LSSAX vs. TRLVX
LSSAX (Loomis Sayles Securitized Asset Fund) and TRLVX (SEI Institutional Managed Trust Core Fixed Income Fund) are both Intermediate Core Bond funds. Over the past 10 years, LSSAX returned 2.47%/yr vs 1.49%/yr for TRLVX. Their correlation of 0.81 suggests significant overlap in exposure. LSSAX charges 0.00%/yr vs 0.66%/yr for TRLVX.
Performance
LSSAX vs. TRLVX - Performance Comparison
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Returns By Period
In the year-to-date period, LSSAX achieves a 1.24% return, which is significantly higher than TRLVX's -0.15% return. Over the past 10 years, LSSAX has outperformed TRLVX with an annualized return of 2.47%, while TRLVX has yielded a comparatively lower 1.49% annualized return.
LSSAX
- 1D
- -0.25%
- 1M
- 0.60%
- YTD
- 1.24%
- 6M
- 1.36%
- 1Y
- 5.75%
- 3Y*
- 5.77%
- 5Y*
- 1.40%
- 10Y*
- 2.47%
TRLVX
- 1D
- -0.31%
- 1M
- 0.54%
- YTD
- -0.15%
- 6M
- 0.17%
- 1Y
- 3.81%
- 3Y*
- 3.62%
- 5Y*
- -0.66%
- 10Y*
- 1.49%
LSSAX vs. TRLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSSAX Loomis Sayles Securitized Asset Fund | 1.24% | 8.32% | 3.94% | 7.01% | -11.82% | 0.64% | 4.68% | 6.81% | 2.48% | 3.40% |
TRLVX SEI Institutional Managed Trust Core Fixed Income Fund | -0.15% | 7.06% | 0.83% | 5.92% | -15.66% | -1.63% | 9.04% | 9.25% | -0.47% | 4.15% |
Correlation
The correlation between LSSAX and TRLVX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2006 | 0.81 |
The correlation between LSSAX and TRLVX shifts across timeframes, from 0.78 (1 year) to 0.90 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LSSAX vs. TRLVX — Risk / Return Rank
LSSAX
TRLVX
LSSAX vs. TRLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Securitized Asset Fund (LSSAX) and SEI Institutional Managed Trust Core Fixed Income Fund (TRLVX). 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.
| LSSAX | TRLVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.17 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 1.23 | +2.29 |
| Martin ratioReturn relative to average drawdown | 11.69 | 3.47 | +8.22 |
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Drawdowns
LSSAX vs. TRLVX - Drawdown Comparison
The maximum LSSAX drawdown since its inception was -16.40%, smaller than the maximum TRLVX drawdown of -20.98%. Use the drawdown chart below to compare losses from any high point for LSSAX and TRLVX.
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Drawdown Indicators
| LSSAX | TRLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.40% | -20.98% | +4.58% |
Max Drawdown (1Y)Largest decline over 1 year | -2.16% | -3.29% | +1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -5.91% | -6.90% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -16.40% | -20.68% | +4.28% |
Max Drawdown (10Y)Largest decline over 10 years | -16.40% | -20.98% | +4.58% |
Current DrawdownCurrent decline from peak | -0.61% | -5.28% | +4.67% |
Average DrawdownAverage peak-to-trough decline | -1.97% | -2.49% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.73% | 1.17% | -0.44% |
Volatility
LSSAX vs. TRLVX - Volatility Comparison
Loomis Sayles Securitized Asset Fund (LSSAX) and SEI Institutional Managed Trust Core Fixed Income Fund (TRLVX) have volatilities of 1.21% and 1.16%, 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
| LSSAX | TRLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 1.16% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | 3.04% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.12% | 4.08% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.80% | 6.38% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.43% | 5.25% | -0.82% |
LSSAX vs. TRLVX - Expense Ratio Comparison
LSSAX has a 0.00% expense ratio, which is lower than TRLVX's 0.66% expense ratio.
Dividends
LSSAX vs. TRLVX - Dividend Comparison
LSSAX's dividend yield for the trailing twelve months is around 4.34%, more than TRLVX's 3.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSSAX Loomis Sayles Securitized Asset Fund | 4.34% | 4.23% | 4.54% | 5.65% | 6.47% | 6.38% | 5.95% | 5.48% | 5.62% | 5.42% | 5.12% | 5.20% |
TRLVX SEI Institutional Managed Trust Core Fixed Income Fund | 3.67% | 3.52% | 4.01% | 3.38% | 1.80% | 1.90% | 5.98% | 3.73% | 2.77% | 2.36% | 4.46% | 3.64% |
Frequently Asked Questions
LSSAX and TRLVX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSSAX has higher volatility (1.21%) compared to TRLVX (1.16%). In terms of maximum drawdown, LSSAX dropped -16.40% vs TRLVX's -20.98%.
LSSAX currently has the higher Sharpe Ratio (1.85 vs 1.00), 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.
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