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LSIIX vs. FYBTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSIIX vs. FYBTX - 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 Series Short-Term Credit Fund (FYBTX). 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 -0.14% return, which is significantly lower than FYBTX's 1.07% return. Over the past 10 years, LSIIX has outperformed FYBTX with an annualized return of 2.87%, while FYBTX has yielded a comparatively lower 2.56% annualized return.


LSIIX

1D
-0.21%
1M
-0.39%
6M
-0.44%
YTD
-0.14%
1Y
2.33%
3Y*
4.59%
5Y*
0.65%
10Y*
2.87%

FYBTX

1D
-0.10%
1M
0.16%
6M
1.07%
YTD
1.07%
1Y
3.98%
3Y*
5.31%
5Y*
2.76%
10Y*
2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSIIX vs. FYBTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSIIX
Loomis Sayles Investment Grade Bond Fund Class Y
-0.14%5.58%2.91%7.50%-11.31%0.18%11.60%9.04%-0.31%6.65%
FYBTX
Fidelity Series Short-Term Credit Fund
1.07%5.72%5.13%6.08%-3.50%-0.54%3.99%5.07%1.66%1.50%

Correlation

The correlation between LSIIX and FYBTX is 0.55, 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

0.55

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

0.64

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

0.69

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.58

The correlation between LSIIX and FYBTX shifts across timeframes, from 0.55 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LSIIX vs. FYBTX — Risk / Return Rank

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

LSIIX
LSIIX Risk / Return Rank: 1212
Overall Rank
LSIIX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
LSIIX Sortino Ratio Rank: 1212
Sortino Ratio Rank
LSIIX Omega Ratio Rank: 1111
Omega Ratio Rank
LSIIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
LSIIX Martin Ratio Rank: 1313
Martin Ratio Rank

FYBTX
FYBTX Risk / Return Rank: 8787
Overall Rank
FYBTX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FYBTX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FYBTX Omega Ratio Rank: 9090
Omega Ratio Rank
FYBTX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FYBTX Martin Ratio Rank: 8989
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. FYBTX - 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 Series Short-Term Credit Fund (FYBTX). 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.


LSIIXFYBTXDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-2.89

Omega ratioGain probability vs. loss probability

1.12

1.54

-0.42

Calmar ratioReturn relative to maximum drawdown

0.92

3.28

-2.36

Martin ratioReturn relative to average drawdown

2.48

13.14

-10.67

LSIIX vs. FYBTX - Sharpe Ratio Comparison

The current LSIIX Sharpe Ratio is 0.69, which is lower than the FYBTX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of LSIIX and FYBTX, 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. FYBTX - Drawdown Comparison

The maximum LSIIX drawdown since its inception was -20.77%, which is greater than FYBTX's maximum drawdown of -6.00%. Use the drawdown chart below to compare losses from any high point for LSIIX and FYBTX.


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Drawdown Indicators


LSIIXFYBTXDifference

Max Drawdown

Largest peak-to-trough decline

-20.77%

-6.00%

-14.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-1.19%

-1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-5.45%

-1.19%

-4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-15.62%

-6.00%

-9.62%

Max Drawdown (10Y)

Largest decline over 10 years

-15.62%

-6.00%

-9.62%

Current Drawdown

Current decline from peak

-1.71%

-0.20%

-1.51%

Average Drawdown

Average peak-to-trough decline

-2.42%

-0.71%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.30%

+0.74%

Volatility

LSIIX vs. FYBTX - Volatility Comparison

Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) has a higher volatility of 1.09% compared to Fidelity Series Short-Term Credit Fund (FYBTX) at 0.47%. This indicates that LSIIX's price experiences larger fluctuations and is considered to be riskier than FYBTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSIIXFYBTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

0.47%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

1.37%

+1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

1.87%

+2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.30%

2.20%

+3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.49%

1.92%

+2.57%

LSIIX vs. FYBTX - Expense Ratio Comparison

LSIIX has a 0.54% expense ratio, which is higher than FYBTX's 0.00% expense ratio.


Dividends

LSIIX vs. FYBTX - Dividend Comparison

LSIIX's dividend yield for the trailing twelve months is around 4.01%, less than FYBTX's 4.74% yield.


PositionTTM20252024202320222021202020192018201720162015
FYBTX
Fidelity Series Short-Term Credit Fund
4.74%4.66%3.67%2.76%1.26%1.65%2.31%2.72%2.45%1.59%1.24%0.00%
LSIIX
Loomis Sayles Investment Grade Bond Fund Class Y
4.01%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 FYBTX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LSIIX has higher volatility (1.09%) compared to FYBTX (0.47%). In terms of maximum drawdown, LSIIX dropped -20.77% vs FYBTX's -6.00%.

FYBTX currently has the higher Sharpe Ratio (2.09 vs 0.69), 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 FYBTX

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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