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LSSCX vs. FSSNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSSCX vs. FSSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Small Cap Value Fund (LSSCX) and Fidelity Small Cap Index Fund (FSSNX). The values are adjusted to include any dividend payments, if applicable.

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LSSCX vs. FSSNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSSCX
Loomis Sayles Small Cap Value Fund
0.75%5.31%10.89%19.39%-11.52%29.03%2.29%25.06%-16.81%10.01%
FSSNX
Fidelity Small Cap Index Fund
-2.46%12.94%11.71%17.11%-20.28%14.70%19.99%25.70%-11.24%14.54%

Returns By Period

In the year-to-date period, LSSCX achieves a 0.75% return, which is significantly higher than FSSNX's -2.46% return. Over the past 10 years, LSSCX has underperformed FSSNX with an annualized return of 8.71%, while FSSNX has yielded a comparatively higher 9.53% annualized return.


LSSCX

1D
-0.79%
1M
-9.73%
YTD
0.75%
6M
1.12%
1Y
13.20%
3Y*
10.80%
5Y*
6.49%
10Y*
8.71%

FSSNX

1D
-1.44%
1M
-8.16%
YTD
-2.46%
6M
-0.28%
1Y
21.68%
3Y*
11.92%
5Y*
3.17%
10Y*
9.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSSCX vs. FSSNX - Expense Ratio Comparison

LSSCX has a 0.90% expense ratio, which is higher than FSSNX's 0.03% expense ratio.


Return for Risk

LSSCX vs. FSSNX — Risk / Return Rank

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

LSSCX
LSSCX Risk / Return Rank: 1717
Overall Rank
LSSCX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LSSCX Sortino Ratio Rank: 2525
Sortino Ratio Rank
LSSCX Omega Ratio Rank: 2222
Omega Ratio Rank
LSSCX Calmar Ratio Rank: 77
Calmar Ratio Rank
LSSCX Martin Ratio Rank: 77
Martin Ratio Rank

FSSNX
FSSNX Risk / Return Rank: 5050
Overall Rank
FSSNX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FSSNX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FSSNX Omega Ratio Rank: 4242
Omega Ratio Rank
FSSNX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FSSNX Martin Ratio Rank: 5353
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.

LSSCX vs. FSSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Small Cap Value Fund (LSSCX) and Fidelity Small Cap Index Fund (FSSNX). 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.


LSSCXFSSNXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.92

-0.35

Sortino ratio

Return per unit of downside risk

0.98

1.41

-0.42

Omega ratio

Gain probability vs. loss probability

1.13

1.18

-0.05

Calmar ratio

Return relative to maximum drawdown

0.08

1.34

-1.26

Martin ratio

Return relative to average drawdown

0.25

5.05

-4.79

LSSCX vs. FSSNX - Sharpe Ratio Comparison

The current LSSCX Sharpe Ratio is 0.57, which is lower than the FSSNX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of LSSCX and FSSNX, 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


LSSCXFSSNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.92

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.14

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.41

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.48

+0.08

Correlation

The correlation between LSSCX and FSSNX is 0.94, 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

LSSCX vs. FSSNX - Dividend Comparison

LSSCX's dividend yield for the trailing twelve months is around 17.37%, more than FSSNX's 1.11% yield.


TTM20252024202320222021202020192018201720162015
LSSCX
Loomis Sayles Small Cap Value Fund
17.37%17.50%10.71%20.30%12.74%19.01%8.04%8.65%17.43%12.58%8.27%11.35%
FSSNX
Fidelity Small Cap Index Fund
1.11%1.08%1.04%1.43%1.26%3.92%0.94%2.96%4.94%3.37%2.27%2.66%

Drawdowns

LSSCX vs. FSSNX - Drawdown Comparison

The maximum LSSCX drawdown since its inception was -54.28%, which is greater than FSSNX's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for LSSCX and FSSNX.


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Drawdown Indicators


LSSCXFSSNXDifference

Max Drawdown

Largest peak-to-trough decline

-54.28%

-41.72%

-12.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.43%

-13.89%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-25.10%

-31.87%

+6.77%

Max Drawdown (10Y)

Largest decline over 10 years

-44.65%

-41.72%

-2.93%

Current Drawdown

Current decline from peak

-9.89%

-11.00%

+1.11%

Average Drawdown

Average peak-to-trough decline

-7.61%

-8.37%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

3.68%

+2.94%

Volatility

LSSCX vs. FSSNX - Volatility Comparison

The current volatility for Loomis Sayles Small Cap Value Fund (LSSCX) is 4.56%, while Fidelity Small Cap Index Fund (FSSNX) has a volatility of 6.60%. This indicates that LSSCX experiences smaller price fluctuations and is considered to be less risky than FSSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSSCXFSSNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

6.60%

-2.04%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

14.12%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

24.85%

23.11%

+1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.90%

22.56%

-1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.37%

23.38%

-1.01%