LGRCX vs. NEFOX
LGRCX (Loomis Sayles Growth Fund Class C) and NEFOX (Natixis Funds Trust II Oakmark Fund) are both mutual funds - LGRCX is a Large Cap Growth Equities fund managed by Natixis, while NEFOX is a Large Cap Value Equities fund managed by Natixis. Over the past 10 years, LGRCX returned 13.95%/yr vs 13.84%/yr for NEFOX. Their correlation of 0.80 means they have usually moved in the same direction. LGRCX charges 1.65%/yr vs 1.05%/yr for NEFOX.
Performance
LGRCX vs. NEFOX - 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 NEFOX's 6.49% return. Both investments have delivered pretty close results over the past 10 years, with LGRCX having a 13.95% annualized return and NEFOX not far behind at 13.84%.
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%
NEFOX
- 1D
- -0.34%
- 1M
- 3.21%
- 6M
- 6.38%
- YTD
- 6.49%
- 1Y
- 14.77%
- 3Y*
- 14.34%
- 5Y*
- 11.25%
- 10Y*
- 13.84%
- ALL TIME*
- 6.31%
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. NEFOX - 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% |
NEFOX Natixis Funds Trust II Oakmark Fund | 6.49% | 14.77% | 15.71% | 30.96% | -13.02% | 33.94% | 13.08% | 26.76% | -13.01% | 20.76% |
Correlation
The correlation between LGRCX and NEFOX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2003 | 0.80 |
Over the past year, the correlation between LGRCX and NEFOX has dropped to 0.46 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
LGRCX vs. NEFOX — Risk / Return Rank
LGRCX
NEFOX
LGRCX vs. NEFOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund Class C (LGRCX) and Natixis Funds Trust II Oakmark Fund (NEFOX). 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 | NEFOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.20 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 2.26 | -2.44 |
| Martin ratioReturn relative to average drawdown | -0.46 | 5.63 | -6.09 |
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Drawdowns
LGRCX vs. NEFOX - Drawdown Comparison
The maximum LGRCX drawdown since its inception was -58.53%, smaller than the maximum NEFOX drawdown of -62.35%. Use the drawdown chart below to compare losses from any high point for LGRCX and NEFOX.
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Drawdown Indicators
| LGRCX | NEFOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.53% | -62.35% | +3.82% |
Max Drawdown (1Y)Largest decline over 1 year | -18.16% | -7.07% | -11.09% |
Max Drawdown (3Y)Largest decline over 3 years | -28.96% | -17.25% | -11.71% |
Max Drawdown (5Y)Largest decline over 5 years | -35.31% | -23.56% | -11.75% |
Max Drawdown (10Y)Largest decline over 10 years | -35.31% | -41.01% | +5.70% |
Current DrawdownCurrent decline from peak | -10.17% | -0.46% | -9.71% |
Average DrawdownAverage peak-to-trough decline | -11.08% | -12.45% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.61% | 2.71% | +3.90% |
Volatility
LGRCX vs. NEFOX - Volatility Comparison
Loomis Sayles Growth Fund Class C (LGRCX) has a higher volatility of 5.36% compared to Natixis Funds Trust II Oakmark Fund (NEFOX) at 4.73%. This indicates that LGRCX's price experiences larger fluctuations and is considered to be riskier than NEFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGRCX | NEFOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 4.73% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 13.84% | 10.37% | +3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 14.19% | +3.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.34% | 19.19% | +4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.22% | 20.76% | +0.46% |
LGRCX vs. NEFOX - Expense Ratio Comparison
LGRCX has a 1.65% expense ratio, which is higher than NEFOX's 1.05% expense ratio.
Dividends
LGRCX vs. NEFOX - Dividend Comparison
LGRCX's dividend yield for the trailing twelve months is around 3.33%, less than NEFOX's 9.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NEFOX Natixis Funds Trust II Oakmark Fund | 9.52% | 7.14% | 6.85% | 3.62% | 17.00% | 7.02% | 9.21% | 9.34% | 10.83% | 4.19% | 3.66% | 4.01% |
Frequently Asked Questions
LGRCX and NEFOX have a correlation of 0.46, 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 NEFOX (4.73%). In terms of maximum drawdown, LGRCX dropped -58.53% vs NEFOX's -62.35%.
NEFOX currently has the higher Sharpe Ratio (1.13 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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