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LSSAX vs. BUFHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSSAX vs. BUFHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Securitized Asset Fund (LSSAX) and Buffalo High Yield Fund (BUFHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LSSAX achieves a 1.49% return, which is significantly lower than BUFHX's 1.99% return. Over the past 10 years, LSSAX has underperformed BUFHX with an annualized return of 2.52%, while BUFHX has yielded a comparatively higher 5.39% annualized return.


LSSAX

1D
0.25%
1M
0.86%
YTD
1.49%
6M
1.62%
1Y
6.57%
3Y*
5.90%
5Y*
1.46%
10Y*
2.52%

BUFHX

1D
0.00%
1M
0.67%
YTD
1.99%
6M
2.19%
1Y
4.89%
3Y*
8.27%
5Y*
4.85%
10Y*
5.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSSAX vs. BUFHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSSAX
Loomis Sayles Securitized Asset Fund
1.49%8.32%3.94%7.01%-11.82%0.64%4.68%6.81%2.48%3.40%
BUFHX
Buffalo High Yield Fund
1.99%5.11%10.35%11.68%-5.53%5.52%9.26%12.33%-2.26%5.98%

Correlation

The correlation between LSSAX and BUFHX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.33

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

0.29

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

0.14

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2006

0.08

Over the past year, LSSAX and BUFHX have become more correlated (0.36) than their long-term average of 0.08, meaning their price movements have been converging.

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Return for Risk

LSSAX vs. BUFHX — Risk / Return Rank

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

LSSAX
LSSAX Risk / Return Rank: 6464
Overall Rank
LSSAX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LSSAX Sortino Ratio Rank: 6262
Sortino Ratio Rank
LSSAX Omega Ratio Rank: 5454
Omega Ratio Rank
LSSAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
LSSAX Martin Ratio Rank: 6767
Martin Ratio Rank

BUFHX
BUFHX Risk / Return Rank: 5757
Overall Rank
BUFHX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BUFHX Sortino Ratio Rank: 6464
Sortino Ratio Rank
BUFHX Omega Ratio Rank: 7272
Omega Ratio Rank
BUFHX Calmar Ratio Rank: 4242
Calmar Ratio Rank
BUFHX Martin Ratio Rank: 5252
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.

LSSAX vs. BUFHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Securitized Asset Fund (LSSAX) and Buffalo High Yield Fund (BUFHX). 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.


LSSAXBUFHXDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.37

1.43

-0.06

Calmar ratioReturn relative to maximum drawdown

3.69

2.35

+1.34

Martin ratioReturn relative to average drawdown

12.25

9.94

+2.32

LSSAX vs. BUFHX - Sharpe Ratio Comparison

The current LSSAX Sharpe Ratio is 1.94, which is comparable to the BUFHX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of LSSAX and BUFHX, 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

LSSAX vs. BUFHX - Drawdown Comparison

The maximum LSSAX drawdown since its inception was -16.40%, smaller than the maximum BUFHX drawdown of -26.01%. Use the drawdown chart below to compare losses from any high point for LSSAX and BUFHX.


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Drawdown Indicators


LSSAXBUFHXDifference

Max Drawdown

Largest peak-to-trough decline

-16.40%

-26.01%

+9.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.16%

-2.13%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-5.91%

-3.83%

-2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-16.40%

-9.98%

-6.42%

Max Drawdown (10Y)

Largest decline over 10 years

-16.40%

-18.74%

+2.34%

Current Drawdown

Current decline from peak

-0.36%

-0.09%

-0.27%

Average Drawdown

Average peak-to-trough decline

-1.97%

-2.02%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.50%

+0.23%

Volatility

LSSAX vs. BUFHX - Volatility Comparison

Loomis Sayles Securitized Asset Fund (LSSAX) has a higher volatility of 1.31% compared to Buffalo High Yield Fund (BUFHX) at 0.60%. This indicates that LSSAX's price experiences larger fluctuations and is considered to be riskier than BUFHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSSAXBUFHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

0.60%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

1.97%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

2.51%

+1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.80%

3.15%

+2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.43%

4.04%

+0.39%

LSSAX vs. BUFHX - Expense Ratio Comparison

LSSAX has a 0.00% expense ratio, which is lower than BUFHX's 1.02% expense ratio.


Dividends

LSSAX vs. BUFHX - Dividend Comparison

LSSAX's dividend yield for the trailing twelve months is around 4.33%, less than BUFHX's 7.08% yield.


PositionTTM20252024202320222021202020192018201720162015
BUFHX
Buffalo High Yield Fund
7.08%6.84%8.03%6.41%8.05%7.24%4.11%4.21%5.17%4.57%3.85%5.51%
LSSAX
Loomis Sayles Securitized Asset Fund
4.33%4.23%4.54%5.65%6.47%6.38%5.95%5.48%5.62%5.42%5.12%5.20%

Frequently Asked Questions


LSSAX and BUFHX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LSSAX has higher volatility (1.31%) compared to BUFHX (0.60%). In terms of maximum drawdown, LSSAX dropped -16.40% vs BUFHX's -26.01%.

BUFHX currently has the higher Sharpe Ratio (2.00 vs 1.94), 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

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