LSIIX vs. VBMPX
LSIIX (Loomis Sayles Investment Grade Bond Fund Class Y) and VBMPX (Vanguard Total Bond Market Index Fund Institutional Plus Shares) are both Total Bond Market funds. Over the past 10 years, LSIIX returned 2.81%/yr vs 1.30%/yr for VBMPX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. LSIIX charges 0.54%/yr vs 0.02%/yr for VBMPX.
Performance
LSIIX vs. VBMPX - Performance Comparison
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Returns By Period
In the year-to-date period, LSIIX achieves a -0.64% return, which is significantly higher than VBMPX's -0.69% return. Over the past 10 years, LSIIX has outperformed VBMPX with an annualized return of 2.81%, while VBMPX has yielded a comparatively lower 1.30% annualized return.
LSIIX
- 1D
- 0.10%
- 1M
- -1.12%
- 6M
- -1.03%
- YTD
- -0.64%
- 1Y
- 1.58%
- 3Y*
- 4.07%
- 5Y*
- 0.47%
- 10Y*
- 2.81%
- ALL TIME*
- 5.86%
VBMPX
- 1D
- 0.00%
- 1M
- -1.25%
- 6M
- -0.93%
- YTD
- -0.69%
- 1Y
- 1.68%
- 3Y*
- 3.70%
- 5Y*
- -0.43%
- 10Y*
- 1.30%
- ALL TIME*
- 2.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSIIX vs. VBMPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | -0.64% | 5.58% | 2.91% | 7.50% | -11.31% | 0.18% | 11.60% | 9.04% | -0.31% | 6.65% |
VBMPX Vanguard Total Bond Market Index Fund Institutional Plus Shares | -0.69% | 7.18% | 1.27% | 5.75% | -13.14% | -1.95% | 7.75% | 8.74% | -0.24% | 3.58% |
Correlation
The correlation between LSIIX and VBMPX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2010 | 0.65 |
The correlation between LSIIX and VBMPX shifts across timeframes, from 0.65 (all time) to 0.88 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LSIIX vs. VBMPX — Risk / Return Rank
LSIIX
VBMPX
LSIIX vs. VBMPX - 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 Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX). 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 | VBMPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.13 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | 1.00 | -0.38 |
| Martin ratioReturn relative to average drawdown | 1.52 | 2.50 | -0.98 |
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Drawdowns
LSIIX vs. VBMPX - Drawdown Comparison
The maximum LSIIX drawdown since its inception was -20.77%, which is greater than VBMPX's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for LSIIX and VBMPX.
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Drawdown Indicators
| LSIIX | VBMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.77% | -18.90% | -1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -2.89% | -0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -4.62% | -4.86% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -15.62% | -18.12% | +2.50% |
Max Drawdown (10Y)Largest decline over 10 years | -15.62% | -18.90% | +3.28% |
Current DrawdownCurrent decline from peak | -2.21% | -3.33% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -3.52% | +1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 1.15% | -0.01% |
Volatility
LSIIX vs. VBMPX - Volatility Comparison
The current volatility for Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) is 0.84%, while Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) has a volatility of 0.96%. This indicates that LSIIX experiences smaller price fluctuations and is considered to be less risky than VBMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSIIX | VBMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.84% | 0.96% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 2.84% | 2.97% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.89% | 3.83% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.31% | 6.02% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.49% | 4.98% | -0.49% |
LSIIX vs. VBMPX - Expense Ratio Comparison
LSIIX has a 0.54% expense ratio, which is higher than VBMPX's 0.02% expense ratio.
Dividends
LSIIX vs. VBMPX - Dividend Comparison
LSIIX's dividend yield for the trailing twelve months is around 4.04%, more than VBMPX's 3.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | 4.04% | 3.68% | 4.86% | 4.25% | 3.32% | 4.10% | 8.20% | 3.56% | 2.18% | 4.10% | 6.71% | 3.91% |
VBMPX Vanguard Total Bond Market Index Fund Institutional Plus Shares | 3.73% | 3.88% | 3.69% | 3.11% | 2.61% | 1.81% | 2.41% | 2.75% | 2.58% | 2.58% | 2.55% | 2.85% |
Frequently Asked Questions
LSIIX and VBMPX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VBMPX has higher volatility (0.96%) compared to LSIIX (0.84%). In terms of maximum drawdown, LSIIX dropped -20.77% vs VBMPX's -18.90%.
VBMPX currently has the higher Sharpe Ratio (0.76 vs 0.47), 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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