LSIIX vs. VTBNX
Compare and contrast key facts about Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) and Vanguard Total Bond Market II Index Fund (VTBNX).
LSIIX is managed by Natixis. It was launched on Dec 31, 1996. VTBNX is managed by Vanguard.
Performance
LSIIX vs. VTBNX - Performance Comparison
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LSIIX vs. VTBNX - 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% |
VTBNX Vanguard Total Bond Market II Index Fund | -0.60% | 7.18% | 1.32% | 5.68% | -13.12% | -1.82% | 7.39% | 8.71% | -0.27% | 3.62% |
Returns By Period
In the year-to-date period, LSIIX achieves a -1.33% return, which is significantly lower than VTBNX's -0.60% return. Over the past 10 years, LSIIX has outperformed VTBNX with an annualized return of 3.12%, while VTBNX has yielded a comparatively lower 1.56% 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%
VTBNX
- 1D
- 0.42%
- 1M
- -2.26%
- YTD
- -0.60%
- 6M
- 0.40%
- 1Y
- 3.62%
- 3Y*
- 3.40%
- 5Y*
- 0.22%
- 10Y*
- 1.56%
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LSIIX vs. VTBNX - Expense Ratio Comparison
LSIIX has a 0.54% expense ratio, which is higher than VTBNX's 0.02% expense ratio.
Return for Risk
LSIIX vs. VTBNX — Risk / Return Rank
LSIIX
VTBNX
LSIIX vs. VTBNX - 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 II Index Fund (VTBNX). 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 | VTBNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.98 | -0.40 |
Sortino ratioReturn per unit of downside risk | 0.80 | 1.41 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.17 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.77 | -0.45 |
Martin ratioReturn relative to average drawdown | 4.39 | 5.02 | -0.63 |
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 | VTBNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.98 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.04 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.32 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.14 | 0.36 | +0.77 |
Correlation
The correlation between LSIIX and VTBNX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LSIIX vs. VTBNX - Dividend Comparison
LSIIX's dividend yield for the trailing twelve months is around 2.97%, less than VTBNX's 3.68% 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% |
VTBNX Vanguard Total Bond Market II Index Fund | 3.68% | 3.95% | 3.77% | 3.13% | 2.54% | 1.82% | 3.12% | 2.79% | 2.56% | 2.52% | 2.55% | 0.00% |
Drawdowns
LSIIX vs. VTBNX - Drawdown Comparison
The maximum LSIIX drawdown since its inception was -20.77%, which is greater than VTBNX's maximum drawdown of -18.71%. Use the drawdown chart below to compare losses from any high point for LSIIX and VTBNX.
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Drawdown Indicators
| LSIIX | VTBNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.77% | -18.71% | -2.06% |
Max Drawdown (1Y)Largest decline over 1 year | -3.23% | -2.67% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -15.62% | -18.05% | +2.43% |
Max Drawdown (10Y)Largest decline over 10 years | -15.62% | -18.71% | +3.09% |
Current DrawdownCurrent decline from peak | -2.89% | -3.11% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -2.42% | -4.91% | +2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 0.94% | +0.04% |
Volatility
LSIIX vs. VTBNX - Volatility Comparison
The current volatility for Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) is 1.36%, while Vanguard Total Bond Market II Index Fund (VTBNX) has a volatility of 1.52%. This indicates that LSIIX experiences smaller price fluctuations and is considered to be less risky than VTBNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSIIX | VTBNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 1.52% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 2.75% | 2.54% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.75% | 4.32% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.23% | 5.92% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.51% | 4.91% | -0.40% |