Sharpe Ratio Comparison

The current LSIIX Sharpe Ratio is 1.01, which is lower than the FSIAX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of LSIIX and FSIAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LSIIX vs. FSIAX - Drawdown Comparison

The maximum LSIIX drawdown since its inception was -20.77%, which is greater than FSIAX's maximum drawdown of -17.81%. Use the drawdown chart below to compare losses from any high point for LSIIX and FSIAX.


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Drawdown Indicators


LSIIXFSIAXDifference

Max Drawdown

Largest peak-to-trough decline

-20.77%

-17.81%

-2.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-2.66%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-5.45%

-4.13%

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-15.62%

-16.19%

+0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-15.62%

-16.19%

+0.57%

Current Drawdown

Current decline from peak

-1.13%

0.00%

-1.13%

Average Drawdown

Average peak-to-trough decline

-2.42%

-1.83%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.62%

+0.41%

Volatility

LSIIX vs. FSIAX - Volatility Comparison

The current volatility for Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) is 1.16%, while Fidelity Advisor Strategic Income Fund Class M (FSIAX) has a volatility of 1.42%. This indicates that LSIIX experiences smaller price fluctuations and is considered to be less risky than FSIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSIIXFSIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.42%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

3.14%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

3.96%

3.68%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

4.53%

+0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.51%

4.46%

+0.05%

LSIIX vs. FSIAX - Expense Ratio Comparison

LSIIX has a 0.54% expense ratio, which is lower than FSIAX's 0.96% expense ratio.


Dividends

LSIIX vs. FSIAX - Dividend Comparison

LSIIX's dividend yield for the trailing twelve months is around 3.53%, less than FSIAX's 4.00% yield.


PositionTTM20252024202320222021202020192018201720162015
FSIAX
Fidelity Advisor Strategic Income Fund Class M
4.00%4.06%3.21%3.71%2.71%4.01%4.32%4.07%3.51%3.70%3.49%3.18%
LSIIX
Loomis Sayles Investment Grade Bond Fund Class Y
3.53%3.68%4.86%4.25%3.32%4.10%8.20%3.56%2.18%4.10%6.71%3.91%

Frequently Asked Questions


LSIIX and FSIAX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSIAX has higher volatility (1.42%) compared to LSIIX (1.16%). In terms of maximum drawdown, LSIIX dropped -20.77% vs FSIAX's -17.81%.

FSIAX currently has the higher Sharpe Ratio (2.51 vs 1.01), 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.

Portfolio Optimizer

Find the right allocation for LSIIX and FSIAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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