NEFLX vs. LTUSX
NEFLX (Loomis Sayles Limited Term Government And Agency Fund) and LTUSX (Thornburg Limited Term U.S. Government Fund) are both Government Bonds funds. Over the past 10 years, NEFLX returned 1.40%/yr vs 1.01%/yr for LTUSX. Their correlation of 0.80 suggests significant overlap in exposure. NEFLX charges 0.69%/yr vs 0.92%/yr for LTUSX.
Performance
NEFLX vs. LTUSX - Performance Comparison
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Returns By Period
In the year-to-date period, NEFLX achieves a 0.27% return, which is significantly lower than LTUSX's 0.39% return. Over the past 10 years, NEFLX has outperformed LTUSX with an annualized return of 1.40%, while LTUSX has yielded a comparatively lower 1.01% annualized return.
NEFLX
- 1D
- 0.09%
- 1M
- 0.28%
- YTD
- 0.27%
- 6M
- 0.66%
- 1Y
- 2.79%
- 3Y*
- 3.62%
- 5Y*
- 1.36%
- 10Y*
- 1.40%
LTUSX
- 1D
- 0.16%
- 1M
- 0.34%
- YTD
- 0.39%
- 6M
- 0.53%
- 1Y
- 4.02%
- 3Y*
- 3.70%
- 5Y*
- 0.73%
- 10Y*
- 1.01%
NEFLX vs. LTUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEFLX Loomis Sayles Limited Term Government And Agency Fund | 0.27% | 5.01% | 3.14% | 4.19% | -4.74% | -1.25% | 3.19% | 3.14% | 1.14% | 0.84% |
LTUSX Thornburg Limited Term U.S. Government Fund | 0.39% | 6.40% | 2.40% | 3.40% | -8.06% | -1.82% | 3.77% | 3.61% | 0.98% | 0.60% |
Correlation
The correlation between NEFLX and LTUSX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1988 | 0.80 |
The correlation between NEFLX and LTUSX shifts across timeframes, from 0.66 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
NEFLX vs. LTUSX — Risk / Return Rank
NEFLX
LTUSX
NEFLX vs. LTUSX - 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 Thornburg Limited Term U.S. Government Fund (LTUSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NEFLX | LTUSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.26 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 1.78 | +1.02 |
| Martin ratioReturn relative to average drawdown | 8.87 | 4.87 | +4.00 |
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Drawdowns
NEFLX vs. LTUSX - Drawdown Comparison
The maximum NEFLX drawdown since its inception was -7.37%, smaller than the maximum LTUSX drawdown of -12.34%. Use the drawdown chart below to compare losses from any high point for NEFLX and LTUSX.
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Drawdown Indicators
| NEFLX | LTUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.37% | -12.34% | +4.97% |
Max Drawdown (1Y)Largest decline over 1 year | -1.19% | -2.31% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -1.34% | -3.69% | +2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -7.21% | -11.69% | +4.48% |
Max Drawdown (10Y)Largest decline over 10 years | -7.37% | -12.34% | +4.97% |
Current DrawdownCurrent decline from peak | -0.54% | -1.58% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -1.40% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | 0.85% | -0.45% |
Volatility
NEFLX vs. LTUSX - Volatility Comparison
The current volatility for Loomis Sayles Limited Term Government And Agency Fund (NEFLX) is 0.58%, while Thornburg Limited Term U.S. Government Fund (LTUSX) has a volatility of 1.00%. This indicates that NEFLX experiences smaller price fluctuations and is considered to be less risky than LTUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFLX | LTUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 1.00% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 1.41% | 2.13% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.95% | 2.90% | -0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.48% | 4.03% | -1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.99% | 3.09% | -1.10% |
NEFLX vs. LTUSX - Expense Ratio Comparison
NEFLX has a 0.69% expense ratio, which is lower than LTUSX's 0.92% expense ratio.
Dividends
NEFLX vs. LTUSX - Dividend Comparison
NEFLX's dividend yield for the trailing twelve months is around 3.15%, more than LTUSX's 2.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTUSX Thornburg Limited Term U.S. Government Fund | 2.63% | 2.69% | 2.62% | 1.89% | 1.63% | 1.21% | 1.35% | 1.77% | 1.90% | 1.45% | 2.52% | 1.50% |
NEFLX Loomis Sayles Limited Term Government And Agency Fund | 3.15% | 3.21% | 3.18% | 2.96% | 1.26% | 0.59% | 1.12% | 2.02% | 1.92% | 1.73% | 1.50% | 1.54% |
Frequently Asked Questions
NEFLX and LTUSX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LTUSX has higher volatility (1.00%) compared to NEFLX (0.58%). In terms of maximum drawdown, NEFLX dropped -7.37% vs LTUSX's -12.34%.
NEFLX currently has the higher Sharpe Ratio (1.71 vs 1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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