Loomis Sayles Correlations

Mutual Funds . USA . 
Fund . Loomis Sayles Fixed
LSFIX Fund  USD 12.05  0.03  0.25%   
The current 90-days correlation between Loomis Sayles Fixed and Metropolitan West Total is 0.86 (i.e., Very poor diversification). The correlation of Loomis Sayles is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Loomis Sayles Correlation With Market

Modest diversification

The correlation between Loomis Sayles Fixed and DJI is 0.28 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Loomis Sayles Fixed and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Loomis Sayles Fixed. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.

Moving together with Loomis Mutual Fund

  0.86LIPNX Loomis Sayles InflationPairCorr
  0.85LIPRX Loomis Sayles InflationPairCorr
  1.0LSBDX Loomis Sayles BondPairCorr
  1.0LSBNX Loomis Sayles BondPairCorr
  1.0LSBRX Loomis Sayles BondPairCorr
  0.86LSCNX Loomis Sayles SmallPairCorr
  0.86LSCRX Loomis Sayles SmallPairCorr
  0.87LSGBX Loomis Sayles GlobalPairCorr
  0.96LSHIX Loomis Sayles InstitPairCorr
  0.87LSGNX Loomis Sayles GlobalPairCorr
  0.86LSGLX Loomis Sayles GlobalPairCorr
  0.86LSGSX Loomis Sayles InflationPairCorr
  0.97LSIGX Loomis Sayles InvestmentPairCorr
  0.9LSMIX Loomis Sayles SmallmidPairCorr
  0.9LSMNX Loomis Sayles SmallmidPairCorr
  0.7LSSAX Loomis Sayles SecuritizedPairCorr
  0.86LSSCX Loomis Sayles SmallPairCorr
  0.89LSSIX Loomis Sayles SmallPairCorr
  0.89LSSNX Loomis Sayles SmallPairCorr
  0.86LSVAX Loomis Sayles SmallPairCorr
  1.0LBFAX Loomis Sayles BondPairCorr
  0.89LCGRX Loomis Sayles SmallPairCorr
  0.97PONAX Pimco IncomePairCorr
  0.96PONCX Pimco IncomePairCorr
  0.97PIPNX Pimco IncomePairCorr
  0.96PONRX Pimco IncomePairCorr
  0.97PONPX Pimco Incme FundPairCorr
  0.97PIINX Pimco IncomePairCorr
  0.97PIMIX Pimco IncomePairCorr
  0.98LBNDX Lord Abbett BondPairCorr
  0.98FSTAX Fidelity Advisor StrPairCorr
  0.98FSRIX Fidelity Advisor StrPairCorr
  0.89PDI Pimco Dynamic IncomePairCorr

Moving against Loomis Mutual Fund

  0.89USPSX Profunds UltrashortPairCorr
  0.88USPIX Profunds UltrashortPairCorr
  0.85UIPIX Ultrashort Mid CapPairCorr
  0.78TCSUX Cleartrack 2020 ClassPairCorr
  0.77TCTGX Transamerica CleartrackPairCorr
  0.77TCTJX Transamerica CleartrackPairCorr
  0.76TDKTX Cleartrack 2015 ClassPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Loomis Mutual Fund performing well and Loomis Sayles Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Loomis Sayles' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

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