NEFLX vs. VSBSX
Compare and contrast key facts about Loomis Sayles Limited Term Government And Agency Fund (NEFLX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX).
NEFLX is managed by Natixis. It was launched on Jan 2, 1989. VSBSX is managed by Vanguard. It was launched on Dec 28, 2009.
Performance
NEFLX vs. VSBSX - Performance Comparison
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NEFLX vs. VSBSX - 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% |
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 0.29% | 5.08% | 4.39% | 4.23% | -3.87% | -0.69% | 3.09% | 3.51% | 1.52% | 0.35% |
Returns By Period
In the year-to-date period, NEFLX achieves a -0.02% return, which is significantly lower than VSBSX's 0.29% return. Over the past 10 years, NEFLX has underperformed VSBSX with an annualized return of 1.40%, while VSBSX has yielded a comparatively higher 1.74% annualized return.
NEFLX
- 1D
- 0.00%
- 1M
- -0.73%
- YTD
- -0.02%
- 6M
- 0.85%
- 1Y
- 3.12%
- 3Y*
- 3.46%
- 5Y*
- 1.31%
- 10Y*
- 1.40%
VSBSX
- 1D
- 0.10%
- 1M
- -0.31%
- YTD
- 0.29%
- 6M
- 1.25%
- 1Y
- 3.68%
- 3Y*
- 4.11%
- 5Y*
- 1.84%
- 10Y*
- 1.74%
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NEFLX vs. VSBSX - Expense Ratio Comparison
NEFLX has a 0.69% expense ratio, which is higher than VSBSX's 0.07% expense ratio.
Return for Risk
NEFLX vs. VSBSX — Risk / Return Rank
NEFLX
VSBSX
NEFLX vs. VSBSX - 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 Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX). 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 | VSBSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 2.60 | -0.90 |
Sortino ratioReturn per unit of downside risk | 2.71 | 4.12 | -1.41 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.56 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 4.30 | 4.52 | -0.22 |
Martin ratioReturn relative to average drawdown | 14.07 | 17.41 | -3.34 |
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 | VSBSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.60 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.96 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 1.14 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.35 | 1.07 | +0.28 |
Correlation
The correlation between NEFLX and VSBSX is 0.70, 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
NEFLX vs. VSBSX - Dividend Comparison
NEFLX's dividend yield for the trailing twelve months is around 2.90%, less than VSBSX's 3.57% 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% |
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 3.57% | 3.98% | 4.50% | 3.29% | 1.12% | 0.63% | 1.72% | 2.26% | 1.80% | 1.10% | 0.76% | 0.71% |
Drawdowns
NEFLX vs. VSBSX - Drawdown Comparison
The maximum NEFLX drawdown since its inception was -7.37%, which is greater than VSBSX's maximum drawdown of -5.77%. Use the drawdown chart below to compare losses from any high point for NEFLX and VSBSX.
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Drawdown Indicators
| NEFLX | VSBSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.37% | -5.77% | -1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -1.19% | -0.84% | -0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -7.21% | -5.77% | -1.44% |
Max Drawdown (10Y)Largest decline over 10 years | -7.37% | -5.77% | -1.60% |
Current DrawdownCurrent decline from peak | -0.82% | -0.43% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -0.59% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 0.22% | +0.14% |
Volatility
NEFLX vs. VSBSX - Volatility Comparison
Loomis Sayles Limited Term Government And Agency Fund (NEFLX) has a higher volatility of 0.73% compared to Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) at 0.53%. This indicates that NEFLX's price experiences larger fluctuations and is considered to be riskier than VSBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFLX | VSBSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.73% | 0.53% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 1.39% | 0.84% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.32% | 1.44% | +0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.45% | 1.94% | +0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.98% | 1.53% | +0.45% |