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NEFLX vs. LSIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEFLX vs. LSIIX - Performance Comparison

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

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NEFLX vs. LSIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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, NEFLX achieves a -0.02% return, which is significantly higher than LSIIX's -1.33% return. Over the past 10 years, NEFLX has underperformed LSIIX with an annualized return of 1.40%, while LSIIX has yielded a comparatively higher 3.12% annualized return.


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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEFLX vs. LSIIX - Expense Ratio Comparison

NEFLX has a 0.69% expense ratio, which is higher than LSIIX's 0.54% expense ratio.


Return for Risk

NEFLX vs. LSIIX — Risk / Return Rank

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

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

LSIIX
LSIIX Risk / Return Rank: 3232
Overall Rank
LSIIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LSIIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
LSIIX Omega Ratio Rank: 1818
Omega Ratio Rank
LSIIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
LSIIX Martin Ratio Rank: 4343
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.

NEFLX vs. LSIIX - Risk-Adjusted Trends Comparison

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


NEFLXLSIIXDifference

Sharpe ratio

Return per unit of total volatility

1.95

0.57

+1.38

Sortino ratio

Return per unit of downside risk

3.21

0.80

+2.41

Omega ratio

Gain probability vs. loss probability

1.43

1.11

+0.32

Calmar ratio

Return relative to maximum drawdown

4.30

1.33

+2.97

Martin ratio

Return relative to average drawdown

14.22

4.39

+9.83

NEFLX vs. LSIIX - Sharpe Ratio Comparison

The current NEFLX Sharpe Ratio is 1.95, which is higher than the LSIIX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of NEFLX and LSIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NEFLXLSIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

0.57

+1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.16

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.71

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

1.14

+0.22

Correlation

The correlation between NEFLX and LSIIX is 0.63, 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

NEFLX vs. LSIIX - Dividend Comparison

NEFLX's dividend yield for the trailing twelve months is around 2.90%, less than LSIIX's 2.97% yield.


TTM20252024202320222021202020192018201720162015
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%
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

NEFLX vs. LSIIX - Drawdown Comparison

The maximum NEFLX drawdown since its inception was -7.37%, smaller than the maximum LSIIX drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for NEFLX and LSIIX.


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Drawdown Indicators


NEFLXLSIIXDifference

Max Drawdown

Largest peak-to-trough decline

-7.37%

-20.77%

+13.40%

Max Drawdown (1Y)

Largest decline over 1 year

-1.19%

-3.23%

+2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-7.21%

-15.62%

+8.41%

Max Drawdown (10Y)

Largest decline over 10 years

-7.37%

-15.62%

+8.25%

Current Drawdown

Current decline from peak

-0.82%

-2.89%

+2.07%

Average Drawdown

Average peak-to-trough decline

-0.88%

-2.42%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.98%

-0.62%

Volatility

NEFLX vs. LSIIX - Volatility Comparison

The current volatility for Loomis Sayles Limited Term Government And Agency Fund (NEFLX) is 0.73%, while Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) has a volatility of 1.36%. This indicates that NEFLX experiences smaller price fluctuations and is considered to be less risky 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


NEFLXLSIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

1.36%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

1.39%

2.75%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

2.32%

4.75%

-2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.45%

5.23%

-2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.98%

4.51%

-2.53%