NEFHX vs. LSIIX
Compare and contrast key facts about Loomis Sayles High Income Fund (NEFHX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX).
NEFHX is managed by Natixis. It was launched on Feb 22, 1984. LSIIX is managed by Natixis. It was launched on Dec 31, 1996.
Performance
NEFHX vs. LSIIX - Performance Comparison
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NEFHX vs. LSIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEFHX Loomis Sayles High Income Fund | -1.59% | 7.59% | 8.77% | 9.53% | -13.67% | 2.87% | 8.18% | 11.95% | -3.47% | 7.50% |
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | -1.33% | 5.58% | 2.91% | 7.50% | -11.31% | 0.18% | 11.60% | 9.04% | -0.31% | 6.65% |
Returns By Period
In the year-to-date period, NEFHX achieves a -1.59% return, which is significantly lower than LSIIX's -1.33% return. Over the past 10 years, NEFHX has outperformed LSIIX with an annualized return of 4.72%, while LSIIX has yielded a comparatively lower 3.12% annualized return.
NEFHX
- 1D
- 0.08%
- 1M
- -2.35%
- YTD
- -1.59%
- 6M
- -1.13%
- 1Y
- 4.84%
- 3Y*
- 7.33%
- 5Y*
- 2.21%
- 10Y*
- 4.72%
LSIIX
- 1D
- 0.10%
- 1M
- -2.89%
- YTD
- -1.33%
- 6M
- -0.93%
- 1Y
- 1.92%
- 3Y*
- 3.71%
- 5Y*
- 0.80%
- 10Y*
- 3.12%
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NEFHX vs. LSIIX - Expense Ratio Comparison
NEFHX has a 1.01% expense ratio, which is higher than LSIIX's 0.54% expense ratio.
Return for Risk
NEFHX vs. LSIIX — Risk / Return Rank
NEFHX
LSIIX
NEFHX vs. LSIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles High Income Fund (NEFHX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX). 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.
| NEFHX | LSIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.57 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.20 | 0.80 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.11 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.33 | -0.37 |
Martin ratioReturn relative to average drawdown | 3.98 | 4.39 | -0.41 |
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
| NEFHX | LSIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.57 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.16 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.71 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.14 | -0.72 |
Correlation
The correlation between NEFHX and LSIIX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
NEFHX vs. LSIIX - Dividend Comparison
NEFHX's dividend yield for the trailing twelve months is around 4.52%, more than LSIIX's 2.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEFHX Loomis Sayles High Income Fund | 4.52% | 4.79% | 6.92% | 7.56% | 5.97% | 4.27% | 5.14% | 4.93% | 4.91% | 4.42% | 3.32% | 5.93% |
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | 2.97% | 3.68% | 4.86% | 4.25% | 3.32% | 4.10% | 8.20% | 3.56% | 2.18% | 4.10% | 6.71% | 3.91% |
Drawdowns
NEFHX vs. LSIIX - Drawdown Comparison
The maximum NEFHX drawdown since its inception was -43.09%, which is greater than LSIIX's maximum drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for NEFHX and LSIIX.
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Drawdown Indicators
| NEFHX | LSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.09% | -20.77% | -22.32% |
Max Drawdown (1Y)Largest decline over 1 year | -3.34% | -3.23% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -18.10% | -15.62% | -2.48% |
Max Drawdown (10Y)Largest decline over 10 years | -21.84% | -15.62% | -6.22% |
Current DrawdownCurrent decline from peak | -2.39% | -2.89% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -2.42% | -5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 0.98% | +0.13% |
Volatility
NEFHX vs. LSIIX - Volatility Comparison
Loomis Sayles High Income Fund (NEFHX) has a higher volatility of 1.52% compared to Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) at 1.36%. This indicates that NEFHX's price experiences larger fluctuations and is considered to be riskier than LSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFHX | LSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.52% | 1.36% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 2.70% | 2.75% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.37% | 4.75% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.80% | 5.23% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.15% | 4.51% | +1.64% |