LGRCX vs. ESGYX

Last updated Jun 3, 2026

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 11.87%/yr vs 6.33%/yr for ESGYX. Their correlation of 0.87 suggests significant overlap in exposure. LGRCX charges 1.65%/yr vs 0.95%/yr for ESGYX.

Performance

LGRCX vs. ESGYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Growth Fund Class C (LGRCX) and Mirova Global Sustainable Equity Fund (ESGYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LGRCX achieves a 1.09% return, which is significantly lower than ESGYX's 1.40% return.

LGRCX

• 1D: 0.46%
• 1M: 3.98%
• YTD: 1.09%
• 6M: 2.20%
• 1Y: 13.87%
• 3Y*: 20.03%
• 5Y*: 11.87%
• 10Y*: 15.50%

ESGYX

• 1D: 0.96%
• 1M: 3.23%
• YTD: 1.40%
• 6M: 2.15%
• 1Y: 10.07%
• 3Y*: 12.40%
• 5Y*: 6.33%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LGRCX vs. ESGYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LGRCX Loomis Sayles Growth Fund Class C	1.09%	12.90%	33.77%	49.68%	-28.62%	17.50%	30.41%	30.47%	-3.53%	29.90%
ESGYX Mirova Global Sustainable Equity Fund	1.40%	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 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	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since Jan 4, 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.

Return for Risk

LGRCX vs. ESGYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LGRCX

LGRCX Risk / Return Rank: 13
LGRCX Sharpe Ratio Rank: 13
LGRCX Sortino Ratio Rank: 13
LGRCX Omega Ratio Rank: 13
LGRCX Calmar Ratio Rank: 13
LGRCX Martin Ratio Rank: 13

ESGYX

ESGYX Risk / Return Rank: 14
ESGYX Sharpe Ratio Rank: 13
ESGYX Sortino Ratio Rank: 13
ESGYX Omega Ratio Rank: 12
ESGYX Calmar Ratio Rank: 16
ESGYX Martin Ratio Rank: 17

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	LGRCX	ESGYX	Difference
Sharpe ratio Return per unit of total volatility	1.00	0.99	+0.01
Sortino ratio Return per unit of downside risk	1.48	1.52	-0.04
Omega ratio Gain probability vs. loss probability	1.18	1.18	0.00
Calmar ratio Return relative to maximum drawdown	1.27	1.45	-0.18
Martin ratio Return relative to average drawdown	3.86	4.90	-1.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LGRCX vs. ESGYX - Sharpe Ratio Comparison

The current LGRCX Sharpe Ratio is 1.00, which is comparable to the ESGYX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of LGRCX and ESGYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LGRCX	ESGYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	0.99	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.37	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.74	-0.23

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.

Drawdown Indicators

	LGRCX	ESGYX	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-2.42%	-0.94%	-1.48%
Average Drawdown Average peak-to-trough decline	-11.10%	-6.45%	-4.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.00%	3.41%	+2.59%

Volatility

LGRCX vs. ESGYX - Volatility Comparison

Loomis Sayles Growth Fund Class C (LGRCX) has a higher volatility of 3.71% compared to Mirova Global Sustainable Equity Fund (ESGYX) at 3.12%. 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.

Volatility by Period

	LGRCX	ESGYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.71%	3.12%	+0.59%
Volatility (6M) Calculated over the trailing 6-month period	13.21%	10.34%	+2.87%
Volatility (1Y) Calculated over the trailing 1-year period	16.79%	12.99%	+3.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.09%	17.63%	+5.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.15%	17.66%	+3.49%

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 3.06%, less than ESGYX's 4.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ESGYX Mirova Global Sustainable Equity Fund	4.09%	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	3.06%	3.10%	7.70%	8.01%	21.28%	5.81%	5.14%	2.60%	6.05%	2.18%	1.36%

Frequently Asked Questions

Can I hold both LGRCX and ESGYX in my portfolio?

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.

Which is riskier, LGRCX or ESGYX?

LGRCX has higher volatility (3.71%) compared to ESGYX (3.12%). In terms of maximum drawdown, LGRCX dropped -58.53% vs ESGYX's -34.88%.

Which has better risk-adjusted returns?

LGRCX currently has the higher Sharpe Ratio (1.00 vs 0.99), 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.