LSSCX vs. LSGSX
LSSCX (Loomis Sayles Small Cap Value Fund) and LSGSX (Loomis Sayles Inflation Protected Securities Fund) are both mutual funds - LSSCX is a Small Cap Blend Equities fund managed by Loomis Sayles, while LSGSX is a Inflation-Protected Bonds fund managed by Loomis Sayles. Over the past 10 years, LSSCX returned 9.82%/yr vs 2.36%/yr for LSGSX. Their -0.07 correlation means they have often moved in opposite directions in the past. LSSCX charges 0.90%/yr vs 0.40%/yr for LSGSX.
Performance
LSSCX vs. LSGSX - Performance Comparison
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Returns By Period
In the year-to-date period, LSSCX achieves a 20.28% return, which is significantly higher than LSGSX's 0.09% return. Over the past 10 years, LSSCX has outperformed LSGSX with an annualized return of 9.82%, while LSGSX has yielded a comparatively lower 2.36% annualized return.
LSSCX
- 1D
- 0.17%
- 1M
- 0.12%
- 6M
- 12.59%
- YTD
- 20.28%
- 1Y
- 24.55%
- 3Y*
- 13.18%
- 5Y*
- 9.67%
- 10Y*
- 9.82%
- ALL TIME*
- 11.40%
LSGSX
- 1D
- 0.00%
- 1M
- -0.63%
- 6M
- -0.42%
- YTD
- 0.09%
- 1Y
- 1.02%
- 3Y*
- 3.03%
- 5Y*
- -0.33%
- 10Y*
- 2.36%
- ALL TIME*
- 4.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSSCX vs. LSGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSSCX Loomis Sayles Small Cap Value Fund | 20.28% | 5.31% | 10.89% | 19.39% | -11.52% | 29.03% | 2.29% | 25.06% | -16.81% | 10.01% |
LSGSX Loomis Sayles Inflation Protected Securities Fund | 0.09% | 5.66% | 1.80% | 3.63% | -12.50% | 5.01% | 13.97% | 8.63% | -2.23% | 3.61% |
Correlation
The correlation between LSSCX and LSGSX is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.22 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.02 |
Correlation (All Time) Calculated using the full available price history since May 20, 1991 | -0.07 |
The correlation between LSSCX and LSGSX shifts across timeframes, from -0.07 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LSSCX vs. LSGSX — Risk / Return Rank
LSSCX
LSGSX
LSSCX vs. LSGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Small Cap Value Fund (LSSCX) and Loomis Sayles Inflation Protected Securities Fund (LSGSX). 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.
| LSSCX | LSGSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.05 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 0.45 | +2.40 |
| Martin ratioReturn relative to average drawdown | 8.90 | 0.95 | +7.95 |
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Drawdowns
LSSCX vs. LSGSX - Drawdown Comparison
The maximum LSSCX drawdown since its inception was -54.28%, which is greater than LSGSX's maximum drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for LSSCX and LSGSX.
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Drawdown Indicators
| LSSCX | LSGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.28% | -17.20% | -37.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.89% | -2.34% | -7.55% |
Max Drawdown (3Y)Largest decline over 3 years | -25.10% | -3.88% | -21.22% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | -15.23% | -9.87% |
Max Drawdown (10Y)Largest decline over 10 years | -44.65% | -15.23% | -29.42% |
Current DrawdownCurrent decline from peak | -1.67% | -3.17% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -7.55% | -4.58% | -2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 1.04% | +1.93% |
Volatility
LSSCX vs. LSGSX - Volatility Comparison
Loomis Sayles Small Cap Value Fund (LSSCX) has a higher volatility of 3.31% compared to Loomis Sayles Inflation Protected Securities Fund (LSGSX) at 0.74%. This indicates that LSSCX's price experiences larger fluctuations and is considered to be riskier than LSGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSSCX | LSGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 0.74% | +2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 11.78% | 2.50% | +9.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 3.74% | +13.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.78% | 6.29% | +14.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.34% | 5.59% | +16.75% |
LSSCX vs. LSGSX - Expense Ratio Comparison
LSSCX has a 0.90% expense ratio, which is higher than LSGSX's 0.40% expense ratio.
Dividends
LSSCX vs. LSGSX - Dividend Comparison
LSSCX's dividend yield for the trailing twelve months is around 14.55%, more than LSGSX's 3.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSGSX Loomis Sayles Inflation Protected Securities Fund | 3.83% | 3.53% | 3.52% | 3.88% | 8.23% | 5.60% | 0.99% | 1.96% | 2.90% | 2.38% | 1.48% | 0.75% |
LSSCX Loomis Sayles Small Cap Value Fund | 14.55% | 17.50% | 10.71% | 20.30% | 12.74% | 19.01% | 8.04% | 8.65% | 17.43% | 12.58% | 8.27% | 11.35% |
Frequently Asked Questions
LSSCX and LSGSX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSSCX has higher volatility (3.31%) compared to LSGSX (0.74%). In terms of maximum drawdown, LSSCX dropped -54.28% vs LSGSX's -17.20%.
LSSCX currently has the higher Sharpe Ratio (1.64 vs 0.28), 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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