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LSSAX vs. BUFHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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LSSAX vs. BUFHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSSAX
Loomis Sayles Securitized Asset Fund
0.29%8.32%3.94%7.01%-11.82%0.64%4.68%6.81%2.48%3.40%
BUFHX
Buffalo High Yield Fund
-0.57%5.11%10.35%11.68%-5.53%5.52%9.26%12.33%-2.26%5.98%

Returns By Period

In the year-to-date period, LSSAX achieves a 0.29% return, which is significantly higher than BUFHX's -0.57% return. Over the past 10 years, LSSAX has underperformed BUFHX with an annualized return of 2.53%, while BUFHX has yielded a comparatively higher 5.35% annualized return.


LSSAX

1D
0.64%
1M
-1.53%
YTD
0.29%
6M
1.82%
1Y
5.17%
3Y*
5.37%
5Y*
1.38%
10Y*
2.53%

BUFHX

1D
0.29%
1M
-1.47%
YTD
-0.57%
6M
-0.06%
1Y
4.05%
3Y*
7.96%
5Y*
4.76%
10Y*
5.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSSAX vs. BUFHX - Expense Ratio Comparison

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


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: 8787
Overall Rank
LSSAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
LSSAX Sortino Ratio Rank: 8989
Sortino Ratio Rank
LSSAX Omega Ratio Rank: 7878
Omega Ratio Rank
LSSAX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LSSAX Martin Ratio Rank: 8989
Martin Ratio Rank

BUFHX
BUFHX Risk / Return Rank: 6262
Overall Rank
BUFHX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BUFHX Sortino Ratio Rank: 6464
Sortino Ratio Rank
BUFHX Omega Ratio Rank: 7272
Omega Ratio Rank
BUFHX Calmar Ratio Rank: 5050
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.


LSSAXBUFHXDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.22

+0.39

Sortino ratio

Return per unit of downside risk

2.49

1.59

+0.89

Omega ratio

Gain probability vs. loss probability

1.30

1.27

+0.03

Calmar ratio

Return relative to maximum drawdown

3.41

1.22

+2.19

Martin ratio

Return relative to average drawdown

10.00

5.08

+4.92

LSSAX vs. BUFHX - Sharpe Ratio Comparison

The current LSSAX Sharpe Ratio is 1.61, which is higher than the BUFHX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of LSSAX and BUFHX, 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


LSSAXBUFHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.22

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

1.53

-1.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

1.33

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

1.51

-0.56

Correlation

The correlation between LSSAX and BUFHX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LSSAX vs. BUFHX - Dividend Comparison

LSSAX's dividend yield for the trailing twelve months is around 4.28%, less than BUFHX's 7.12% yield.


TTM20252024202320222021202020192018201720162015
LSSAX
Loomis Sayles Securitized Asset Fund
4.28%4.23%4.54%5.65%6.47%6.38%5.95%5.48%5.62%5.42%5.12%5.20%
BUFHX
Buffalo High Yield Fund
7.12%6.84%8.03%6.41%8.05%7.24%4.11%4.21%5.17%4.57%3.85%5.51%

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

-2.45%

-3.00%

+0.55%

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

-1.53%

-1.84%

+0.31%

Average Drawdown

Average peak-to-trough decline

-1.98%

-2.04%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.72%

+0.12%

Volatility

LSSAX vs. BUFHX - Volatility Comparison

Loomis Sayles Securitized Asset Fund (LSSAX) and Buffalo High Yield Fund (BUFHX) have volatilities of 1.24% and 1.27%, 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


LSSAXBUFHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.27%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.68%

1.89%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

4.69%

3.19%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.73%

3.13%

+2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

4.04%

+0.35%