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LGRCX vs. NEFSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGRCX vs. NEFSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Growth Fund Class C (LGRCX) and Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX). The values are adjusted to include any dividend payments, if applicable.

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LGRCX vs. NEFSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGRCX
Loomis Sayles Growth Fund Class C
-15.04%12.90%33.77%49.68%-28.62%17.50%30.41%30.47%-3.53%31.39%
NEFSX
Natixis Funds Trust I U.S. Equity Opportunities Fund
-9.40%17.23%25.79%37.13%-21.15%23.21%22.12%31.08%-6.67%26.28%

Returns By Period

In the year-to-date period, LGRCX achieves a -15.04% return, which is significantly lower than NEFSX's -9.40% return. Both investments have delivered pretty close results over the past 10 years, with LGRCX having a 13.85% annualized return and NEFSX not far ahead at 14.19%.


LGRCX

1D
0.20%
1M
-9.41%
YTD
-15.04%
6M
-15.02%
1Y
6.93%
3Y*
16.61%
5Y*
9.42%
10Y*
13.85%

NEFSX

1D
0.19%
1M
-7.24%
YTD
-9.40%
6M
-7.38%
1Y
9.45%
3Y*
17.64%
5Y*
10.37%
10Y*
14.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LGRCX vs. NEFSX - Expense Ratio Comparison

LGRCX has a 1.65% expense ratio, which is higher than NEFSX's 1.14% expense ratio.


Return for Risk

LGRCX vs. NEFSX — Risk / Return Rank

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

LGRCX
LGRCX Risk / Return Rank: 77
Overall Rank
LGRCX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LGRCX Sortino Ratio Rank: 1111
Sortino Ratio Rank
LGRCX Omega Ratio Rank: 1010
Omega Ratio Rank
LGRCX Calmar Ratio Rank: 33
Calmar Ratio Rank
LGRCX Martin Ratio Rank: 33
Martin Ratio Rank

NEFSX
NEFSX Risk / Return Rank: 1515
Overall Rank
NEFSX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
NEFSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
NEFSX Omega Ratio Rank: 1919
Omega Ratio Rank
NEFSX Calmar Ratio Rank: 88
Calmar Ratio Rank
NEFSX Martin Ratio Rank: 99
Martin Ratio Rank
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. NEFSX - 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 I U.S. Equity Opportunities Fund (NEFSX). 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.


LGRCXNEFSXDifference

Sharpe ratio

Return per unit of total volatility

0.20

0.46

-0.25

Sortino ratio

Return per unit of downside risk

0.50

0.83

-0.33

Omega ratio

Gain probability vs. loss probability

1.06

1.11

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.24

0.13

-0.36

Martin ratio

Return relative to average drawdown

-0.71

0.44

-1.15

LGRCX vs. NEFSX - Sharpe Ratio Comparison

The current LGRCX Sharpe Ratio is 0.20, which is lower than the NEFSX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of LGRCX and NEFSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LGRCXNEFSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.46

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.55

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.74

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.58

-0.11

Correlation

The correlation between LGRCX and NEFSX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LGRCX vs. NEFSX - Dividend Comparison

LGRCX's dividend yield for the trailing twelve months is around 3.64%, less than NEFSX's 6.54% yield.


TTM20252024202320222021202020192018201720162015
LGRCX
Loomis Sayles Growth Fund Class C
3.64%3.10%7.70%8.01%21.28%5.81%5.14%2.60%6.05%2.18%1.36%0.00%
NEFSX
Natixis Funds Trust I U.S. Equity Opportunities Fund
6.54%5.92%6.38%8.13%18.10%11.12%13.07%10.85%11.18%3.55%1.88%5.09%

Drawdowns

LGRCX vs. NEFSX - Drawdown Comparison

The maximum LGRCX drawdown since its inception was -58.53%, roughly equal to the maximum NEFSX drawdown of -55.83%. Use the drawdown chart below to compare losses from any high point for LGRCX and NEFSX.


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Drawdown Indicators


LGRCXNEFSXDifference

Max Drawdown

Largest peak-to-trough decline

-58.53%

-55.83%

-2.70%

Max Drawdown (1Y)

Largest decline over 1 year

-18.16%

-12.85%

-5.31%

Max Drawdown (5Y)

Largest decline over 5 years

-35.31%

-30.08%

-5.23%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

-32.27%

-3.04%

Current Drawdown

Current decline from peak

-17.99%

-11.04%

-6.95%

Average Drawdown

Average peak-to-trough decline

-11.13%

-11.79%

+0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.00%

5.56%

+2.44%

Volatility

LGRCX vs. NEFSX - Volatility Comparison

Loomis Sayles Growth Fund Class C (LGRCX) has a higher volatility of 5.24% compared to Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) at 4.10%. This indicates that LGRCX's price experiences larger fluctuations and is considered to be riskier than NEFSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGRCXNEFSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

4.10%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.41%

9.87%

+2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

25.05%

21.14%

+3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.00%

19.60%

+3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.07%

19.70%

+1.37%