LSIIX vs. QYLD
LSIIX (Loomis Sayles Investment Grade Bond Fund Class Y) and QYLD (Global X NASDAQ 100 Covered Call ETF) are both funds - LSIIX is a Total Bond Market fund managed by Natixis, while QYLD is a Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. Over the past 10 years, LSIIX returned 3.15%/yr vs 9.99%/yr for QYLD. At a 0.15 correlation, their price movements are largely independent. LSIIX charges 0.54%/yr vs 0.60%/yr for QYLD.
Performance
LSIIX vs. QYLD - Performance Comparison
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Returns By Period
In the year-to-date period, LSIIX achieves a 0.46% return, which is significantly lower than QYLD's 7.89% return. Over the past 10 years, LSIIX has underperformed QYLD with an annualized return of 3.15%, while QYLD has yielded a comparatively higher 9.99% annualized return.
LSIIX
- 1D
- 0.00%
- 1M
- 0.94%
- YTD
- 0.46%
- 6M
- 0.56%
- 1Y
- 3.04%
- 3Y*
- 4.53%
- 5Y*
- 0.85%
- 10Y*
- 3.15%
QYLD
- 1D
- -1.97%
- 1M
- 1.41%
- YTD
- 7.89%
- 6M
- 7.59%
- 1Y
- 22.55%
- 3Y*
- 13.99%
- 5Y*
- 8.26%
- 10Y*
- 9.99%
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 | 0.46% | 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 | 7.89% | 9.28% | 19.35% | 22.77% | -19.08% | 10.41% | 8.72% | 22.69% | -3.07% | 18.79% |
Correlation
The correlation between LSIIX and QYLD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2013 | 0.15 |
The correlation between LSIIX and QYLD shifts across timeframes, from 0.13 (10 years) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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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.
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.
| LSIIX | QYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.52 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 4.56 | -3.23 |
| Martin ratioReturn relative to average drawdown | 3.67 | 25.38 | -21.71 |
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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 | -2.99% | -4.97% | +1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -5.45% | -19.06% | +13.61% |
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 | -1.13% | -2.10% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -2.42% | -3.82% | +1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 0.89% | +0.14% |
Volatility
LSIIX vs. QYLD - Volatility Comparison
The current volatility for Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) is 1.02%, while Global X NASDAQ 100 Covered Call ETF (QYLD) has a volatility of 4.78%. 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 | 1.02% | 4.78% | -3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 2.89% | 8.50% | -5.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.96% | 9.70% | -5.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.29% | 14.84% | -9.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.51% | 15.56% | -11.05% |
LSIIX vs. QYLD - Expense Ratio Comparison
LSIIX has a 0.54% expense ratio, which is lower than QYLD's 0.60% expense ratio.
Dividends
LSIIX vs. QYLD - Dividend Comparison
LSIIX's dividend yield for the trailing twelve months is around 3.53%, less than QYLD's 11.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.68% | 11.55% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% |
Frequently Asked Questions
LSIIX and QYLD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QYLD has higher volatility (4.78%) compared to LSIIX (1.02%). In terms of maximum drawdown, LSIIX dropped -20.77% vs QYLD's -24.75%.
QYLD currently has the higher Sharpe Ratio (2.34 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.
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