NCRLX vs. LSSAX
Compare and contrast key facts about Neuberger Berman Core Bond Fund (NCRLX) and Loomis Sayles Securitized Asset Fund (LSSAX).
NCRLX is managed by Neuberger Berman. It was launched on Sep 29, 1995. LSSAX is managed by Loomis Sayles Funds. It was launched on Mar 2, 2006.
Performance
NCRLX vs. LSSAX - Performance Comparison
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NCRLX vs. LSSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NCRLX Neuberger Berman Core Bond Fund | -0.49% | 7.24% | 1.90% | 5.69% | -14.36% | -1.07% | 9.50% | 9.43% | -1.06% | 3.95% |
LSSAX Loomis Sayles Securitized Asset Fund | 0.29% | 8.32% | 3.94% | 7.01% | -11.82% | 0.64% | 4.68% | 6.81% | 2.48% | 3.40% |
Returns By Period
In the year-to-date period, NCRLX achieves a -0.49% return, which is significantly lower than LSSAX's 0.29% return. Over the past 10 years, NCRLX has underperformed LSSAX with an annualized return of 1.86%, while LSSAX has yielded a comparatively higher 2.53% annualized return.
NCRLX
- 1D
- 0.57%
- 1M
- -2.33%
- YTD
- -0.49%
- 6M
- 0.29%
- 1Y
- 3.94%
- 3Y*
- 3.58%
- 5Y*
- 0.01%
- 10Y*
- 1.86%
LSSAX
- 1D
- 0.64%
- 1M
- -1.53%
- YTD
- 0.29%
- 6M
- 1.82%
- 1Y
- 5.17%
- 3Y*
- 5.37%
- 5Y*
- 1.38%
- 10Y*
- 2.53%
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NCRLX vs. LSSAX - Expense Ratio Comparison
NCRLX has a 0.39% expense ratio, which is higher than LSSAX's 0.00% expense ratio.
Return for Risk
NCRLX vs. LSSAX — Risk / Return Rank
NCRLX
LSSAX
NCRLX vs. LSSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Core Bond Fund (NCRLX) 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.
| NCRLX | LSSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.61 | -0.57 |
Sortino ratioReturn per unit of downside risk | 1.52 | 2.49 | -0.97 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.30 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 3.41 | -1.69 |
Martin ratioReturn relative to average drawdown | 5.20 | 10.00 | -4.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NCRLX | LSSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.61 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.25 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.59 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.95 | -0.46 |
Correlation
The correlation between NCRLX and LSSAX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
NCRLX vs. LSSAX - Dividend Comparison
NCRLX's dividend yield for the trailing twelve months is around 4.35%, more than LSSAX's 4.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NCRLX Neuberger Berman Core Bond Fund | 4.35% | 4.68% | 4.76% | 3.90% | 2.63% | 2.47% | 4.76% | 3.37% | 3.00% | 2.80% | 3.37% | 3.15% |
LSSAX Loomis Sayles Securitized Asset Fund | 4.28% | 4.23% | 4.54% | 5.65% | 6.47% | 6.38% | 5.95% | 5.48% | 5.62% | 5.42% | 5.12% | 5.20% |
Drawdowns
NCRLX vs. LSSAX - Drawdown Comparison
The maximum NCRLX drawdown since its inception was -19.21%, which is greater than LSSAX's maximum drawdown of -16.40%. Use the drawdown chart below to compare losses from any high point for NCRLX and LSSAX.
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Drawdown Indicators
| NCRLX | LSSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.21% | -16.40% | -2.81% |
Max Drawdown (1Y)Largest decline over 1 year | -2.88% | -2.45% | -0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -19.21% | -16.40% | -2.81% |
Max Drawdown (10Y)Largest decline over 10 years | -19.21% | -16.40% | -2.81% |
Current DrawdownCurrent decline from peak | -2.80% | -1.53% | -1.27% |
Average DrawdownAverage peak-to-trough decline | -3.82% | -1.98% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.84% | +0.11% |
Volatility
NCRLX vs. LSSAX - Volatility Comparison
Neuberger Berman Core Bond Fund (NCRLX) has a higher volatility of 1.61% compared to Loomis Sayles Securitized Asset Fund (LSSAX) at 1.24%. This indicates that NCRLX's price experiences larger fluctuations and is considered to be riskier 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
| NCRLX | LSSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 1.24% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 2.68% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.43% | 4.69% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.99% | 5.73% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.98% | 4.39% | +0.59% |