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Loomis Sayles Fixed Income Fund LSFIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LSFIX | Replication |
|---|---|---|
| Annualized growth | 1.5% | 2.0% |
| Annualized volatility | 5.3% | 4.4% |
| Sharpe ratio | 0.31 | 0.46 |
| Maximum drawdown | 15.6% | 13.5% |
| Replication fit (R²) | 0.92 · Tracking error 1.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model LSFIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 33.8% |
| VCSH | FI · Short Corp | 28.0% |
| VCIT | FI · IG Credit | 17.6% |
| VGIT | FI · Intermediate Gov | 11.2% |
| AGG | FI · Aggregate | 9.3% |