LSSAX vs. DSFIX
Compare and contrast key facts about Loomis Sayles Securitized Asset Fund (LSSAX) and DFA Social Fixed Income Portfolio (DSFIX).
LSSAX is managed by Loomis Sayles Funds. It was launched on Mar 2, 2006. DSFIX is managed by Dimensional. It was launched on Apr 5, 2016.
Performance
LSSAX vs. DSFIX - Performance Comparison
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LSSAX vs. DSFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DSFIX DFA Social Fixed Income Portfolio | -0.34% | 6.80% | 1.81% | 7.18% | -13.07% | -2.19% | 9.26% | 9.83% | -0.32% | 3.24% |
Returns By Period
In the year-to-date period, LSSAX achieves a 0.29% return, which is significantly higher than DSFIX's -0.34% 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%
DSFIX
- 1D
- 0.52%
- 1M
- -2.16%
- YTD
- -0.34%
- 6M
- 0.44%
- 1Y
- 3.96%
- 3Y*
- 4.02%
- 5Y*
- 0.51%
- 10Y*
- —
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LSSAX vs. DSFIX - Expense Ratio Comparison
LSSAX has a 0.00% expense ratio, which is lower than DSFIX's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
LSSAX vs. DSFIX — Risk / Return Rank
LSSAX
DSFIX
LSSAX vs. DSFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Securitized Asset Fund (LSSAX) and DFA Social Fixed Income Portfolio (DSFIX). 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.
| LSSAX | DSFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 0.96 | +0.65 |
Sortino ratioReturn per unit of downside risk | 2.49 | 1.38 | +1.11 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.17 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.41 | 1.66 | +1.75 |
Martin ratioReturn relative to average drawdown | 10.00 | 5.05 | +4.95 |
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
| LSSAX | DSFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 0.96 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.09 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.44 | +0.51 |
Correlation
The correlation between LSSAX and DSFIX 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
LSSAX vs. DSFIX - Dividend Comparison
LSSAX's dividend yield for the trailing twelve months is around 4.28%, more than DSFIX's 4.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DSFIX DFA Social Fixed Income Portfolio | 4.03% | 3.61% | 3.95% | 3.28% | 2.54% | 2.70% | 2.22% | 2.58% | 2.56% | 1.87% | 0.00% | 0.00% |
Drawdowns
LSSAX vs. DSFIX - Drawdown Comparison
The maximum LSSAX drawdown since its inception was -16.40%, smaller than the maximum DSFIX drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for LSSAX and DSFIX.
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Drawdown Indicators
| LSSAX | DSFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.40% | -18.94% | +2.54% |
Max Drawdown (1Y)Largest decline over 1 year | -2.45% | -2.66% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -16.40% | -18.87% | +2.47% |
Max Drawdown (10Y)Largest decline over 10 years | -16.40% | — | — |
Current DrawdownCurrent decline from peak | -1.53% | -2.16% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -1.98% | -4.72% | +2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 0.87% | -0.03% |
Volatility
LSSAX vs. DSFIX - Volatility Comparison
The current volatility for Loomis Sayles Securitized Asset Fund (LSSAX) is 1.24%, while DFA Social Fixed Income Portfolio (DSFIX) has a volatility of 1.59%. This indicates that LSSAX experiences smaller price fluctuations and is considered to be less risky than DSFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSSAX | DSFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 1.59% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 2.68% | 2.60% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.69% | 4.39% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.73% | 5.77% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.39% | 4.97% | -0.58% |