NEFZX vs. LSIIX
Compare and contrast key facts about Loomis Sayles Strategic Income Fund (NEFZX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX).
NEFZX is managed by Natixis. It was launched on Apr 30, 1995. LSIIX is managed by Natixis. It was launched on Dec 31, 1996.
Performance
NEFZX vs. LSIIX - Performance Comparison
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NEFZX vs. LSIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEFZX Loomis Sayles Strategic Income Fund | -2.24% | 8.92% | 7.05% | 8.02% | -12.82% | 3.85% | 1.15% | 10.84% | -3.00% | 7.22% |
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, NEFZX achieves a -2.24% return, which is significantly lower than LSIIX's -1.33% return. Over the past 10 years, NEFZX has outperformed LSIIX with an annualized return of 3.31%, while LSIIX has yielded a comparatively lower 3.12% annualized return.
NEFZX
- 1D
- 0.25%
- 1M
- -3.93%
- YTD
- -2.24%
- 6M
- -1.23%
- 1Y
- 4.38%
- 3Y*
- 6.22%
- 5Y*
- 2.25%
- 10Y*
- 3.31%
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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NEFZX vs. LSIIX - Expense Ratio Comparison
NEFZX has a 0.95% expense ratio, which is higher than LSIIX's 0.54% expense ratio.
Return for Risk
NEFZX vs. LSIIX — Risk / Return Rank
NEFZX
LSIIX
NEFZX vs. LSIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Strategic Income Fund (NEFZX) 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.
| NEFZX | LSIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.57 | +0.55 |
Sortino ratioReturn per unit of downside risk | 1.50 | 0.80 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.11 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.33 | -0.02 |
Martin ratioReturn relative to average drawdown | 6.02 | 4.39 | +1.63 |
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
| NEFZX | LSIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.57 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.16 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.71 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 1.14 | -0.02 |
Correlation
The correlation between NEFZX and LSIIX is 0.70, 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
NEFZX vs. LSIIX - Dividend Comparison
NEFZX's dividend yield for the trailing twelve months is around 3.78%, more than LSIIX's 2.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEFZX Loomis Sayles Strategic Income Fund | 3.78% | 3.83% | 5.60% | 5.37% | 6.34% | 2.64% | 4.20% | 3.51% | 4.28% | 4.06% | 4.76% | 10.22% |
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
NEFZX vs. LSIIX - Drawdown Comparison
The maximum NEFZX drawdown since its inception was -32.07%, which is greater than LSIIX's maximum drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for NEFZX and LSIIX.
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Drawdown Indicators
| NEFZX | LSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.07% | -20.77% | -11.30% |
Max Drawdown (1Y)Largest decline over 1 year | -4.17% | -3.23% | -0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -17.19% | -15.62% | -1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -17.21% | -15.62% | -1.59% |
Current DrawdownCurrent decline from peak | -3.93% | -2.89% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -3.37% | -2.42% | -0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.98% | -0.08% |
Volatility
NEFZX vs. LSIIX - Volatility Comparison
Loomis Sayles Strategic Income Fund (NEFZX) has a higher volatility of 1.88% compared to Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) at 1.36%. This indicates that NEFZX'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
| NEFZX | LSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.88% | 1.36% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 2.88% | 2.75% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.07% | 4.75% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.50% | 5.23% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.26% | 4.51% | +0.75% |