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LSST vs. ZTWO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSST vs. ZTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Loomis Sayles Short Duration Income ETF (LSST) and F/M 2-Year Investment Grade Corporate Bond ETF (ZTWO). The values are adjusted to include any dividend payments, if applicable.

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LSST vs. ZTWO - Yearly Performance Comparison


Returns By Period


LSST

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

ZTWO

1D
0.15%
1M
-0.51%
YTD
0.26%
6M
1.36%
1Y
4.23%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSST vs. ZTWO - Expense Ratio Comparison

LSST has a 0.38% expense ratio, which is higher than ZTWO's 0.15% expense ratio.


Return for Risk

LSST vs. ZTWO — Risk / Return Rank

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

LSST

ZTWO
ZTWO Risk / Return Rank: 9797
Overall Rank
ZTWO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ZTWO Sortino Ratio Rank: 9898
Sortino Ratio Rank
ZTWO Omega Ratio Rank: 9797
Omega Ratio Rank
ZTWO Calmar Ratio Rank: 9696
Calmar Ratio Rank
ZTWO Martin Ratio Rank: 9797
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. ZTWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Loomis Sayles Short Duration Income ETF (LSST) and F/M 2-Year Investment Grade Corporate Bond ETF (ZTWO). 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. ZTWO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LSSTZTWODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.77

Sharpe Ratio (All Time)

Calculated using the full available price history

3.23

Dividends

LSST vs. ZTWO - Dividend Comparison

LSST has not paid dividends to shareholders, while ZTWO's dividend yield for the trailing twelve months is around 4.57%.


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%
ZTWO
F/M 2-Year Investment Grade Corporate Bond ETF
4.57%4.31%0.39%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LSST vs. ZTWO - Drawdown Comparison


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Drawdown Indicators


LSSTZTWODifference

Max Drawdown

Largest peak-to-trough decline

-0.93%

Max Drawdown (1Y)

Largest decline over 1 year

-0.93%

Current Drawdown

Current decline from peak

-0.51%

Average Drawdown

Average peak-to-trough decline

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

Volatility

LSST vs. ZTWO - Volatility Comparison


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Volatility by Period


LSSTZTWODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

Volatility (6M)

Calculated over the trailing 6-month period

0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.50%