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Loomis Sayles Investment Grade Bond Fund Class A LIGRX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

LIGRX compared with its replication portfolio
MeasureLIGRXReplication
Annualized growth0.2%0.6%
Annualized volatility5.3%4.5%
Sharpe ratio0.060.16
Maximum drawdown15.6%14.2%
Replication fit (R²)0.94 · Tracking error 1.3%

Replication portfolio

The published portfolio below is the investable basket used to model LIGRX’s historical return behavior.

LIGRX replication basket weights
TickerBuilding blockWeight
VCSHFI · Short Corp31.3%
VGSHFI · Short Gov25.4%
MBBFI · MBS16.2%
VCLTFI · Long Corp14.2%
AGGFI · Aggregate13.0%