LGRCX vs. GXXIX

Last updated Jul 14, 2026

LGRCX (Loomis Sayles Growth Fund Class C) and GXXIX (abrdn U.S. Sustainable Leaders Fund) are both Large Cap Growth Equities funds. Over the past 10 years, LGRCX returned 14.77%/yr vs 14.31%/yr for GXXIX. Their correlation of 0.83 suggests significant overlap in exposure. LGRCX charges 1.65%/yr vs 0.97%/yr for GXXIX.

Performance

LGRCX vs. GXXIX - Performance Comparison

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

Returns By Period

In the year-to-date period, LGRCX achieves a -3.32% return, which is significantly lower than GXXIX's 4.85% return. Both investments have delivered pretty close results over the past 10 years, with LGRCX having a 14.77% annualized return and GXXIX not far behind at 14.31%.

LGRCX

• 1D: 0.61%
• 1M: 2.04%
• 6M: -4.96%
• YTD: -3.32%
• 1Y: 2.16%
• 3Y*: 16.69%
• 5Y*: 9.79%
• 10Y*: 14.77%

GXXIX

• 1D: 0.42%
• 1M: 0.84%
• 6M: 3.06%
• YTD: 4.85%
• 1Y: 8.54%
• 3Y*: 8.01%
• 5Y*: 10.32%
• 10Y*: 14.31%

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

LGRCX vs. GXXIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LGRCX Loomis Sayles Growth Fund Class C	-3.32%	12.90%	33.77%	49.68%	-28.62%	17.50%	30.41%	30.47%	-3.53%	31.39%
GXXIX abrdn U.S. Sustainable Leaders Fund	4.85%	3.82%	10.11%	15.19%	-26.55%	81.37%	29.56%	36.96%	-6.73%	20.42%

Correlation

The correlation between LGRCX and GXXIX is 0.61, 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	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (10Y) Calculated over the trailing 10-year period	0.80
Correlation (All Time) Calculated using the full available price history since Oct 12, 2011	0.83

Over the past year, the correlation between LGRCX and GXXIX has dropped to 0.61 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.

Return for Risk

LGRCX vs. GXXIX — Risk / Return Rank

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

LGRCX

LGRCX Risk / Return Rank: 4
LGRCX Sharpe Ratio Rank: 5
LGRCX Sortino Ratio Rank: 5
LGRCX Omega Ratio Rank: 5
LGRCX Calmar Ratio Rank: 4
LGRCX Martin Ratio Rank: 4

GXXIX

GXXIX Risk / Return Rank: 11
GXXIX Sharpe Ratio Rank: 11
GXXIX Sortino Ratio Rank: 11
GXXIX Omega Ratio Rank: 11
GXXIX Calmar Ratio Rank: 10
GXXIX Martin Ratio Rank: 13

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. GXXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund Class C (LGRCX) and abrdn U.S. Sustainable Leaders Fund (GXXIX). 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	GXXIX	Difference
Sharpe ratio: Return per unit of total volatility	0.14	0.62	-0.48
Sortino ratio: Return per unit of downside risk	0.32	0.94	-0.62
Omega ratio: Gain probability vs. loss probability	1.04	1.12	-0.08
Calmar ratio: Return relative to maximum drawdown	0.14	0.67	-0.53
Martin ratio: Return relative to average drawdown	0.38	2.45	-2.07

LGRCX vs. GXXIX - Sharpe Ratio Comparison

The current LGRCX Sharpe Ratio is 0.14, which is lower than the GXXIX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of LGRCX and GXXIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LGRCX vs. GXXIX - Drawdown Comparison

The maximum LGRCX drawdown since its inception was -58.53%, which is greater than GXXIX's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for LGRCX and GXXIX.

Drawdown Indicators

	LGRCX	GXXIX	Difference
Max Drawdown Largest peak-to-trough decline	-58.53%	-33.65%	-24.88%
Max Drawdown (1Y) Largest decline over 1 year	-18.16%	-11.78%	-6.38%
Max Drawdown (3Y) Largest decline over 3 years	-28.96%	-19.74%	-9.22%
Max Drawdown (5Y) Largest decline over 5 years	-35.31%	-33.65%	-1.66%
Max Drawdown (10Y) Largest decline over 10 years	-35.31%	-33.65%	-1.66%
Current Drawdown Current decline from peak	-6.68%	-2.09%	-4.59%
Average Drawdown Average peak-to-trough decline	-11.09%	-6.14%	-4.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.22%	3.20%	+3.02%

Volatility

LGRCX vs. GXXIX - Volatility Comparison

Loomis Sayles Growth Fund Class C (LGRCX) has a higher volatility of 5.93% compared to abrdn U.S. Sustainable Leaders Fund (GXXIX) at 4.15%. This indicates that LGRCX's price experiences larger fluctuations and is considered to be riskier than GXXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LGRCX	GXXIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.93%	4.15%	+1.78%
Volatility (6M) Calculated over the trailing 6-month period	13.57%	10.29%	+3.28%
Volatility (1Y) Calculated over the trailing 1-year period	17.68%	12.59%	+5.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.28%	27.83%	-4.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.18%	23.68%	-2.50%

LGRCX vs. GXXIX - Expense Ratio Comparison

LGRCX has a 1.65% expense ratio, which is higher than GXXIX's 0.97% expense ratio.

Dividends

LGRCX vs. GXXIX - Dividend Comparison

LGRCX's dividend yield for the trailing twelve months is around 3.20%, more than GXXIX's 2.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GXXIX abrdn U.S. Sustainable Leaders Fund	2.19%	2.30%	0.00%	0.28%	0.39%	59.39%	14.10%	9.76%	12.93%	10.11%	12.20%	5.82%
LGRCX Loomis Sayles Growth Fund Class C	3.20%	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

Can I hold both LGRCX and GXXIX in my portfolio?

LGRCX and GXXIX have a correlation of 0.61, 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 GXXIX?

LGRCX has higher volatility (5.93%) compared to GXXIX (4.15%). In terms of maximum drawdown, LGRCX dropped -58.53% vs GXXIX's -33.65%.

Which has better risk-adjusted returns?

GXXIX currently has the higher Sharpe Ratio (0.62 vs 0.14), 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.