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LSST vs. SDCP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSST vs. SDCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Loomis Sayles Short Duration Income ETF (LSST) and Virtus Newfleet Short Duration Core Plus Bond ETF (SDCP). The values are adjusted to include any dividend payments, if applicable.

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LSST vs. SDCP - Yearly Performance Comparison


2026 (YTD)202520242023
LSST
Natixis Loomis Sayles Short Duration Income ETF
0.00%0.00%4.76%1.90%
SDCP
Virtus Newfleet Short Duration Core Plus Bond ETF
0.42%5.37%5.24%1.98%

Returns By Period


LSST

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SDCP

1D
0.21%
1M
-0.54%
YTD
0.42%
6M
1.66%
1Y
4.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSST vs. SDCP - Expense Ratio Comparison

LSST has a 0.38% expense ratio, which is higher than SDCP's 0.35% expense ratio.


Return for Risk

LSST vs. SDCP — Risk / Return Rank

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

LSST

SDCP
SDCP Risk / Return Rank: 9797
Overall Rank
SDCP Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SDCP Sortino Ratio Rank: 9797
Sortino Ratio Rank
SDCP Omega Ratio Rank: 9797
Omega Ratio Rank
SDCP Calmar Ratio Rank: 9797
Calmar Ratio Rank
SDCP Martin Ratio Rank: 9696
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.

LSST vs. SDCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Loomis Sayles Short Duration Income ETF (LSST) and Virtus Newfleet Short Duration Core Plus Bond ETF (SDCP). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LSST vs. SDCP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LSSTSDCPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

Sharpe Ratio (All Time)

Calculated using the full available price history

2.65

Correlation

The correlation between LSST and SDCP is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LSST vs. SDCP - Dividend Comparison

LSST has not paid dividends to shareholders, while SDCP's dividend yield for the trailing twelve months is around 5.27%.


TTM20252024202320222021202020192018
LSST
Natixis Loomis Sayles Short Duration Income ETF
0.00%0.00%3.44%3.85%1.93%2.73%3.96%2.70%2.59%
SDCP
Virtus Newfleet Short Duration Core Plus Bond ETF
5.27%5.16%5.25%0.59%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LSST vs. SDCP - Drawdown Comparison


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Drawdown Indicators


LSSTSDCPDifference

Max Drawdown

Largest peak-to-trough decline

-1.00%

Max Drawdown (1Y)

Largest decline over 1 year

-0.82%

Current Drawdown

Current decline from peak

-0.54%

Average Drawdown

Average peak-to-trough decline

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

Volatility

LSST vs. SDCP - Volatility Comparison


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Volatility by Period


LSSTSDCPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

Volatility (6M)

Calculated over the trailing 6-month period

0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.10%