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LSIOX vs. LSHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSIOX vs. LSHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles High Income Opps Fund (LSIOX) and Loomis Sayles Institutional High Income Fund (LSHIX). The values are adjusted to include any dividend payments, if applicable.

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LSIOX vs. LSHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSIOX
Loomis Sayles High Income Opps Fund
-0.85%9.31%9.95%10.81%-12.85%4.32%9.25%13.01%-2.08%8.40%
LSHIX
Loomis Sayles Institutional High Income Fund
-1.05%9.25%9.43%10.00%-11.68%8.23%3.46%10.55%-3.55%8.41%

Returns By Period

In the year-to-date period, LSIOX achieves a -0.85% return, which is significantly higher than LSHIX's -1.05% return. Over the past 10 years, LSIOX has outperformed LSHIX with an annualized return of 5.93%, while LSHIX has yielded a comparatively lower 5.61% annualized return.


LSIOX

1D
-0.34%
1M
-1.71%
YTD
-0.85%
6M
0.45%
1Y
7.08%
3Y*
8.79%
5Y*
3.56%
10Y*
5.93%

LSHIX

1D
0.18%
1M
-1.91%
YTD
-1.05%
6M
-0.02%
1Y
6.75%
3Y*
8.36%
5Y*
3.96%
10Y*
5.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSIOX vs. LSHIX - Expense Ratio Comparison

LSIOX has a 0.00% expense ratio, which is lower than LSHIX's 0.71% expense ratio.


Return for Risk

LSIOX vs. LSHIX — Risk / Return Rank

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

LSIOX
LSIOX Risk / Return Rank: 8585
Overall Rank
LSIOX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LSIOX Sortino Ratio Rank: 8888
Sortino Ratio Rank
LSIOX Omega Ratio Rank: 9292
Omega Ratio Rank
LSIOX Calmar Ratio Rank: 7272
Calmar Ratio Rank
LSIOX Martin Ratio Rank: 8484
Martin Ratio Rank

LSHIX
LSHIX Risk / Return Rank: 7575
Overall Rank
LSHIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
LSHIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
LSHIX Omega Ratio Rank: 8888
Omega Ratio Rank
LSHIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
LSHIX Martin Ratio Rank: 6868
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.

LSIOX vs. LSHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles High Income Opps Fund (LSIOX) and Loomis Sayles Institutional High Income Fund (LSHIX). 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.


LSIOXLSHIXDifference

Sharpe ratio

Return per unit of total volatility

1.82

1.57

+0.25

Sortino ratio

Return per unit of downside risk

2.42

2.08

+0.33

Omega ratio

Gain probability vs. loss probability

1.45

1.39

+0.06

Calmar ratio

Return relative to maximum drawdown

1.66

1.34

+0.32

Martin ratio

Return relative to average drawdown

8.49

6.43

+2.06

LSIOX vs. LSHIX - Sharpe Ratio Comparison

The current LSIOX Sharpe Ratio is 1.82, which is comparable to the LSHIX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of LSIOX and LSHIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LSIOXLSHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.57

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.77

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

0.93

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.68

+0.34

Correlation

The correlation between LSIOX and LSHIX is 0.85, 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

LSIOX vs. LSHIX - Dividend Comparison

LSIOX's dividend yield for the trailing twelve months is around 6.71%, more than LSHIX's 5.83% yield.


TTM20252024202320222021202020192018201720162015
LSIOX
Loomis Sayles High Income Opps Fund
6.71%6.39%7.34%7.31%7.32%9.02%5.58%5.62%7.50%5.64%6.03%6.18%
LSHIX
Loomis Sayles Institutional High Income Fund
5.83%5.77%7.72%6.28%4.96%6.09%5.14%6.75%7.52%5.97%6.06%10.99%

Drawdowns

LSIOX vs. LSHIX - Drawdown Comparison

The maximum LSIOX drawdown since its inception was -20.94%, smaller than the maximum LSHIX drawdown of -40.26%. Use the drawdown chart below to compare losses from any high point for LSIOX and LSHIX.


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Drawdown Indicators


LSIOXLSHIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.94%

-40.26%

+19.32%

Max Drawdown (1Y)

Largest decline over 1 year

-3.61%

-3.91%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-17.13%

-15.18%

-1.95%

Max Drawdown (10Y)

Largest decline over 10 years

-20.94%

-24.13%

+3.19%

Current Drawdown

Current decline from peak

-1.82%

-2.08%

+0.26%

Average Drawdown

Average peak-to-trough decline

-2.83%

-7.32%

+4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.99%

-0.16%

Volatility

LSIOX vs. LSHIX - Volatility Comparison

The current volatility for Loomis Sayles High Income Opps Fund (LSIOX) is 1.04%, while Loomis Sayles Institutional High Income Fund (LSHIX) has a volatility of 1.31%. This indicates that LSIOX experiences smaller price fluctuations and is considered to be less risky than LSHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSIOXLSHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

1.31%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

2.35%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

4.63%

5.10%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.26%

5.38%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.72%

6.16%

-0.44%