LSIIX vs. FTBFX
Compare and contrast key facts about Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) and Fidelity Total Bond Fund (FTBFX).
LSIIX is managed by Natixis. It was launched on Dec 31, 1996. FTBFX is managed by Fidelity. It was launched on Oct 15, 2002.
Performance
LSIIX vs. FTBFX - Performance Comparison
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LSIIX vs. FTBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FTBFX Fidelity Total Bond Fund | -0.49% | 7.50% | 2.50% | 7.25% | -13.58% | -0.44% | 9.34% | 9.89% | -0.66% | 4.19% |
Returns By Period
In the year-to-date period, LSIIX achieves a -1.33% return, which is significantly lower than FTBFX's -0.49% return. Over the past 10 years, LSIIX has outperformed FTBFX with an annualized return of 3.12%, while FTBFX has yielded a comparatively lower 2.58% annualized return.
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%
FTBFX
- 1D
- 0.42%
- 1M
- -2.35%
- YTD
- -0.49%
- 6M
- 0.46%
- 1Y
- 4.07%
- 3Y*
- 4.43%
- 5Y*
- 0.85%
- 10Y*
- 2.58%
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LSIIX vs. FTBFX - Expense Ratio Comparison
LSIIX has a 0.54% expense ratio, which is higher than FTBFX's 0.45% expense ratio.
Return for Risk
LSIIX vs. FTBFX — Risk / Return Rank
LSIIX
FTBFX
LSIIX vs. FTBFX - 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 Total Bond Fund (FTBFX). 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.
| LSIIX | FTBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 1.10 | -0.52 |
Sortino ratioReturn per unit of downside risk | 0.80 | 1.57 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.20 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.86 | -0.54 |
Martin ratioReturn relative to average drawdown | 4.39 | 5.73 | -1.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LSIIX | FTBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 1.10 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.15 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.55 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.14 | 0.93 | +0.21 |
Correlation
The correlation between LSIIX and FTBFX is 0.72, 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. FTBFX - Dividend Comparison
LSIIX's dividend yield for the trailing twelve months is around 2.97%, less than FTBFX's 4.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FTBFX Fidelity Total Bond Fund | 4.02% | 4.36% | 4.51% | 4.15% | 2.54% | 1.89% | 5.22% | 3.03% | 3.19% | 2.97% | 3.61% | 3.30% |
Drawdowns
LSIIX vs. FTBFX - Drawdown Comparison
The maximum LSIIX drawdown since its inception was -20.77%, which is greater than FTBFX's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for LSIIX and FTBFX.
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Drawdown Indicators
| LSIIX | FTBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.77% | -18.25% | -2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -3.23% | -2.81% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -15.62% | -18.25% | +2.63% |
Max Drawdown (10Y)Largest decline over 10 years | -15.62% | -18.25% | +2.63% |
Current DrawdownCurrent decline from peak | -2.89% | -2.35% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -2.42% | -2.31% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 0.91% | +0.07% |
Volatility
LSIIX vs. FTBFX - Volatility Comparison
The current volatility for Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) is 1.36%, while Fidelity Total Bond Fund (FTBFX) has a volatility of 1.48%. This indicates that LSIIX experiences smaller price fluctuations and is considered to be less risky than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSIIX | FTBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 1.48% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 2.75% | 2.46% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.75% | 4.30% | +0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.23% | 5.62% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.51% | 4.70% | -0.19% |