ESGYX vs. LSIIX
Compare and contrast key facts about Mirova Global Sustainable Equity Fund (ESGYX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX).
ESGYX is managed by Natixis. It was launched on Mar 30, 2016. LSIIX is managed by Natixis. It was launched on Dec 31, 1996.
Performance
ESGYX vs. LSIIX - Performance Comparison
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ESGYX vs. LSIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESGYX Mirova Global Sustainable Equity Fund | -9.28% | 15.23% | 13.38% | 18.63% | -22.36% | 18.06% | 32.43% | 33.00% | -6.37% | 29.83% |
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | -1.33% | 5.58% | 2.91% | 7.50% | -11.31% | 0.18% | 11.60% | 9.04% | -0.31% | 6.65% |
Returns By Period
In the year-to-date period, ESGYX achieves a -9.28% return, which is significantly lower than LSIIX's -1.33% return.
ESGYX
- 1D
- 0.15%
- 1M
- -9.36%
- YTD
- -9.28%
- 6M
- -6.61%
- 1Y
- 5.48%
- 3Y*
- 9.61%
- 5Y*
- 4.90%
- 10Y*
- —
LSIIX
- 1D
- 0.10%
- 1M
- -2.89%
- YTD
- -1.33%
- 6M
- -0.93%
- 1Y
- 1.92%
- 3Y*
- 3.71%
- 5Y*
- 0.80%
- 10Y*
- 3.12%
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ESGYX vs. LSIIX - Expense Ratio Comparison
ESGYX has a 0.95% expense ratio, which is higher than LSIIX's 0.54% expense ratio.
Return for Risk
ESGYX vs. LSIIX — Risk / Return Rank
ESGYX
LSIIX
ESGYX vs. LSIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mirova Global Sustainable Equity Fund (ESGYX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX). 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.
| ESGYX | LSIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.31 | 0.57 | -0.26 |
Sortino ratioReturn per unit of downside risk | 0.61 | 0.80 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.11 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 1.33 | -1.21 |
Martin ratioReturn relative to average drawdown | 0.44 | 4.39 | -3.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESGYX | LSIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 0.57 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.16 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 1.14 | -0.46 |
Correlation
The correlation between ESGYX and LSIIX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ESGYX vs. LSIIX - Dividend Comparison
ESGYX's dividend yield for the trailing twelve months is around 4.89%, more than LSIIX's 2.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGYX Mirova Global Sustainable Equity Fund | 4.89% | 4.44% | 1.99% | 0.61% | 5.28% | 12.16% | 0.54% | 1.84% | 4.39% | 1.15% | 0.00% | 0.00% |
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | 2.97% | 3.68% | 4.86% | 4.25% | 3.32% | 4.10% | 8.20% | 3.56% | 2.18% | 4.10% | 6.71% | 3.91% |
Drawdowns
ESGYX vs. LSIIX - Drawdown Comparison
The maximum ESGYX drawdown since its inception was -34.88%, which is greater than LSIIX's maximum drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for ESGYX and LSIIX.
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Drawdown Indicators
| ESGYX | LSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.88% | -20.77% | -14.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -3.23% | -8.26% |
Max Drawdown (5Y)Largest decline over 5 years | -34.88% | -15.62% | -19.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.62% | — |
Current DrawdownCurrent decline from peak | -11.36% | -2.89% | -8.47% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -2.42% | -4.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | 0.98% | +3.31% |
Volatility
ESGYX vs. LSIIX - Volatility Comparison
Mirova Global Sustainable Equity Fund (ESGYX) has a higher volatility of 3.82% compared to Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) at 1.36%. This indicates that ESGYX's price experiences larger fluctuations and is considered to be riskier than LSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGYX | LSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 1.36% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 2.75% | +6.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.15% | 4.75% | +13.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 5.23% | +12.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 4.51% | +13.22% |