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LSIIX vs. VTBNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSIIX vs. VTBNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) and Vanguard Total Bond Market II Index Fund (VTBNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LSIIX achieves a 0.46% return, which is significantly higher than VTBNX's 0.33% return. Over the past 10 years, LSIIX has outperformed VTBNX with an annualized return of 3.09%, while VTBNX has yielded a comparatively lower 1.54% annualized return.


LSIIX

1D
0.21%
1M
0.94%
YTD
0.46%
6M
0.56%
1Y
3.36%
3Y*
4.56%
5Y*
0.83%
10Y*
3.09%

VTBNX

1D
0.21%
1M
0.88%
YTD
0.33%
6M
0.77%
1Y
4.66%
3Y*
4.05%
5Y*
0.02%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSIIX vs. VTBNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VTBNX
Vanguard Total Bond Market II Index Fund
0.33%7.18%1.32%5.68%-13.12%-1.82%7.39%8.71%-0.27%3.62%

Correlation

The correlation between LSIIX and VTBNX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2016

0.76

The correlation between LSIIX and VTBNX shifts across timeframes, from 0.74 (1 year) to 0.88 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LSIIX vs. VTBNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LSIIX
LSIIX Risk / Return Rank: 1515
Overall Rank
LSIIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
LSIIX Sortino Ratio Rank: 1414
Sortino Ratio Rank
LSIIX Omega Ratio Rank: 1414
Omega Ratio Rank
LSIIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
LSIIX Martin Ratio Rank: 1414
Martin Ratio Rank

VTBNX
VTBNX Risk / Return Rank: 2121
Overall Rank
VTBNX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VTBNX Sortino Ratio Rank: 2222
Sortino Ratio Rank
VTBNX Omega Ratio Rank: 1919
Omega Ratio Rank
VTBNX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VTBNX Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

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.


LSIIXVTBNXDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratioReturn relative to maximum drawdown

1.34

1.65

-0.32

Martin ratioReturn relative to average drawdown

3.69

4.66

-0.97

LSIIX vs. VTBNX - Sharpe Ratio Comparison

The current LSIIX Sharpe Ratio is 1.01, which is comparable to the VTBNX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of LSIIX and VTBNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


LSIIXVTBNXDifference

Max Drawdown

Largest peak-to-trough decline

-20.77%

-18.71%

-2.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-2.83%

-0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-5.45%

-5.97%

+0.52%

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 Drawdown

Current decline from peak

-1.13%

-2.21%

+1.08%

Average Drawdown

Average peak-to-trough decline

-2.42%

-4.86%

+2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.00%

+0.03%

Volatility

LSIIX vs. VTBNX - Volatility Comparison

Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) and Vanguard Total Bond Market II Index Fund (VTBNX) have volatilities of 1.16% and 1.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSIIXVTBNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.17%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

2.85%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.96%

3.86%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

5.96%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.51%

4.93%

-0.42%

LSIIX vs. VTBNX - Expense Ratio Comparison

LSIIX has a 0.54% expense ratio, which is higher than VTBNX's 0.02% expense ratio.


Dividends

LSIIX vs. VTBNX - Dividend Comparison

LSIIX's dividend yield for the trailing twelve months is around 3.53%, less than VTBNX's 4.06% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VTBNX
Vanguard Total Bond Market II Index Fund
4.06%3.95%3.77%3.13%2.54%1.82%3.12%2.79%2.56%2.52%2.55%0.00%

Frequently Asked Questions


LSIIX and VTBNX 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.

VTBNX has higher volatility (1.17%) compared to LSIIX (1.16%). In terms of maximum drawdown, LSIIX dropped -20.77% vs VTBNX's -18.71%.

VTBNX currently has the higher Sharpe Ratio (1.21 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.

Portfolio Optimizer

Find the right allocation for LSIIX and VTBNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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