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LSSAX vs. LSIIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LSSAX and LSIIX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

LSSAX vs. LSIIX - Performance Comparison

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

90.00%100.00%110.00%120.00%NovemberDecember2025FebruaryMarchApril
120.15%
91.14%
LSSAX
LSIIX

Key characteristics

Sharpe Ratio

LSSAX:

1.85

LSIIX:

1.26

Sortino Ratio

LSSAX:

2.84

LSIIX:

1.85

Omega Ratio

LSSAX:

1.33

LSIIX:

1.22

Calmar Ratio

LSSAX:

1.06

LSIIX:

0.53

Martin Ratio

LSSAX:

6.36

LSIIX:

3.26

Ulcer Index

LSSAX:

1.55%

LSIIX:

1.99%

Daily Std Dev

LSSAX:

5.32%

LSIIX:

5.17%

Max Drawdown

LSSAX:

-16.39%

LSIIX:

-20.76%

Current Drawdown

LSSAX:

-1.02%

LSIIX:

-5.56%

Returns By Period

In the year-to-date period, LSSAX achieves a 3.38% return, which is significantly higher than LSIIX's 1.79% return. Over the past 10 years, LSSAX has outperformed LSIIX with an annualized return of 2.29%, while LSIIX has yielded a comparatively lower 1.28% annualized return.


LSSAX

YTD

3.38%

1M

0.22%

6M

3.43%

1Y

10.14%

5Y*

1.33%

10Y*

2.29%

LSIIX

YTD

1.79%

1M

-0.41%

6M

1.07%

1Y

6.86%

5Y*

0.73%

10Y*

1.28%

*Annualized

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LSSAX vs. LSIIX - Expense Ratio Comparison

LSSAX has a 0.00% expense ratio, which is lower than LSIIX's 0.54% expense ratio.


Expense ratio chart for LSIIX: current value is 0.54%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LSIIX: 0.54%
Expense ratio chart for LSSAX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LSSAX: 0.00%

Risk-Adjusted Performance

LSSAX vs. LSIIX — Risk-Adjusted Performance Rank

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

LSSAX
The Risk-Adjusted Performance Rank of LSSAX is 8989
Overall Rank
The Sharpe Ratio Rank of LSSAX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of LSSAX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of LSSAX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of LSSAX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of LSSAX is 8989
Martin Ratio Rank

LSIIX
The Risk-Adjusted Performance Rank of LSIIX is 7777
Overall Rank
The Sharpe Ratio Rank of LSIIX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of LSIIX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of LSIIX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of LSIIX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of LSIIX is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LSSAX vs. LSIIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Securitized Asset Fund (LSSAX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX). 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.


The chart of Sharpe ratio for LSSAX, currently valued at 1.85, compared to the broader market-1.000.001.002.003.00
LSSAX: 1.85
LSIIX: 1.26
The chart of Sortino ratio for LSSAX, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.00
LSSAX: 2.84
LSIIX: 1.85
The chart of Omega ratio for LSSAX, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.00
LSSAX: 1.33
LSIIX: 1.22
The chart of Calmar ratio for LSSAX, currently valued at 1.06, compared to the broader market0.002.004.006.008.0010.00
LSSAX: 1.06
LSIIX: 0.53
The chart of Martin ratio for LSSAX, currently valued at 6.36, compared to the broader market0.0010.0020.0030.0040.00
LSSAX: 6.36
LSIIX: 3.26

The current LSSAX Sharpe Ratio is 1.85, which is higher than the LSIIX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of LSSAX and LSIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.85
1.26
LSSAX
LSIIX

Dividends

LSSAX vs. LSIIX - Dividend Comparison

LSSAX's dividend yield for the trailing twelve months is around 4.33%, less than LSIIX's 4.51% yield.


TTM20242023202220212020201920182017201620152014
LSSAX
Loomis Sayles Securitized Asset Fund
4.33%4.55%5.65%6.48%6.40%5.96%5.50%5.63%5.41%5.13%5.21%4.95%
LSIIX
Loomis Sayles Investment Grade Bond Fund Class Y
4.51%4.88%4.27%3.18%2.62%3.00%3.47%1.70%2.97%2.67%2.54%4.39%

Drawdowns

LSSAX vs. LSIIX - Drawdown Comparison

The maximum LSSAX drawdown since its inception was -16.39%, smaller than the maximum LSIIX drawdown of -20.76%. Use the drawdown chart below to compare losses from any high point for LSSAX and LSIIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.02%
-5.56%
LSSAX
LSIIX

Volatility

LSSAX vs. LSIIX - Volatility Comparison

The current volatility for Loomis Sayles Securitized Asset Fund (LSSAX) is 2.04%, while Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) has a volatility of 2.17%. This indicates that LSSAX experiences smaller price fluctuations and is considered to be less risky than LSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
2.04%
2.17%
LSSAX
LSIIX