LGRCX vs. SCHG

In the year-to-date period, LGRCX achieves a 0.51% return, which is significantly higher than SCHG's -1.01% return. Over the past 10 years, LGRCX has underperformed SCHG with an annualized return of 14.60%, while SCHG has yielded a comparatively higher 15.84% annualized return.

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

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.

The current LGRCX Sharpe Ratio is 0.86, which is comparable to the SCHG Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of LGRCX and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LGRCX's dividend yield for the trailing twelve months is around 7.73%, more than SCHG's 0.41% yield.

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.

Loomis Sayles Growth Fund Class C (LGRCX) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.94% and 5.75%, 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.