See what your fund actually adds

Loomis Sayles Investment Grade Fixed Income Fund LSIGX

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

Fund and replication metrics

LSIGX compared with its replication portfolio
MeasureLSIGXReplication
Annualized growth0.6%0.4%
Annualized volatility5.5%5.0%
Sharpe ratio0.140.10
Maximum drawdown15.8%15.6%
Replication fit (R²)0.94 · Tracking error 1.3%

Replication portfolio

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

LSIGX replication basket weights
TickerBuilding blockWeight
VCSHFI · Short Corp30.7%
VGSHFI · Short Gov19.4%
MBBFI · MBS18.3%
VCLTFI · Long Corp17.3%
AGGFI · Aggregate14.2%