ESGYX vs. LSGGX

Last updated Jun 26, 2026

ESGYX (Mirova Global Sustainable Equity Fund) and LSGGX (Loomis Sayles Global Growth Fund) are both Global Equities funds from Natixis. Over the past 5 years, ESGYX returned 5.18%/yr vs 4.96%/yr for LSGGX. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.95% expense ratio.

Performance

ESGYX vs. LSGGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mirova Global Sustainable Equity Fund (ESGYX) and Loomis Sayles Global Growth Fund (LSGGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESGYX achieves a -1.09% return, which is significantly higher than LSGGX's -8.81% return.

ESGYX

• 1D: 0.80%
• 1M: -0.69%
• YTD: -1.09%
• 6M: -1.88%
• 1Y: 6.31%
• 3Y*: 11.00%
• 5Y*: 5.18%
• 10Y*: —

LSGGX

• 1D: 0.31%
• 1M: -5.53%
• YTD: -8.81%
• 6M: -10.09%
• 1Y: -2.95%
• 3Y*: 12.43%
• 5Y*: 4.96%
• 10Y*: —

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

ESGYX vs. LSGGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESGYX Mirova Global Sustainable Equity Fund	-1.09%	15.23%	13.38%	18.63%	-22.36%	18.06%	32.43%	33.00%	-6.37%	29.83%
LSGGX Loomis Sayles Global Growth Fund	-8.81%	16.84%	23.30%	36.10%	-25.98%	5.89%	35.25%	30.63%	-6.70%	31.11%

Correlation

The correlation between ESGYX and LSGGX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.85

The correlation between ESGYX and LSGGX has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.

Return for Risk

ESGYX vs. LSGGX — Risk / Return Rank

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

ESGYX

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

LSGGX

LSGGX Risk / Return Rank: 2
LSGGX Sharpe Ratio Rank: 2
LSGGX Sortino Ratio Rank: 2
LSGGX Omega Ratio Rank: 2
LSGGX Calmar Ratio Rank: 2
LSGGX Martin Ratio Rank: 2

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.

ESGYX vs. LSGGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mirova Global Sustainable Equity Fund (ESGYX) and Loomis Sayles Global Growth Fund (LSGGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ESGYX	LSGGX	Difference
Sharpe ratio: Return per unit of total volatility	0.53	-0.23	+0.76
Sortino ratio: Return per unit of downside risk	0.85	-0.19	+1.03
Omega ratio: Gain probability vs. loss probability	1.10	0.98	+0.12
Calmar ratio: Return relative to maximum drawdown	0.63	-0.20	+0.82
Martin ratio: Return relative to average drawdown	2.09	-0.48	+2.56

ESGYX vs. LSGGX - Sharpe Ratio Comparison

The current ESGYX Sharpe Ratio is 0.53, which is higher than the LSGGX Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of ESGYX and LSGGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ESGYX vs. LSGGX - Drawdown Comparison

The maximum ESGYX drawdown since its inception was -34.88%, smaller than the maximum LSGGX drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for ESGYX and LSGGX.

Drawdown Indicators

	ESGYX	LSGGX	Difference
Max Drawdown Largest peak-to-trough decline	-34.88%	-37.72%	+2.84%
Max Drawdown (1Y) Largest decline over 1 year	-11.49%	-21.08%	+9.59%
Max Drawdown (3Y) Largest decline over 3 years	-16.67%	-22.21%	+5.54%
Max Drawdown (5Y) Largest decline over 5 years	-34.88%	-37.72%	+2.84%
Current Drawdown Current decline from peak	-3.36%	-13.80%	+10.44%
Average Drawdown Average peak-to-trough decline	-6.42%	-7.63%	+1.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.20%	7.99%	-4.79%

Volatility

ESGYX vs. LSGGX - Volatility Comparison

The current volatility for Mirova Global Sustainable Equity Fund (ESGYX) is 5.14%, while Loomis Sayles Global Growth Fund (LSGGX) has a volatility of 6.99%. This indicates that ESGYX experiences smaller price fluctuations and is considered to be less risky than LSGGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGYX	LSGGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.14%	6.99%	-1.85%
Volatility (6M) Calculated over the trailing 6-month period	10.60%	14.10%	-3.50%
Volatility (1Y) Calculated over the trailing 1-year period	13.70%	18.44%	-4.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.73%	22.17%	-4.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.67%	20.57%	-2.90%

ESGYX vs. LSGGX - Expense Ratio Comparison

Both ESGYX and LSGGX have an expense ratio of 0.95%.

Dividends

ESGYX vs. LSGGX - Dividend Comparison

ESGYX's dividend yield for the trailing twelve months is around 4.20%, more than LSGGX's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESGYX Mirova Global Sustainable Equity Fund	4.20%	4.44%	1.99%	0.61%	5.28%	12.16%	0.54%	1.84%	4.39%	1.15%
LSGGX Loomis Sayles Global Growth Fund	0.33%	0.30%	0.00%	0.00%	7.77%	7.38%	6.15%	5.74%	4.78%	3.44%

Frequently Asked Questions

Can I hold both ESGYX and LSGGX in my portfolio?

ESGYX and LSGGX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESGYX or LSGGX?

LSGGX has higher volatility (6.99%) compared to ESGYX (5.14%). In terms of maximum drawdown, ESGYX dropped -34.88% vs LSGGX's -37.72%.

Which has better risk-adjusted returns?

ESGYX currently has the higher Sharpe Ratio (0.53 vs -0.23), 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.