LOOMIS SAYLES Competition
| LIPRX Fund | USD 9.67 0.02 0.21% |
Pair Correlation for LOOMIS SAYLES and REDWOOD MANAGED Overview
Poor diversification
Across the chosen horizon, LIPRX and RWDIX show a correlation of 0.63 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Moving together with LOOMIS Mutual Fund
Experienced LOOMIS SAYLES's investors use mean reversion as a complement to momentum analysis: momentum identifies the trend; mean reversion identifies when that trend has extended beyond sustainable levels.
LOOMIS SAYLES Competition Correlation Matrix
Reviewing how Loomis Sayles Inflation moves relative to competing funds can show whether peer exposure is reducing portfolio risk or simply repeating the same market bet. This matrix is most informative when investors want to know whether adding another peer would improve diversification, increase crowding, or leave total risk largely unchanged.
High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
Surface-level performance for LOOMIS Mutual Fund can mask how the business actually stacks up against its competitive set. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| IGI | 0.22 | -0.03 | 0.00 | -0.35 | 0.00 | 0.49 | 1.78 | |||
| BVEFX | 0.48 | 0.04 | 0.06 | 0.03 | 0.68 | 0.79 | 2.85 | |||
| MCDFX | 0.61 | 0.22 | 0.36 | 1.12 | 0.06 | 2.20 | 3.51 | |||
| BTTRX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MGSEX | 1.04 | 0.30 | 0.17 | 0.28 | 1.35 | 2.48 | 8.43 | |||
| MSEIX | 1.04 | 0.30 | 0.17 | 0.28 | 1.34 | 2.48 | 8.42 | |||
| IBCA | 0.18 | -0.02 | 0.00 | -0.35 | 0.00 | 0.43 | 1.28 | |||
| FSVLX | 1.19 | -0.32 | 0.00 | -0.26 | 0.00 | 1.80 | 8.16 | |||
| TGVNX | 0.76 | 0.10 | 0.10 | 0.07 | 0.94 | 1.55 | 4.61 | |||
| RWDIX | 0.08 | 0.00 | 0.10 | -0.08 | 0.10 | 0.18 | 0.62 |
LOOMIS SAYLES Competitive Analysis
Among Western Asset and LOOMIS SAYLES, each company brings a distinct financial profile to the table. LOOMIS SAYLES is dwarfed by Western Asset on market cap at 98.7 M versus 9.| Better Than Average | Worse Than Peers | View Performance Chart |
LOOMIS SAYLES Competition Peer Performance Charts
How to Analyze LOOMIS SAYLES Against Peers
LOOMIS SAYLES's peer analysis compares LOOMIS SAYLES with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether LOOMIS SAYLES trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where LOOMIS SAYLES leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
The competition view for LOOMIS SAYLES includes correlation data, so you can see not only which peers are financially similar but also which ones move together in the market. Comparing operational quality across peers can be more informative than reading one company in isolation.
Macroaxis compiles Loomis Sayles Inflation metrics from fund disclosures and market reference feeds and applies consistent transformation rules before display. Not all fields update in real time.