EQWL vs. LGRRX

Last updated Jun 5, 2026

EQWL (Invesco S&P 100 Equal Weight ETF) and LGRRX (Loomis Sayles Growth Fund) are both funds - EQWL is a Large Cap Blend Equities fund tracking the S&P 100 Equal Weight Index, while LGRRX is a Large Cap Growth Equities fund managed by Natixis. Over the past 10 years, EQWL returned 14.47%/yr vs 15.98%/yr for LGRRX. A 0.75 correlation means they provide meaningful diversification when combined. EQWL charges 0.25%/yr vs 0.92%/yr for LGRRX.

Performance

EQWL vs. LGRRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 100 Equal Weight ETF (EQWL) and Loomis Sayles Growth Fund (LGRRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EQWL achieves a 9.48% return, which is significantly higher than LGRRX's -1.80% return. Over the past 10 years, EQWL has underperformed LGRRX with an annualized return of 14.47%, while LGRRX has yielded a comparatively higher 15.98% annualized return.

EQWL

• 1D: 0.68%
• 1M: 4.61%
• YTD: 9.48%
• 6M: 10.19%
• 1Y: 22.95%
• 3Y*: 20.06%
• 5Y*: 11.94%
• 10Y*: 14.47%

LGRRX

• 1D: -1.46%
• 1M: 1.30%
• YTD: -1.80%
• 6M: -1.49%
• 1Y: 10.47%
• 3Y*: 19.67%
• 5Y*: 11.83%
• 10Y*: 15.98%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EQWL vs. LGRRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EQWL Invesco S&P 100 Equal Weight ETF	9.48%	17.61%	19.11%	19.48%	-11.46%	28.29%	13.94%	29.54%	-6.30%	24.41%
LGRRX Loomis Sayles Growth Fund	-1.80%	13.76%	34.82%	50.89%	-28.03%	18.40%	31.40%	31.41%	-2.80%	32.29%

Correlation

The correlation between EQWL and LGRRX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (10Y) Calculated over the trailing 10-year period	0.71
Correlation (All Time) Calculated using the full available price history since Dec 4, 2006	0.75

Over the past year, the correlation between EQWL and LGRRX has dropped to 0.48 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

Return for Risk

EQWL vs. LGRRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EQWL

EQWL Risk / Return Rank: 67
EQWL Sharpe Ratio Rank: 69
EQWL Sortino Ratio Rank: 70
EQWL Omega Ratio Rank: 66
EQWL Calmar Ratio Rank: 61
EQWL Martin Ratio Rank: 69

LGRRX

LGRRX Risk / Return Rank: 9
LGRRX Sharpe Ratio Rank: 10
LGRRX Sortino Ratio Rank: 10
LGRRX Omega Ratio Rank: 9
LGRRX Calmar Ratio Rank: 8
LGRRX Martin Ratio Rank: 8

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EQWL vs. LGRRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 100 Equal Weight ETF (EQWL) and Loomis Sayles Growth Fund (LGRRX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	EQWL	LGRRX	Difference
Sharpe ratio: Return per unit of total volatility	2.22	0.77	+1.45
Sortino ratio: Return per unit of downside risk	3.12	1.17	+1.95
Omega ratio: Gain probability vs. loss probability	1.39	1.14	+0.25
Calmar ratio: Return relative to maximum drawdown	2.97	0.73	+2.24
Martin ratio: Return relative to average drawdown	12.52	2.17	+10.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EQWL vs. LGRRX - Sharpe Ratio Comparison

The current EQWL Sharpe Ratio is 2.22, which is higher than the LGRRX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of EQWL and LGRRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EQWL	LGRRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.22	0.77	+1.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.54	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	0.78	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.37	+0.23

Drawdowns

EQWL vs. LGRRX - Drawdown Comparison

The maximum EQWL drawdown since its inception was -49.36%, smaller than the maximum LGRRX drawdown of -64.70%. Use the drawdown chart below to compare losses from any high point for EQWL and LGRRX.

Drawdown Indicators

	EQWL	LGRRX	Difference
Max Drawdown Largest peak-to-trough decline	-49.36%	-64.70%	+15.34%
Max Drawdown (1Y) Largest decline over 1 year	-7.76%	-17.93%	+10.17%
Max Drawdown (3Y) Largest decline over 3 years	-14.95%	-27.84%	+12.89%
Max Drawdown (5Y) Largest decline over 5 years	-22.99%	-34.85%	+11.86%
Max Drawdown (10Y) Largest decline over 10 years	-34.30%	-34.85%	+0.55%
Current Drawdown Current decline from peak	0.00%	-5.11%	+5.11%
Average Drawdown Average peak-to-trough decline	-6.70%	-21.24%	+14.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.84%	5.81%	-3.97%

Volatility

EQWL vs. LGRRX - Volatility Comparison

The current volatility for Invesco S&P 100 Equal Weight ETF (EQWL) is 2.61%, while Loomis Sayles Growth Fund (LGRRX) has a volatility of 4.42%. This indicates that EQWL experiences smaller price fluctuations and is considered to be less risky than LGRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EQWL	LGRRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.61%	4.42%	-1.81%
Volatility (6M) Calculated over the trailing 6-month period	7.69%	13.15%	-5.46%
Volatility (1Y) Calculated over the trailing 1-year period	10.37%	16.94%	-6.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.98%	22.89%	-7.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.79%	21.05%	-4.26%

EQWL vs. LGRRX - Expense Ratio Comparison

EQWL has a 0.25% expense ratio, which is lower than LGRRX's 0.92% expense ratio.

Dividends

EQWL vs. LGRRX - Dividend Comparison

EQWL's dividend yield for the trailing twelve months is around 1.53%, less than LGRRX's 2.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EQWL Invesco S&P 100 Equal Weight ETF	1.53%	1.67%	1.86%	1.97%	2.12%	1.65%	2.01%	2.04%	2.23%	1.27%	2.01%	2.03%
LGRRX Loomis Sayles Growth Fund	2.55%	2.50%	6.30%	6.70%	18.14%	5.13%	4.60%	2.68%	5.92%	2.33%	1.38%	0.42%

Frequently Asked Questions

Can I hold both EQWL and LGRRX in my portfolio?

EQWL and LGRRX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EQWL or LGRRX?

LGRRX has higher volatility (4.42%) compared to EQWL (2.61%). In terms of maximum drawdown, EQWL dropped -49.36% vs LGRRX's -64.70%.

Which has better risk-adjusted returns?

EQWL currently has the higher Sharpe Ratio (2.22 vs 0.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.