Liverpool have lodged a bid for Saints right back Nathaniel Clyne whilst Morgan Schneiderlin is not short of suitors. Before making any decisions the duo should take a look at their former teammates and note how a move to a so-called bigger club is not always best.
Messrs Lallana, Shaw, Rickie Lambert all left the club on 1 July 2014 while Dejan Lovren and Calum Chambers moved within a day of each other on the 27th and 28th ensuring July was a black month for the club.
However, whilst the south coast club matched last season's performances, the aforementioned five players have all toiled to varying degrees.
Find out what went wrong for each player individually below:
This season Lallana has certainly wowed the Anfield crowd with his skills as videos below will show:
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Overall Lallana only started 23 games making four further substitutes appearances in the Premier League. His status was akin to a squad player making a mockery of the big fee paid for the Englishman. His WhoScored rating of 7.24 last season dropped to 6.93 substantiating the fact he has not met expectations.
The 27-year-old's replacement, Dusan Tadic, has had his fair share of problems with inconsistency as he ran out of steam in the second-half of the season but his four goals and seven assists from 24 starts and seven sub appearances compares well to Lallana's five goals and four assists.
Tadic's WhoScored rating of 6.98 is marginally better than the man he replace too.
Currently Chambers is a solid player with a lot of potential but is suffering from 'Phil Jones syndrome', meaning no one knows what his actual position is.
As such Chambers' form has fluctuated after a bright start at the beginning of the season. He has not played a game since 11 April and has not played a full 90 minutes since 21 March.
His WhoScored rating of 7.00 from 17 starts and 6 sub appearances indicates he is at least a decent player; his rating of 7.48 from right back compared to 6.63 from centre back also suggests his future will be as a top class full back.
Nonetheless, focusing on the here and now Southampton have not missed their former player. His rating of 6.85 was easily surpassed by centre backs Toby Alderweireld (7.07) and Maya Yoshida (6.90), as well as right back Clyne (7.04).
The Reds paid £20 million for the Croatian but stands to go down in history as one of the worst signings in the club's illustrious history.
Last season for the Saints he achieved a high rating of 7.32 but this season that value has slumped down to 7.00. That may not be that much lower than Alderweireld's 7.07 but the latter has been played in various positions which would affect his consistency.
Additionally, Lovren's kamikaze style has cost his side six goals this season - the most mistakes made by a Premier League player this season.
When compared to Jose Fonte's rating of 7.20 and 7.21 last season it becomes clear Rodgers sought out the wrong man to be the mainstay of an already leaky defence.
Ronald Koeman wouldn't have minded as the mega move allowed him to dip into the coffers to sign £8 million rated Ryan Bertrand who was voted into the PFA Team of the Year.
Old Trafford is known as the Theatre of Dreams but it has been a nightmare from the very beginning for Shaw who was branded "unfit" by manager Louis van Gaal during pre-season.
The disrupted season meant the 19-year-old's form dropped from a respectable 7.16 last campaign to a disappointing 6.79 this season.
Bertrand's 7.02 is a tad lower than Shaw's total for Southampton last season suggesting the teenager has massive potential, but as of right now their current left back is far more consistent and they can feel proud of their £22 million profit.
From the very start it became apparent the 33-year-old was not a good fit for the club. Surrounded by fast and technical youngsters, the England international has looked sluggish, cumbersome and technically deficient.
A season rating of 6.33 - the fifth lowest for a Premier league player - spells out Lambert's struggles perfectly. He has only started seven times this season with 18 sub appearances, whereas in his two other Premier League season's he totalled 37 and 38.
His replacement Graziano Pelle scored 12 goals and two assists from 38 appearances compared to Lambert's two goals and assists.
In Lambert's previous two campaigns for Southampton he netted 13 and 15, assisting 10 and four. Pelle hasn't quite reached that level but he was not far off.
In the Italian's first eight games he scored six and in the last seven he netted four. However he suffered a huge drop off in form during the middle of the season. This was largely brought on by a lack of squad rotation. With Jay Rodriguez back from one year out with injury expect Pelle to beat Lambert's highest total for the Saints next season.