LGRCX vs. SCHG

Last updated Jun 3, 2026

LGRCX (Loomis Sayles Growth Fund Class C) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both Large Cap Growth Equities funds. Over the past 10 years, LGRCX returned 15.50%/yr vs 18.77%/yr for SCHG. Their correlation of 0.91 suggests significant overlap in exposure. LGRCX charges 1.65%/yr vs 0.04%/yr for SCHG.

Performance

LGRCX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Growth Fund Class C (LGRCX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 SCHG's 6.42% return. Over the past 10 years, LGRCX has underperformed SCHG with an annualized return of 15.50%, while SCHG has yielded a comparatively higher 18.77% annualized 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%

SCHG

• 1D: -1.23%
• 1M: 4.81%
• YTD: 6.42%
• 6M: 5.81%
• 1Y: 24.64%
• 3Y*: 25.02%
• 5Y*: 15.59%
• 10Y*: 18.77%

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

LGRCX vs. SCHG - 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%	31.39%
SCHG Schwab U.S. Large-Cap Growth ETF	6.42%	17.50%	34.95%	50.10%	-31.80%	28.11%	39.14%	36.02%	-1.36%	28.05%

Correlation

The correlation between LGRCX and SCHG is 0.74, 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	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Dec 14, 2009	0.91

The correlation between LGRCX and SCHG shifts across timeframes, from 0.74 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LGRCX vs. SCHG — 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

SCHG

SCHG Risk / Return Rank: 39
SCHG Sharpe Ratio Rank: 45
SCHG Sortino Ratio Rank: 43
SCHG Omega Ratio Rank: 43
SCHG Calmar Ratio Rank: 30
SCHG Martin Ratio Rank: 33

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. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund Class C (LGRCX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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	SCHG	Difference
Sharpe ratio Return per unit of total volatility	1.00	1.60	-0.59
Sortino ratio Return per unit of downside risk	1.48	2.18	-0.70
Omega ratio Gain probability vs. loss probability	1.18	1.28	-0.10
Calmar ratio Return relative to maximum drawdown	1.27	1.51	-0.23
Martin ratio Return relative to average drawdown	3.86	5.04	-1.19
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. SCHG - Sharpe Ratio Comparison

The current LGRCX Sharpe Ratio is 1.00, which is lower than the SCHG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of LGRCX and SCHG, 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	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	1.60	-0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.70	-0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.87	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.84	-0.33

Drawdowns

LGRCX vs. SCHG - Drawdown Comparison

The maximum LGRCX drawdown since its inception was -58.53%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for LGRCX and SCHG.

Drawdown Indicators

	LGRCX	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-58.53%	-34.59%	-23.94%
Max Drawdown (1Y) Largest decline over 1 year	-18.16%	-16.41%	-1.75%
Max Drawdown (3Y) Largest decline over 3 years	-28.96%	-23.39%	-5.57%
Max Drawdown (5Y) Largest decline over 5 years	-35.31%	-34.59%	-0.72%
Max Drawdown (10Y) Largest decline over 10 years	-35.31%	-34.59%	-0.72%
Current Drawdown Current decline from peak	-2.42%	-1.78%	-0.64%
Average Drawdown Average peak-to-trough decline	-11.10%	-5.20%	-5.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.00%	4.90%	+1.10%

Volatility

LGRCX vs. SCHG - Volatility Comparison

Loomis Sayles Growth Fund Class C (LGRCX) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 3.71% and 3.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LGRCX	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.71%	3.61%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	13.21%	11.62%	+1.59%
Volatility (1Y) Calculated over the trailing 1-year period	16.79%	15.50%	+1.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.09%	22.27%	+0.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.15%	21.55%	-0.40%

LGRCX vs. SCHG - Expense Ratio Comparison

LGRCX has a 1.65% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

LGRCX vs. SCHG - Dividend Comparison

LGRCX's dividend yield for the trailing twelve months is around 3.06%, more than SCHG's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.36%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Frequently Asked Questions

Can I hold both LGRCX and SCHG in my portfolio?

LGRCX and SCHG have a correlation of 0.74, 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 SCHG?

LGRCX has higher volatility (3.71%) compared to SCHG (3.61%). In terms of maximum drawdown, LGRCX dropped -58.53% vs SCHG's -34.59%.

Which has better risk-adjusted returns?

SCHG currently has the higher Sharpe Ratio (1.60 vs 1.00), 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.