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PYTRX vs. LSSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PYTRX vs. LSSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Fixed Income Absolute Return Fund (PYTRX) and Loomis Sayles Securitized Asset Fund (LSSAX). The values are adjusted to include any dividend payments, if applicable.

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PYTRX vs. LSSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYTRX
Putnam Fixed Income Absolute Return Fund
-0.50%6.98%1.81%4.35%-2.17%-4.78%0.83%8.90%-0.01%5.53%
LSSAX
Loomis Sayles Securitized Asset Fund
0.29%8.32%3.94%7.01%-11.82%0.64%4.68%6.81%2.48%3.40%

Returns By Period

In the year-to-date period, PYTRX achieves a -0.50% return, which is significantly lower than LSSAX's 0.29% return. Both investments have delivered pretty close results over the past 10 years, with PYTRX having a 2.54% annualized return and LSSAX not far behind at 2.53%.


PYTRX

1D
0.49%
1M
-2.39%
YTD
-0.50%
6M
0.56%
1Y
3.96%
3Y*
3.56%
5Y*
0.73%
10Y*
2.54%

LSSAX

1D
0.64%
1M
-1.53%
YTD
0.29%
6M
1.82%
1Y
5.17%
3Y*
5.37%
5Y*
1.38%
10Y*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PYTRX vs. LSSAX - Expense Ratio Comparison

PYTRX has a 0.46% expense ratio, which is higher than LSSAX's 0.00% expense ratio.


Return for Risk

PYTRX vs. LSSAX — Risk / Return Rank

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

PYTRX
PYTRX Risk / Return Rank: 5353
Overall Rank
PYTRX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PYTRX Sortino Ratio Rank: 4949
Sortino Ratio Rank
PYTRX Omega Ratio Rank: 3939
Omega Ratio Rank
PYTRX Calmar Ratio Rank: 7171
Calmar Ratio Rank
PYTRX Martin Ratio Rank: 5555
Martin Ratio Rank

LSSAX
LSSAX Risk / Return Rank: 8787
Overall Rank
LSSAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
LSSAX Sortino Ratio Rank: 8989
Sortino Ratio Rank
LSSAX Omega Ratio Rank: 7878
Omega Ratio Rank
LSSAX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LSSAX Martin Ratio Rank: 8989
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.

PYTRX vs. LSSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Fixed Income Absolute Return Fund (PYTRX) and Loomis Sayles Securitized Asset Fund (LSSAX). 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.


PYTRXLSSAXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.61

-0.62

Sortino ratio

Return per unit of downside risk

1.41

2.49

-1.08

Omega ratio

Gain probability vs. loss probability

1.18

1.30

-0.12

Calmar ratio

Return relative to maximum drawdown

1.65

3.41

-1.76

Martin ratio

Return relative to average drawdown

5.31

10.00

-4.69

PYTRX vs. LSSAX - Sharpe Ratio Comparison

The current PYTRX Sharpe Ratio is 0.99, which is lower than the LSSAX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of PYTRX and LSSAX, 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


PYTRXLSSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.61

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.25

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.59

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.95

-0.37

Correlation

The correlation between PYTRX and LSSAX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PYTRX vs. LSSAX - Dividend Comparison

PYTRX's dividend yield for the trailing twelve months is around 4.03%, less than LSSAX's 4.28% yield.


TTM20252024202320222021202020192018201720162015
PYTRX
Putnam Fixed Income Absolute Return Fund
4.03%4.02%4.31%4.43%4.38%3.67%3.44%4.02%2.49%4.76%3.40%4.96%
LSSAX
Loomis Sayles Securitized Asset Fund
4.28%4.23%4.54%5.65%6.47%6.38%5.95%5.48%5.62%5.42%5.12%5.20%

Drawdowns

PYTRX vs. LSSAX - Drawdown Comparison

The maximum PYTRX drawdown since its inception was -12.75%, smaller than the maximum LSSAX drawdown of -16.40%. Use the drawdown chart below to compare losses from any high point for PYTRX and LSSAX.


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Drawdown Indicators


PYTRXLSSAXDifference

Max Drawdown

Largest peak-to-trough decline

-12.75%

-16.40%

+3.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-2.45%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-12.45%

-16.40%

+3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-12.75%

-16.40%

+3.65%

Current Drawdown

Current decline from peak

-2.39%

-1.53%

-0.86%

Average Drawdown

Average peak-to-trough decline

-2.46%

-1.98%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.84%

+0.05%

Volatility

PYTRX vs. LSSAX - Volatility Comparison

Putnam Fixed Income Absolute Return Fund (PYTRX) has a higher volatility of 1.82% compared to Loomis Sayles Securitized Asset Fund (LSSAX) at 1.24%. This indicates that PYTRX's price experiences larger fluctuations and is considered to be riskier than LSSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYTRXLSSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

1.24%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.68%

2.68%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

4.69%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.82%

5.73%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.99%

4.39%

-0.40%