LGRCX vs. ESGYX
LGRCX (Loomis Sayles Growth Fund Class C) and ESGYX (Mirova Global Sustainable Equity Fund) are both mutual funds - LGRCX is a Large Cap Growth Equities fund managed by Natixis, while ESGYX is a Global Equities fund managed by Natixis. Over the past 5 years, LGRCX returned 8.88%/yr vs 4.85%/yr for ESGYX. Their correlation of 0.87 means they have usually moved in the same direction. LGRCX charges 1.65%/yr vs 0.95%/yr for ESGYX.
Performance
LGRCX vs. ESGYX - 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 ESGYX's 1.17% 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%
ESGYX
- 1D
- 1.19%
- 1M
- -0.54%
- 6M
- 0.66%
- YTD
- 1.17%
- 1Y
- 7.40%
- 3Y*
- 10.62%
- 5Y*
- 4.85%
- 10Y*
- —
- ALL TIME*
- 12.47%
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. ESGYX - 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% |
ESGYX Mirova Global Sustainable Equity Fund | 1.17% | 15.23% | 13.38% | 18.63% | -22.36% | 18.06% | 32.43% | 33.00% | -6.37% | 29.83% |
Correlation
The correlation between LGRCX and ESGYX is 0.78, 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. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.87 |
The correlation between LGRCX and ESGYX has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.
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Return for Risk
LGRCX vs. ESGYX — Risk / Return Rank
LGRCX
ESGYX
LGRCX vs. ESGYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund Class C (LGRCX) and Mirova Global Sustainable Equity Fund (ESGYX). 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 | ESGYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.11 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 0.74 | -0.92 |
| Martin ratioReturn relative to average drawdown | -0.46 | 2.47 | -2.93 |
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Drawdowns
LGRCX vs. ESGYX - Drawdown Comparison
The maximum LGRCX drawdown since its inception was -58.53%, which is greater than ESGYX's maximum drawdown of -34.88%. Use the drawdown chart below to compare losses from any high point for LGRCX and ESGYX.
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Drawdown Indicators
| LGRCX | ESGYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.53% | -34.88% | -23.65% |
Max Drawdown (1Y)Largest decline over 1 year | -18.16% | -11.49% | -6.67% |
Max Drawdown (3Y)Largest decline over 3 years | -28.96% | -16.67% | -12.29% |
Max Drawdown (5Y)Largest decline over 5 years | -35.31% | -34.88% | -0.43% |
Max Drawdown (10Y)Largest decline over 10 years | -35.31% | — | — |
Current DrawdownCurrent decline from peak | -10.17% | -1.16% | -9.01% |
Average DrawdownAverage peak-to-trough decline | -11.08% | -6.37% | -4.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.61% | 3.23% | +3.38% |
Volatility
LGRCX vs. ESGYX - Volatility Comparison
Loomis Sayles Growth Fund Class C (LGRCX) has a higher volatility of 5.36% compared to Mirova Global Sustainable Equity Fund (ESGYX) at 3.23%. This indicates that LGRCX's price experiences larger fluctuations and is considered to be riskier than ESGYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGRCX | ESGYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 3.23% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 13.84% | 10.57% | +3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 13.78% | +4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.34% | 17.73% | +5.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.22% | 17.61% | +3.61% |
LGRCX vs. ESGYX - Expense Ratio Comparison
LGRCX has a 1.65% expense ratio, which is higher than ESGYX's 0.95% expense ratio.
Dividends
LGRCX vs. ESGYX - Dividend Comparison
LGRCX's dividend yield for the trailing twelve months is around 3.33%, less than ESGYX's 4.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESGYX Mirova Global Sustainable Equity Fund | 4.10% | 4.44% | 1.99% | 0.61% | 5.28% | 12.16% | 0.54% | 1.84% | 4.39% | 1.15% | 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 ESGYX have a correlation of 0.78, 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 ESGYX (3.23%). In terms of maximum drawdown, LGRCX dropped -58.53% vs ESGYX's -34.88%.
ESGYX currently has the higher Sharpe Ratio (0.62 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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