NEFLX vs. LSIIX
Compare and contrast key facts about Loomis Sayles Limited Term Government And Agency Fund (NEFLX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX).
NEFLX is managed by Natixis. It was launched on Jan 2, 1989. LSIIX is managed by Natixis. It was launched on Dec 31, 1996.
Performance
NEFLX vs. LSIIX - Performance Comparison
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NEFLX vs. LSIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
NEFLX
LSIIX
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.
| NEFLX | LSIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 0.57 | +1.38 |
Sortino ratioReturn per unit of downside risk | 3.21 | 0.80 | +2.41 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.11 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 4.30 | 1.33 | +2.97 |
Martin ratioReturn relative to average drawdown | 14.22 | 4.39 | +9.83 |
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
| NEFLX | LSIIX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| NEFLX | LSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.82% | -2.89% | +2.07% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -2.42% | +1.54% |
Ulcer IndexDepth 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
| NEFLX | LSIIX | Difference | |
|---|---|---|---|
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% |