SIUSX vs. LSSAX
SIUSX (Guggenheim Core Bond Fund) and LSSAX (Loomis Sayles Securitized Asset Fund) are both Intermediate Core Bond funds. Over the past 10 years, SIUSX returned 2.00%/yr vs 2.36%/yr for LSSAX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. SIUSX charges 0.79%/yr vs 0.00%/yr for LSSAX.
Performance
SIUSX vs. LSSAX - Performance Comparison
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Returns By Period
In the year-to-date period, SIUSX achieves a -0.62% return, which is significantly lower than LSSAX's 0.81% return. Over the past 10 years, SIUSX has underperformed LSSAX with an annualized return of 2.00%, while LSSAX has yielded a comparatively higher 2.36% annualized return.
SIUSX
- 1D
- 0.00%
- 1M
- -1.29%
- 6M
- -0.94%
- YTD
- -0.62%
- 1Y
- 1.88%
- 3Y*
- 4.21%
- 5Y*
- -0.77%
- 10Y*
- 2.00%
- ALL TIME*
- 1.41%
LSSAX
- 1D
- 0.00%
- 1M
- -0.76%
- 6M
- 0.30%
- YTD
- 0.81%
- 1Y
- 4.81%
- 3Y*
- 5.73%
- 5Y*
- 1.18%
- 10Y*
- 2.36%
- ALL TIME*
- 3.92%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SIUSX vs. LSSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIUSX Guggenheim Core Bond Fund | -0.62% | 7.54% | 2.54% | 6.75% | -16.77% | -1.20% | 14.30% | 4.11% | 0.84% | 6.33% |
LSSAX Loomis Sayles Securitized Asset Fund | 0.81% | 8.32% | 3.94% | 7.01% | -11.82% | 0.64% | 4.68% | 6.81% | 2.48% | 3.40% |
Correlation
The correlation between SIUSX and LSSAX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2006 | 0.74 |
The correlation between SIUSX and LSSAX shifts across timeframes, from 0.74 (all time) to 0.88 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SIUSX vs. LSSAX — Risk / Return Rank
SIUSX
LSSAX
SIUSX vs. LSSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Core Bond Fund (SIUSX) 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.
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.
| SIUSX | LSSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.26 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | 2.64 | -1.57 |
| Martin ratioReturn relative to average drawdown | 2.69 | 8.13 | -5.45 |
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Drawdowns
SIUSX vs. LSSAX - Drawdown Comparison
The maximum SIUSX drawdown since its inception was -22.25%, which is greater than LSSAX's maximum drawdown of -16.40%. Use the drawdown chart below to compare losses from any high point for SIUSX and LSSAX.
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Drawdown Indicators
| SIUSX | LSSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.25% | -16.40% | -5.85% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -2.16% | -0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -5.08% | -5.09% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -22.21% | -16.31% | -5.90% |
Max Drawdown (10Y)Largest decline over 10 years | -22.25% | -16.40% | -5.85% |
Current DrawdownCurrent decline from peak | -4.06% | -1.30% | -2.76% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -1.97% | -3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 0.67% | +0.51% |
Volatility
SIUSX vs. LSSAX - Volatility Comparison
Guggenheim Core Bond Fund (SIUSX) and Loomis Sayles Securitized Asset Fund (LSSAX) have volatilities of 1.01% and 1.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIUSX | LSSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 1.04% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 3.11% | 2.89% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.90% | 3.99% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.90% | 5.83% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.82% | 4.44% | +0.38% |
SIUSX vs. LSSAX - Expense Ratio Comparison
SIUSX has a 0.79% expense ratio, which is higher than LSSAX's 0.00% expense ratio.
Dividends
SIUSX vs. LSSAX - Dividend Comparison
SIUSX's dividend yield for the trailing twelve months is around 4.18%, less than LSSAX's 4.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSSAX Loomis Sayles Securitized Asset Fund | 4.38% | 4.23% | 4.54% | 5.65% | 6.47% | 6.38% | 5.95% | 5.48% | 5.62% | 5.42% | 5.12% | 5.20% |
SIUSX Guggenheim Core Bond Fund | 4.18% | 4.46% | 4.39% | 4.10% | 2.50% | 3.11% | 4.10% | 2.03% | 2.46% | 3.16% | 3.57% | 4.70% |
Frequently Asked Questions
SIUSX and LSSAX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSSAX has higher volatility (1.04%) compared to SIUSX (1.01%). In terms of maximum drawdown, SIUSX dropped -22.25% vs LSSAX's -16.40%.
LSSAX currently has the higher Sharpe Ratio (1.43 vs 0.82), 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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