IVLU vs. LSGRX
IVLU (iShares MSCI International Value Factor ETF) and LSGRX (Loomis Sayles Growth Fund) are both funds - IVLU is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Enhanced Value Index, while LSGRX is a Large Cap Growth Equities fund managed by Natixis. Over the past 10 years, IVLU returned 11.63%/yr vs 16.10%/yr for LSGRX. A 0.58 correlation means they provide meaningful diversification when combined. IVLU charges 0.30%/yr vs 0.64%/yr for LSGRX.
Performance
IVLU vs. LSGRX - Performance Comparison
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Returns By Period
In the year-to-date period, IVLU achieves a 12.96% return, which is significantly higher than LSGRX's -4.82% return. Over the past 10 years, IVLU has underperformed LSGRX with an annualized return of 11.63%, while LSGRX has yielded a comparatively higher 16.10% annualized return.
IVLU
- 1D
- 0.56%
- 1M
- 0.66%
- YTD
- 12.96%
- 6M
- 14.33%
- 1Y
- 35.32%
- 3Y*
- 23.53%
- 5Y*
- 14.06%
- 10Y*
- 11.63%
LSGRX
- 1D
- 0.67%
- 1M
- -5.92%
- YTD
- -4.82%
- 6M
- -3.89%
- 1Y
- 5.03%
- 3Y*
- 17.85%
- 5Y*
- 11.20%
- 10Y*
- 16.10%
IVLU vs. LSGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVLU iShares MSCI International Value Factor ETF | 12.96% | 46.09% | 6.76% | 20.07% | -5.73% | 15.60% | -4.50% | 15.60% | -15.10% | 23.10% |
LSGRX Loomis Sayles Growth Fund | -4.82% | 14.01% | 35.21% | 51.30% | -27.86% | 18.68% | 31.76% | 31.73% | -2.56% | 32.63% |
Correlation
The correlation between IVLU and LSGRX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2015 | 0.58 |
Over the past year, the correlation between IVLU and LSGRX has dropped to 0.37 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
IVLU vs. LSGRX — Risk / Return Rank
IVLU
LSGRX
IVLU vs. LSGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI International Value Factor ETF (IVLU) and Loomis Sayles Growth Fund (LSGRX). 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.
| IVLU | LSGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.79 | ||
| Sortino ratioReturn per unit of downside risk | +2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.08 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 0.37 | +2.54 |
| Martin ratioReturn relative to average drawdown | 11.01 | 1.08 | +9.93 |
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Drawdowns
IVLU vs. LSGRX - Drawdown Comparison
The maximum IVLU drawdown since its inception was -41.85%, smaller than the maximum LSGRX drawdown of -63.63%. Use the drawdown chart below to compare losses from any high point for IVLU and LSGRX.
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Drawdown Indicators
| IVLU | LSGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.85% | -63.63% | +21.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.69% | -17.83% | +6.14% |
Max Drawdown (3Y)Largest decline over 3 years | -15.48% | -27.33% | +11.85% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -34.69% | +8.65% |
Max Drawdown (10Y)Largest decline over 10 years | -41.85% | -34.69% | -7.16% |
Current DrawdownCurrent decline from peak | -0.53% | -8.00% | +7.47% |
Average DrawdownAverage peak-to-trough decline | -8.57% | -17.94% | +9.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 5.63% | -2.54% |
Volatility
IVLU vs. LSGRX - Volatility Comparison
iShares MSCI International Value Factor ETF (IVLU) and Loomis Sayles Growth Fund (LSGRX) have volatilities of 5.44% and 5.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVLU | LSGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 5.33% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.85% | 13.19% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.65% | 17.19% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 22.73% | -6.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.66% | 20.95% | -3.29% |
IVLU vs. LSGRX - Expense Ratio Comparison
IVLU has a 0.30% expense ratio, which is lower than LSGRX's 0.64% expense ratio.
Dividends
IVLU vs. LSGRX - Dividend Comparison
IVLU's dividend yield for the trailing twelve months is around 3.28%, more than LSGRX's 2.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVLU iShares MSCI International Value Factor ETF | 3.28% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
LSGRX Loomis Sayles Growth Fund | 2.33% | 2.22% | 5.62% | 6.02% | 16.47% | 4.73% | 4.41% | 2.70% | 5.82% | 2.41% | 1.48% | 0.54% |
Frequently Asked Questions
IVLU and LSGRX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVLU has higher volatility (5.44%) compared to LSGRX (5.33%). In terms of maximum drawdown, IVLU dropped -41.85% vs LSGRX's -63.63%.
IVLU currently has the higher Sharpe Ratio (2.17 vs 0.38), 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.
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