LGRCX vs. AWYIX
LGRCX (Loomis Sayles Growth Fund Class C) and AWYIX (CIBC Atlas Equity Income Fund) are both mutual funds - LGRCX is a Large Cap Growth Equities fund managed by Natixis, while AWYIX is a Dividend fund managed by CIBC Private Wealth Management. Over the past 5 years, LGRCX returned 8.88%/yr vs 7.12%/yr for AWYIX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. LGRCX charges 1.65%/yr vs 0.95%/yr for AWYIX.
Performance
LGRCX vs. AWYIX - 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 AWYIX's 3.06% 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%
AWYIX
- 1D
- 0.31%
- 1M
- -0.45%
- 6M
- 1.94%
- YTD
- 3.06%
- 1Y
- 8.92%
- 3Y*
- 11.30%
- 5Y*
- 7.12%
- 10Y*
- —
- ALL TIME*
- 11.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LGRCX vs. AWYIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LGRCX Loomis Sayles Growth Fund Class C | -6.93% | 12.90% | 33.77% | 49.68% | -28.62% | 17.50% | 30.41% | 30.47% | -5.02% |
AWYIX CIBC Atlas Equity Income Fund | 3.06% | 7.66% | 18.19% | 16.39% | -15.59% | 29.51% | 12.75% | 35.07% | 1.12% |
Correlation
The correlation between LGRCX and AWYIX is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2018 | 0.74 |
Over the past year, the correlation between LGRCX and AWYIX has dropped to 0.37 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
LGRCX vs. AWYIX — Risk / Return Rank
LGRCX
AWYIX
LGRCX vs. AWYIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund Class C (LGRCX) and CIBC Atlas Equity Income Fund (AWYIX). 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 | AWYIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.13 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 0.86 | -1.04 |
| Martin ratioReturn relative to average drawdown | -0.46 | 3.23 | -3.69 |
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Drawdowns
LGRCX vs. AWYIX - Drawdown Comparison
The maximum LGRCX drawdown since its inception was -58.53%, which is greater than AWYIX's maximum drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for LGRCX and AWYIX.
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Drawdown Indicators
| LGRCX | AWYIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.53% | -35.79% | -22.74% |
Max Drawdown (1Y)Largest decline over 1 year | -18.16% | -8.35% | -9.81% |
Max Drawdown (3Y)Largest decline over 3 years | -28.96% | -18.72% | -10.24% |
Max Drawdown (5Y)Largest decline over 5 years | -35.31% | -19.82% | -15.49% |
Max Drawdown (10Y)Largest decline over 10 years | -35.31% | — | — |
Current DrawdownCurrent decline from peak | -10.17% | -1.05% | -9.12% |
Average DrawdownAverage peak-to-trough decline | -11.08% | -4.95% | -6.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.61% | 2.22% | +4.39% |
Volatility
LGRCX vs. AWYIX - Volatility Comparison
Loomis Sayles Growth Fund Class C (LGRCX) has a higher volatility of 5.36% compared to CIBC Atlas Equity Income Fund (AWYIX) at 2.78%. This indicates that LGRCX's price experiences larger fluctuations and is considered to be riskier than AWYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGRCX | AWYIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 2.78% | +2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 13.84% | 7.54% | +6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 10.24% | +7.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.34% | 14.42% | +8.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.22% | 17.76% | +3.46% |
LGRCX vs. AWYIX - Expense Ratio Comparison
LGRCX has a 1.65% expense ratio, which is higher than AWYIX's 0.95% expense ratio.
Dividends
LGRCX vs. AWYIX - Dividend Comparison
LGRCX's dividend yield for the trailing twelve months is around 3.33%, more than AWYIX's 2.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
AWYIX CIBC Atlas Equity Income Fund | 2.12% | 1.74% | 5.77% | 1.80% | 3.23% | 6.35% | 6.87% | 3.82% | 6.79% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
LGRCX and AWYIX 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.
LGRCX has higher volatility (5.36%) compared to AWYIX (2.78%). In terms of maximum drawdown, LGRCX dropped -58.53% vs AWYIX's -35.79%.
AWYIX currently has the higher Sharpe Ratio (0.70 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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