See what your fund actually adds
Loomis Sayles Global Bond Fund Retail Class LSGLX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LSGLX | Replication |
|---|---|---|
| Annualized growth | -2.5% | 0.3% |
| Annualized volatility | 6.7% | 5.7% |
| Sharpe ratio | -0.35 | 0.09 |
| Maximum drawdown | 23.5% | 17.6% |
| Replication fit (R²) | 0.89 · Tracking error 2.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model LSGLX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGIT | FI · Intermediate Gov | 44.2% |
| EMLC | FI · EM Local Currency | 24.1% |
| BNDX | FI · International | 12.9% |
| VNQI | Alternatives · Intl Real Estate | 10.9% |
| VCIT | FI · IG Credit | 7.9% |