IVV vs. LSGRX
IVV (iShares Core S&P 500 ETF) and LSGRX (Loomis Sayles Growth Fund) are both funds - IVV is a S&P 500 fund tracking the S&P 500 Index, while LSGRX is a Large Cap Growth Equities fund managed by Natixis. Over the past 10 years, IVV returned 15.47%/yr vs 16.10%/yr for LSGRX. Their correlation of 0.90 suggests significant overlap in exposure. IVV charges 0.03%/yr vs 0.64%/yr for LSGRX.
Performance
IVV vs. LSGRX - Performance Comparison
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Returns By Period
In the year-to-date period, IVV achieves a 9.08% return, which is significantly higher than LSGRX's -4.82% return. Both investments have delivered pretty close results over the past 10 years, with IVV having a 15.47% annualized return and LSGRX not far ahead at 16.10%.
IVV
- 1D
- 0.55%
- 1M
- -0.85%
- YTD
- 9.08%
- 6M
- 9.43%
- 1Y
- 25.77%
- 3Y*
- 20.95%
- 5Y*
- 13.42%
- 10Y*
- 15.47%
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%
IVV vs. LSGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 9.08% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
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 IVV and LSGRX is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 19, 2000 | 0.90 |
The correlation between IVV and LSGRX shifts across timeframes, from 0.70 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IVV vs. LSGRX — Risk / Return Rank
IVV
LSGRX
IVV vs. LSGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) 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.
| IVV | LSGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.08 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 0.37 | +2.39 |
| Martin ratioReturn relative to average drawdown | 12.43 | 1.08 | +11.35 |
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Drawdowns
IVV vs. LSGRX - Drawdown Comparison
The maximum IVV drawdown since its inception was -55.25%, smaller than the maximum LSGRX drawdown of -63.63%. Use the drawdown chart below to compare losses from any high point for IVV and LSGRX.
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Drawdown Indicators
| IVV | LSGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.25% | -63.63% | +8.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -17.83% | +8.94% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -27.33% | +8.58% |
Max Drawdown (5Y)Largest decline over 5 years | -24.53% | -34.69% | +10.16% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -34.69% | +0.79% |
Current DrawdownCurrent decline from peak | -2.35% | -8.00% | +5.65% |
Average DrawdownAverage peak-to-trough decline | -10.77% | -17.94% | +7.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 5.63% | -3.66% |
Volatility
IVV vs. LSGRX - Volatility Comparison
The current volatility for iShares Core S&P 500 ETF (IVV) is 4.37%, while Loomis Sayles Growth Fund (LSGRX) has a volatility of 5.33%. This indicates that IVV experiences smaller price fluctuations and is considered to be less risky than LSGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVV | LSGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 5.33% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 13.19% | -3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.28% | 17.19% | -4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 22.73% | -5.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 20.95% | -2.87% |
IVV vs. LSGRX - Expense Ratio Comparison
IVV has a 0.03% expense ratio, which is lower than LSGRX's 0.64% expense ratio.
Dividends
IVV vs. LSGRX - Dividend Comparison
IVV's dividend yield for the trailing twelve months is around 1.08%, less than LSGRX's 2.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 1.08% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
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
IVV and LSGRX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGRX has higher volatility (5.33%) compared to IVV (4.37%). In terms of maximum drawdown, IVV dropped -55.25% vs LSGRX's -63.63%.
IVV currently has the higher Sharpe Ratio (2.00 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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