MABDX vs. LSSAX
MABDX (Mutual of America Bond Fund) and LSSAX (Loomis Sayles Securitized Asset Fund) are both Intermediate Core Bond funds. Over the past 5 years, MABDX returned -0.47%/yr vs 1.40%/yr for LSSAX. A 0.80 correlation means they provide meaningful diversification when combined. MABDX charges 0.43%/yr vs 0.00%/yr for LSSAX.
Performance
MABDX vs. LSSAX - Performance Comparison
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Returns By Period
In the year-to-date period, MABDX achieves a 0.04% return, which is significantly lower than LSSAX's 1.24% return.
MABDX
- 1D
- -0.24%
- 1M
- 0.66%
- YTD
- 0.04%
- 6M
- 0.36%
- 1Y
- 4.16%
- 3Y*
- 3.46%
- 5Y*
- -0.47%
- 10Y*
- —
LSSAX
- 1D
- -0.25%
- 1M
- 0.60%
- YTD
- 1.24%
- 6M
- 1.36%
- 1Y
- 5.75%
- 3Y*
- 5.77%
- 5Y*
- 1.40%
- 10Y*
- 2.47%
MABDX vs. LSSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MABDX Mutual of America Bond Fund | 0.04% | 7.58% | 0.53% | 4.08% | -12.96% | -2.98% | 914.19% |
LSSAX Loomis Sayles Securitized Asset Fund | 1.24% | 8.32% | 3.94% | 7.01% | -11.82% | 0.64% | 4.68% |
Correlation
The correlation between MABDX and LSSAX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2020 | 0.80 |
The correlation between MABDX and LSSAX has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.
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Return for Risk
MABDX vs. LSSAX — Risk / Return Rank
MABDX
LSSAX
MABDX vs. LSSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mutual of America Bond Fund (MABDX) and Loomis Sayles Securitized Asset Fund (LSSAX). 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.
| MABDX | LSSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.35 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 3.52 | -1.70 |
| Martin ratioReturn relative to average drawdown | 5.49 | 11.69 | -6.20 |
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Drawdowns
MABDX vs. LSSAX - Drawdown Comparison
The maximum MABDX drawdown since its inception was -23.20%, which is greater than LSSAX's maximum drawdown of -16.40%. Use the drawdown chart below to compare losses from any high point for MABDX and LSSAX.
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Drawdown Indicators
| MABDX | LSSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.20% | -16.40% | -6.80% |
Max Drawdown (1Y)Largest decline over 1 year | -2.69% | -2.16% | -0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -6.05% | -5.91% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -18.51% | -16.40% | -2.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.40% | — |
Current DrawdownCurrent decline from peak | -9.61% | -0.61% | -9.00% |
Average DrawdownAverage peak-to-trough decline | -11.95% | -1.97% | -9.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 0.73% | +0.13% |
Volatility
MABDX vs. LSSAX - Volatility Comparison
The current volatility for Mutual of America Bond Fund (MABDX) is 1.09%, while Loomis Sayles Securitized Asset Fund (LSSAX) has a volatility of 1.21%. This indicates that MABDX experiences smaller price fluctuations and is considered to be less risky than LSSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MABDX | LSSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 1.21% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 2.84% | 2.77% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.83% | 4.12% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.30% | 5.80% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 373.96% | 4.43% | +369.53% |
MABDX vs. LSSAX - Expense Ratio Comparison
MABDX has a 0.43% expense ratio, which is higher than LSSAX's 0.00% expense ratio.
Dividends
MABDX vs. LSSAX - Dividend Comparison
MABDX's dividend yield for the trailing twelve months is around 4.12%, less than LSSAX's 4.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSSAX Loomis Sayles Securitized Asset Fund | 4.34% | 4.23% | 4.54% | 5.65% | 6.47% | 6.38% | 5.95% | 5.48% | 5.62% | 5.42% | 5.12% | 5.20% |
MABDX Mutual of America Bond Fund | 4.12% | 4.10% | 3.26% | 2.42% | 1.66% | 1.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MABDX and LSSAX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSSAX has higher volatility (1.21%) compared to MABDX (1.09%). In terms of maximum drawdown, MABDX dropped -23.20% vs LSSAX's -16.40%.
LSSAX currently has the higher Sharpe Ratio (1.85 vs 1.29), 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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