SJLD vs. LSST

Last updated Apr 17, 2026

SJLD (SanJac Alpha Low Duration ETF) and LSST (Natixis Loomis Sayles Short Duration Income ETF) are both Short-Term Bond funds. Both are actively managed. At 0.08, their price movements are largely independent. SJLD charges 0.35%/yr vs 0.38%/yr for LSST.

Performance

SJLD vs. LSST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SanJac Alpha Low Duration ETF (SJLD) and Natixis Loomis Sayles Short Duration Income ETF (LSST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SJLD

• 1D: -0.02%
• 1M: 0.42%
• YTD: 1.25%
• 6M: 1.84%
• 1Y: 5.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LSST

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SJLD vs. LSST - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SJLD SanJac Alpha Low Duration ETF	1.25%	5.20%	0.91%
LSST Natixis Loomis Sayles Short Duration Income ETF	0.00%	0.00%	0.12%

Correlation

The correlation between SJLD and LSST is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 11, 2024	0.08

Return for Risk

SJLD vs. LSST — Risk / Return Rank

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

SJLD

SJLD Risk / Return Rank: 84
SJLD Sharpe Ratio Rank: 69
SJLD Sortino Ratio Rank: 84
SJLD Omega Ratio Rank: 89
SJLD Calmar Ratio Rank: 86
SJLD Martin Ratio Rank: 90

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.

SJLD vs. LSST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SanJac Alpha Low Duration ETF (SJLD) and Natixis Loomis Sayles Short Duration Income ETF (LSST). 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.

	SJLD	LSST	Difference
Sharpe ratio Return per unit of total volatility	2.56	—	—
Sortino ratio Return per unit of downside risk	4.17	—	—
Omega ratio Gain probability vs. loss probability	1.62	—	—
Calmar ratio Return relative to maximum drawdown	5.14	—	—
Martin ratio Return relative to average drawdown	22.17	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SJLD	LSST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.56	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.34	—	—

Drawdowns

Drawdown Indicators

	SJLD	LSST	Difference
Max Drawdown Largest peak-to-trough decline	-1.04%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-1.04%	—	—
Current Drawdown Current decline from peak	-0.02%	—	—
Average Drawdown Average peak-to-trough decline	-0.12%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.24%	—	—

Volatility

Volatility by Period

	SJLD	LSST	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.72%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.30%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.06%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.99%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.99%	—	—

SJLD vs. LSST - Expense Ratio Comparison

SJLD has a 0.35% expense ratio, which is lower than LSST's 0.38% expense ratio.

Dividends

SJLD vs. LSST - Dividend Comparison

SJLD's dividend yield for the trailing twelve months is around 3.98%, while LSST has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SJLD SanJac Alpha Low Duration ETF	3.98%	3.74%	1.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LSST Natixis Loomis Sayles Short Duration Income ETF	0.00%	0.00%	3.44%	3.85%	1.93%	2.73%	3.96%	2.70%	2.59%