LSIIX vs. JSOSX
Compare and contrast key facts about Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) and JPMorgan Strategic Income Opportunities Fund Class I (JSOSX).
LSIIX is managed by Natixis. It was launched on Dec 31, 1996. JSOSX is managed by JPMorgan. It was launched on Oct 10, 2008.
Performance
LSIIX vs. JSOSX - Performance Comparison
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LSIIX vs. JSOSX - 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% |
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 0.41% | 3.70% | 5.45% | 5.25% | 0.46% | 0.64% | 1.55% | 3.97% | 0.77% | 3.34% |
Returns By Period
In the year-to-date period, LSIIX achieves a -1.33% return, which is significantly lower than JSOSX's 0.41% return. Over the past 10 years, LSIIX has underperformed JSOSX with an annualized return of 3.12%, while JSOSX has yielded a comparatively higher 3.32% 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%
JSOSX
- 1D
- 0.00%
- 1M
- -0.26%
- YTD
- 0.41%
- 6M
- 1.32%
- 1Y
- 3.43%
- 3Y*
- 4.66%
- 5Y*
- 3.10%
- 10Y*
- 3.32%
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LSIIX vs. JSOSX - Expense Ratio Comparison
LSIIX has a 0.54% expense ratio, which is lower than JSOSX's 0.77% expense ratio.
Return for Risk
LSIIX vs. JSOSX — Risk / Return Rank
LSIIX
JSOSX
LSIIX vs. JSOSX - 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 JPMorgan Strategic Income Opportunities Fund Class I (JSOSX). 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 | JSOSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 5.06 | -4.49 |
Sortino ratioReturn per unit of downside risk | 0.80 | 9.95 | -9.15 |
Omega ratioGain probability vs. loss probability | 1.11 | 3.85 | -2.75 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 13.42 | -12.09 |
Martin ratioReturn relative to average drawdown | 4.39 | 93.93 | -89.55 |
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 | JSOSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 5.06 | -4.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 3.99 | -3.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 2.59 | -1.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.14 | 1.98 | -0.84 |
Correlation
The correlation between LSIIX and JSOSX is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
LSIIX vs. JSOSX - Dividend Comparison
LSIIX's dividend yield for the trailing twelve months is around 2.97%, less than JSOSX's 3.74% 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% |
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 3.74% | 3.82% | 5.05% | 4.77% | 1.69% | 0.55% | 1.26% | 2.85% | 3.00% | 3.21% | 4.30% | 3.44% |
Drawdowns
LSIIX vs. JSOSX - Drawdown Comparison
The maximum LSIIX drawdown since its inception was -20.77%, which is greater than JSOSX's maximum drawdown of -6.40%. Use the drawdown chart below to compare losses from any high point for LSIIX and JSOSX.
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Drawdown Indicators
| LSIIX | JSOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.77% | -6.40% | -14.37% |
Max Drawdown (1Y)Largest decline over 1 year | -3.23% | -0.26% | -2.97% |
Max Drawdown (5Y)Largest decline over 5 years | -15.62% | -0.98% | -14.64% |
Max Drawdown (10Y)Largest decline over 10 years | -15.62% | -6.19% | -9.43% |
Current DrawdownCurrent decline from peak | -2.89% | -0.26% | -2.63% |
Average DrawdownAverage peak-to-trough decline | -2.42% | -0.47% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 0.04% | +0.94% |
Volatility
LSIIX vs. JSOSX - Volatility Comparison
Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) has a higher volatility of 1.36% compared to JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) at 0.34%. This indicates that LSIIX's price experiences larger fluctuations and is considered to be riskier than JSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSIIX | JSOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 0.34% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.75% | 0.50% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.75% | 0.68% | +4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.23% | 0.78% | +4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.51% | 1.29% | +3.22% |