LSIIX vs. QYLD
Compare and contrast key facts about Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) and Global X NASDAQ 100 Covered Call ETF (QYLD).
LSIIX is managed by Natixis. It was launched on Dec 31, 1996. QYLD is a passively managed fund by Global X that tracks the performance of the CBOE NASDAQ-100 Buy Write V2. It was launched on Dec 12, 2013.
Performance
LSIIX vs. QYLD - Performance Comparison
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LSIIX vs. QYLD - 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% |
QYLD Global X NASDAQ 100 Covered Call ETF | 0.02% | 9.28% | 19.35% | 22.77% | -19.08% | 10.41% | 8.72% | 22.69% | -3.07% | 18.79% |
Returns By Period
In the year-to-date period, LSIIX achieves a -1.33% return, which is significantly lower than QYLD's 0.02% return. Over the past 10 years, LSIIX has underperformed QYLD with an annualized return of 3.12%, while QYLD has yielded a comparatively higher 8.89% 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%
QYLD
- 1D
- 2.69%
- 1M
- -1.52%
- YTD
- 0.02%
- 6M
- 7.09%
- 1Y
- 16.31%
- 3Y*
- 12.97%
- 5Y*
- 6.88%
- 10Y*
- 8.89%
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LSIIX vs. QYLD - Expense Ratio Comparison
LSIIX has a 0.54% expense ratio, which is lower than QYLD's 0.60% expense ratio.
Return for Risk
LSIIX vs. QYLD — Risk / Return Rank
LSIIX
QYLD
LSIIX vs. QYLD - 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 Global X NASDAQ 100 Covered Call ETF (QYLD). 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 | QYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 1.00 | -0.43 |
Sortino ratioReturn per unit of downside risk | 0.80 | 1.61 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.31 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.51 | -0.19 |
Martin ratioReturn relative to average drawdown | 4.39 | 9.98 | -5.59 |
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 | QYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 1.00 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.47 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.58 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.14 | 0.55 | +0.58 |
Correlation
The correlation between LSIIX and QYLD is 0.14, 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. QYLD - Dividend Comparison
LSIIX's dividend yield for the trailing twelve months is around 2.97%, less than QYLD's 11.92% 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% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.92% | 11.55% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% |
Drawdowns
LSIIX vs. QYLD - Drawdown Comparison
The maximum LSIIX drawdown since its inception was -20.77%, smaller than the maximum QYLD drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for LSIIX and QYLD.
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Drawdown Indicators
| LSIIX | QYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.77% | -24.75% | +3.98% |
Max Drawdown (1Y)Largest decline over 1 year | -3.23% | -10.84% | +7.61% |
Max Drawdown (5Y)Largest decline over 5 years | -15.62% | -24.61% | +8.99% |
Max Drawdown (10Y)Largest decline over 10 years | -15.62% | -24.75% | +9.13% |
Current DrawdownCurrent decline from peak | -2.89% | -2.41% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -2.42% | -3.89% | +1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 1.64% | -0.66% |
Volatility
LSIIX vs. QYLD - Volatility Comparison
The current volatility for Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) is 1.36%, while Global X NASDAQ 100 Covered Call ETF (QYLD) has a volatility of 4.90%. This indicates that LSIIX experiences smaller price fluctuations and is considered to be less risky than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSIIX | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 4.90% | -3.54% |
Volatility (6M)Calculated over the trailing 6-month period | 2.75% | 7.48% | -4.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.75% | 16.42% | -11.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.23% | 14.84% | -9.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.51% | 15.51% | -11.00% |