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MSTI vs. LSST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSTI vs. LSST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Short-Term Strategic Income ETF (MSTI) and Natixis Loomis Sayles Short Duration Income ETF (LSST). The values are adjusted to include any dividend payments, if applicable.

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MSTI vs. LSST - Yearly Performance Comparison


2026 (YTD)202520242023
MSTI
Madison Short-Term Strategic Income ETF
0.25%6.33%4.84%4.14%
LSST
Natixis Loomis Sayles Short Duration Income ETF
0.00%0.00%4.76%3.29%

Returns By Period


MSTI

1D
0.34%
1M
-0.68%
YTD
0.25%
6M
1.49%
1Y
4.76%
3Y*
5Y*
10Y*

LSST

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSTI vs. LSST - Expense Ratio Comparison

MSTI has a 0.40% expense ratio, which is higher than LSST's 0.38% expense ratio.


Return for Risk

MSTI vs. LSST — Risk / Return Rank

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

MSTI
MSTI Risk / Return Rank: 9090
Overall Rank
MSTI Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MSTI Sortino Ratio Rank: 9090
Sortino Ratio Rank
MSTI Omega Ratio Rank: 8686
Omega Ratio Rank
MSTI Calmar Ratio Rank: 9494
Calmar Ratio Rank
MSTI Martin Ratio Rank: 9494
Martin Ratio Rank

LSST
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.

MSTI vs. LSST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Short-Term Strategic Income ETF (MSTI) and Natixis Loomis Sayles Short Duration Income ETF (LSST). 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.


MSTILSSTDifference

Sharpe ratio

Return per unit of total volatility

1.73

Sortino ratio

Return per unit of downside risk

2.56

Omega ratio

Gain probability vs. loss probability

1.34

Calmar ratio

Return relative to maximum drawdown

3.65

Martin ratio

Return relative to average drawdown

14.37

MSTI vs. LSST - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSTILSSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

Sharpe Ratio (All Time)

Calculated using the full available price history

2.24

Correlation

The correlation between MSTI and LSST is 0.48, 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

MSTI vs. LSST - Dividend Comparison

MSTI's dividend yield for the trailing twelve months is around 5.32%, while LSST has not paid dividends to shareholders.


TTM20252024202320222021202020192018
MSTI
Madison Short-Term Strategic Income ETF
5.32%5.40%5.48%1.55%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

MSTI vs. LSST - Drawdown Comparison


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Drawdown Indicators


MSTILSSTDifference

Max Drawdown

Largest peak-to-trough decline

-1.48%

Max Drawdown (1Y)

Largest decline over 1 year

-1.32%

Current Drawdown

Current decline from peak

-0.69%

Average Drawdown

Average peak-to-trough decline

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

Volatility

MSTI vs. LSST - Volatility Comparison


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Volatility by Period


MSTILSSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

Volatility (6M)

Calculated over the trailing 6-month period

1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.73%