LGRCX vs. ADX
LGRCX (Loomis Sayles Growth Fund Class C) and ADX (Adams Diversified Equity Fund, Inc.) are both mutual funds - LGRCX is a Large Cap Growth Equities fund managed by Natixis, while ADX is a Large Cap Blend Equities fund actively managed by Adams Funds. Over the past 10 years, LGRCX returned 13.95%/yr vs 18.30%/yr for ADX. Their correlation of 0.81 means they have usually moved in the same direction. LGRCX charges 1.65%/yr vs 0.59%/yr for ADX.
Performance
LGRCX vs. ADX - Performance Comparison
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Returns By Period
In the year-to-date period, LGRCX achieves a -6.93% return, which is significantly lower than ADX's 16.11% return. Over the past 10 years, LGRCX has underperformed ADX with an annualized return of 13.95%, while ADX has yielded a comparatively higher 18.30% annualized return.
LGRCX
- 1D
- 0.96%
- 1M
- -2.51%
- 6M
- -6.34%
- YTD
- -6.93%
- 1Y
- -2.63%
- 3Y*
- 13.61%
- 5Y*
- 8.88%
- 10Y*
- 13.95%
- ALL TIME*
- 10.01%
ADX
- 1D
- 1.27%
- 1M
- 1.69%
- 6M
- 14.25%
- YTD
- 16.11%
- 1Y
- 30.61%
- 3Y*
- 26.36%
- 5Y*
- 17.06%
- 10Y*
- 18.30%
- ALL TIME*
- 8.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.83M | $7.82M | $6.92M | |
| $0.00 | $0.00 | $0.00 |
LGRCX vs. ADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGRCX Loomis Sayles Growth Fund Class C | -6.93% | 12.90% | 33.77% | 49.68% | -28.62% | 17.50% | 30.41% | 30.47% | -3.53% | 31.39% |
ADX Adams Diversified Equity Fund, Inc. | 16.11% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | 29.61% |
Correlation
The correlation between LGRCX and ADX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2003 | 0.81 |
Over the past year, the correlation between LGRCX and ADX has dropped to 0.59 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
LGRCX vs. ADX — Risk / Return Rank
LGRCX
ADX
LGRCX vs. ADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund Class C (LGRCX) and Adams Diversified Equity Fund, Inc. (ADX). 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.
| LGRCX | ADX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.32 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 2.76 | -2.94 |
| Martin ratioReturn relative to average drawdown | -0.46 | 13.65 | -14.11 |
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Drawdowns
LGRCX vs. ADX - Drawdown Comparison
The maximum LGRCX drawdown since its inception was -58.53%, smaller than the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for LGRCX and ADX.
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Drawdown Indicators
| LGRCX | ADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.53% | -71.60% | +13.07% |
Max Drawdown (1Y)Largest decline over 1 year | -18.16% | -10.16% | -8.00% |
Max Drawdown (3Y)Largest decline over 3 years | -28.96% | -18.29% | -10.67% |
Max Drawdown (5Y)Largest decline over 5 years | -35.31% | -25.07% | -10.24% |
Max Drawdown (10Y)Largest decline over 10 years | -35.31% | -37.17% | +1.86% |
Current DrawdownCurrent decline from peak | -10.17% | -1.32% | -8.85% |
Average DrawdownAverage peak-to-trough decline | -11.08% | -22.06% | +10.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.61% | 2.05% | +4.56% |
Volatility
LGRCX vs. ADX - Volatility Comparison
Loomis Sayles Growth Fund Class C (LGRCX) has a higher volatility of 5.36% compared to Adams Diversified Equity Fund, Inc. (ADX) at 4.93%. This indicates that LGRCX's price experiences larger fluctuations and is considered to be riskier than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGRCX | ADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 4.93% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.84% | 11.88% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 14.86% | +3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.34% | 17.49% | +5.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.22% | 18.07% | +3.15% |
LGRCX vs. ADX - Expense Ratio Comparison
LGRCX has a 1.65% expense ratio, which is higher than ADX's 0.59% expense ratio.
Dividends
LGRCX vs. ADX - Dividend Comparison
LGRCX's dividend yield for the trailing twelve months is around 3.33%, less than ADX's 7.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADX Adams Diversified Equity Fund, Inc. | 7.48% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
LGRCX Loomis Sayles Growth Fund Class C | 3.33% | 3.10% | 7.70% | 8.01% | 21.28% | 5.81% | 5.14% | 2.60% | 6.05% | 2.18% | 1.36% | 0.00% |
Frequently Asked Questions
LGRCX and ADX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LGRCX has higher volatility (5.36%) compared to ADX (4.93%). In terms of maximum drawdown, LGRCX dropped -58.53% vs ADX's -71.60%.
ADX currently has the higher Sharpe Ratio (1.89 vs -0.18), 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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