PortfoliosLab logoPortfoliosLab logo
MDSIX vs. NEFLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDSIX vs. NEFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Integrity Short Term Government Fund (MDSIX) and Loomis Sayles Limited Term Government And Agency Fund (NEFLX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MDSIX vs. NEFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDSIX
Integrity Short Term Government Fund
0.36%6.91%6.90%4.30%-7.23%-1.14%2.76%3.54%2.21%1.19%
NEFLX
Loomis Sayles Limited Term Government And Agency Fund
-0.02%5.01%3.14%4.19%-4.74%-1.25%3.19%3.14%1.14%0.84%

Returns By Period

In the year-to-date period, MDSIX achieves a 0.36% return, which is significantly higher than NEFLX's -0.02% return. Over the past 10 years, MDSIX has outperformed NEFLX with an annualized return of 1.87%, while NEFLX has yielded a comparatively lower 1.40% annualized return.


MDSIX

1D
0.34%
1M
-0.89%
YTD
0.36%
6M
1.92%
1Y
5.21%
3Y*
5.51%
5Y*
1.95%
10Y*
1.87%

NEFLX

1D
0.28%
1M
-0.82%
YTD
-0.02%
6M
1.04%
1Y
3.12%
3Y*
3.46%
5Y*
1.31%
10Y*
1.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MDSIX vs. NEFLX - Expense Ratio Comparison

MDSIX has a 0.55% expense ratio, which is lower than NEFLX's 0.69% expense ratio.


Return for Risk

MDSIX vs. NEFLX — Risk / Return Rank

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

MDSIX
MDSIX Risk / Return Rank: 9696
Overall Rank
MDSIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MDSIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
MDSIX Omega Ratio Rank: 9494
Omega Ratio Rank
MDSIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
MDSIX Martin Ratio Rank: 9797
Martin Ratio Rank

NEFLX
NEFLX Risk / Return Rank: 9494
Overall Rank
NEFLX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
NEFLX Sortino Ratio Rank: 9595
Sortino Ratio Rank
NEFLX Omega Ratio Rank: 9191
Omega Ratio Rank
NEFLX Calmar Ratio Rank: 9898
Calmar Ratio Rank
NEFLX 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.

MDSIX vs. NEFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Integrity Short Term Government Fund (MDSIX) and Loomis Sayles Limited Term Government And Agency Fund (NEFLX). 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.


MDSIXNEFLXDifference

Sharpe ratio

Return per unit of total volatility

2.34

1.95

+0.39

Sortino ratio

Return per unit of downside risk

3.77

3.21

+0.56

Omega ratio

Gain probability vs. loss probability

1.48

1.43

+0.05

Calmar ratio

Return relative to maximum drawdown

4.35

4.30

+0.05

Martin ratio

Return relative to average drawdown

17.55

14.22

+3.33

MDSIX vs. NEFLX - Sharpe Ratio Comparison

The current MDSIX Sharpe Ratio is 2.34, which is comparable to the NEFLX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of MDSIX and NEFLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MDSIXNEFLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

1.95

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.56

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.72

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.35

-0.76

Correlation

The correlation between MDSIX and NEFLX is 0.59, 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

MDSIX vs. NEFLX - Dividend Comparison

MDSIX's dividend yield for the trailing twelve months is around 3.13%, more than NEFLX's 2.90% yield.


TTM20252024202320222021202020192018201720162015
MDSIX
Integrity Short Term Government Fund
3.13%2.54%3.91%1.51%0.93%1.90%4.41%3.50%3.70%3.01%2.50%2.44%
NEFLX
Loomis Sayles Limited Term Government And Agency Fund
2.90%3.21%3.18%2.96%1.26%0.59%1.12%2.02%1.92%1.73%1.50%1.54%

Drawdowns

MDSIX vs. NEFLX - Drawdown Comparison

The maximum MDSIX drawdown since its inception was -11.28%, which is greater than NEFLX's maximum drawdown of -7.37%. Use the drawdown chart below to compare losses from any high point for MDSIX and NEFLX.


Loading graphics...

Drawdown Indicators


MDSIXNEFLXDifference

Max Drawdown

Largest peak-to-trough decline

-11.28%

-7.37%

-3.91%

Max Drawdown (1Y)

Largest decline over 1 year

-1.22%

-1.19%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-11.11%

-7.21%

-3.90%

Max Drawdown (10Y)

Largest decline over 10 years

-11.28%

-7.37%

-3.91%

Current Drawdown

Current decline from peak

-0.89%

-0.82%

-0.07%

Average Drawdown

Average peak-to-trough decline

-1.26%

-0.88%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

0.36%

-0.06%

Volatility

MDSIX vs. NEFLX - Volatility Comparison

Integrity Short Term Government Fund (MDSIX) has a higher volatility of 0.90% compared to Loomis Sayles Limited Term Government And Agency Fund (NEFLX) at 0.73%. This indicates that MDSIX's price experiences larger fluctuations and is considered to be riskier than NEFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MDSIXNEFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

0.73%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

1.39%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

2.30%

2.32%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

2.45%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.13%

1.98%

+1.15%