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LSSCX vs. LSIOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSSCX vs. LSIOX - Performance Comparison

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

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LSSCX vs. LSIOX - 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%
LSIOX
Loomis Sayles High Income Opps Fund
-0.85%9.31%9.95%10.81%-12.85%4.32%9.25%13.01%-2.08%8.40%

Returns By Period

In the year-to-date period, LSSCX achieves a 0.75% return, which is significantly higher than LSIOX's -0.85% return. Over the past 10 years, LSSCX has outperformed LSIOX with an annualized return of 8.71%, while LSIOX has yielded a comparatively lower 5.93% 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%

LSIOX

1D
-0.34%
1M
-1.71%
YTD
-0.85%
6M
0.45%
1Y
7.08%
3Y*
8.79%
5Y*
3.56%
10Y*
5.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSSCX vs. LSIOX - Expense Ratio Comparison

LSSCX has a 0.90% expense ratio, which is higher than LSIOX's 0.00% expense ratio.


Return for Risk

LSSCX vs. LSIOX — 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

LSIOX
LSIOX Risk / Return Rank: 8585
Overall Rank
LSIOX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LSIOX Sortino Ratio Rank: 8888
Sortino Ratio Rank
LSIOX Omega Ratio Rank: 9292
Omega Ratio Rank
LSIOX Calmar Ratio Rank: 7272
Calmar Ratio Rank
LSIOX Martin Ratio Rank: 8484
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. LSIOX - 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 High Income Opps Fund (LSIOX). 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.


LSSCXLSIOXDifference

Sharpe ratio

Return per unit of total volatility

0.57

1.82

-1.26

Sortino ratio

Return per unit of downside risk

0.98

2.42

-1.43

Omega ratio

Gain probability vs. loss probability

1.13

1.45

-0.32

Calmar ratio

Return relative to maximum drawdown

0.08

1.66

-1.59

Martin ratio

Return relative to average drawdown

0.25

8.49

-8.24

LSSCX vs. LSIOX - Sharpe Ratio Comparison

The current LSSCX Sharpe Ratio is 0.57, which is lower than the LSIOX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of LSSCX and LSIOX, 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


LSSCXLSIOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.82

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.71

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

1.06

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.02

-0.46

Correlation

The correlation between LSSCX and LSIOX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LSSCX vs. LSIOX - Dividend Comparison

LSSCX's dividend yield for the trailing twelve months is around 17.37%, more than LSIOX's 6.71% 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%
LSIOX
Loomis Sayles High Income Opps Fund
6.71%6.39%7.34%7.31%7.32%9.02%5.58%5.62%7.50%5.64%6.03%6.18%

Drawdowns

LSSCX vs. LSIOX - Drawdown Comparison

The maximum LSSCX drawdown since its inception was -54.28%, which is greater than LSIOX's maximum drawdown of -20.94%. Use the drawdown chart below to compare losses from any high point for LSSCX and LSIOX.


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Drawdown Indicators


LSSCXLSIOXDifference

Max Drawdown

Largest peak-to-trough decline

-54.28%

-20.94%

-33.34%

Max Drawdown (1Y)

Largest decline over 1 year

-14.43%

-3.61%

-10.82%

Max Drawdown (5Y)

Largest decline over 5 years

-25.10%

-17.13%

-7.97%

Max Drawdown (10Y)

Largest decline over 10 years

-44.65%

-20.94%

-23.71%

Current Drawdown

Current decline from peak

-9.89%

-1.82%

-8.07%

Average Drawdown

Average peak-to-trough decline

-7.61%

-2.83%

-4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

0.83%

+5.79%

Volatility

LSSCX vs. LSIOX - Volatility Comparison

Loomis Sayles Small Cap Value Fund (LSSCX) has a higher volatility of 4.56% compared to Loomis Sayles High Income Opps Fund (LSIOX) at 1.04%. This indicates that LSSCX's price experiences larger fluctuations and is considered to be riskier than LSIOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSSCXLSIOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

1.04%

+3.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

2.11%

+10.59%

Volatility (1Y)

Calculated over the trailing 1-year period

24.85%

4.63%

+20.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.90%

5.26%

+15.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.37%

5.72%

+16.65%