LGRCX vs. TILIX
LGRCX (Loomis Sayles Growth Fund Class C) and TILIX (Nuveen Large Cap Growth Index Fund R6 Class) are both Large Cap Growth Equities funds. Over the past 10 years, LGRCX returned 14.76%/yr vs 17.99%/yr for TILIX. Their correlation of 0.92 suggests significant overlap in exposure. LGRCX charges 1.65%/yr vs 0.05%/yr for TILIX.
Performance
LGRCX vs. TILIX - Performance Comparison
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Returns By Period
In the year-to-date period, LGRCX achieves a -3.91% return, which is significantly lower than TILIX's 4.72% return. Over the past 10 years, LGRCX has underperformed TILIX with an annualized return of 14.76%, while TILIX has yielded a comparatively higher 17.99% annualized return.
LGRCX
- 1D
- 0.79%
- 1M
- 1.42%
- 6M
- -4.87%
- YTD
- -3.91%
- 1Y
- 1.53%
- 3Y*
- 16.77%
- 5Y*
- 9.65%
- 10Y*
- 14.76%
TILIX
- 1D
- 1.27%
- 1M
- 1.70%
- 6M
- 4.07%
- YTD
- 4.72%
- 1Y
- 16.05%
- 3Y*
- 22.72%
- 5Y*
- 12.99%
- 10Y*
- 17.99%
LGRCX vs. TILIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGRCX Loomis Sayles Growth Fund Class C | -3.91% | 12.90% | 33.77% | 49.68% | -28.62% | 17.50% | 30.41% | 30.47% | -3.53% | 31.39% |
TILIX Nuveen Large Cap Growth Index Fund R6 Class | 4.72% | 18.41% | 33.31% | 42.64% | -29.22% | 27.63% | 38.43% | 36.30% | -1.66% | 28.49% |
Correlation
The correlation between LGRCX and TILIX 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 | 0.75 |
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 Sep 12, 2003 | 0.92 |
The correlation between LGRCX and TILIX shifts across timeframes, from 0.74 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LGRCX vs. TILIX — Risk / Return Rank
LGRCX
TILIX
LGRCX vs. TILIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund Class C (LGRCX) and Nuveen Large Cap Growth Index Fund R6 Class (TILIX). 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 | TILIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.17 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | 0.98 | -0.88 |
| Martin ratioReturn relative to average drawdown | 0.26 | 3.09 | -2.83 |
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Drawdowns
LGRCX vs. TILIX - Drawdown Comparison
The maximum LGRCX drawdown since its inception was -58.53%, which is greater than TILIX's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for LGRCX and TILIX.
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Drawdown Indicators
| LGRCX | TILIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.53% | -50.54% | -7.99% |
Max Drawdown (1Y)Largest decline over 1 year | -18.16% | -16.24% | -1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -28.96% | -23.33% | -5.63% |
Max Drawdown (5Y)Largest decline over 5 years | -35.31% | -32.68% | -2.63% |
Max Drawdown (10Y)Largest decline over 10 years | -35.31% | -32.68% | -2.63% |
Current DrawdownCurrent decline from peak | -7.25% | -3.91% | -3.34% |
Average DrawdownAverage peak-to-trough decline | -11.09% | -7.72% | -3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.20% | 5.11% | +1.09% |
Volatility
LGRCX vs. TILIX - Volatility Comparison
The current volatility for Loomis Sayles Growth Fund Class C (LGRCX) is 5.90%, while Nuveen Large Cap Growth Index Fund R6 Class (TILIX) has a volatility of 6.44%. This indicates that LGRCX experiences smaller price fluctuations and is considered to be less risky than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGRCX | TILIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 6.44% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 13.57% | 13.23% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 16.62% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.28% | 21.67% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.17% | 21.14% | +0.03% |
LGRCX vs. TILIX - Expense Ratio Comparison
LGRCX has a 1.65% expense ratio, which is higher than TILIX's 0.05% expense ratio.
Dividends
LGRCX vs. TILIX - Dividend Comparison
LGRCX's dividend yield for the trailing twelve months is around 3.22%, less than TILIX's 4.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGRCX Loomis Sayles Growth Fund Class C | 3.22% | 3.10% | 7.70% | 8.01% | 21.28% | 5.81% | 5.14% | 2.60% | 6.05% | 2.18% | 1.36% | 0.00% |
TILIX Nuveen Large Cap Growth Index Fund R6 Class | 4.21% | 4.41% | 3.25% | 1.90% | 11.00% | 8.76% | 1.91% | 2.38% | 4.01% | 0.68% | 1.33% | 1.32% |
Frequently Asked Questions
LGRCX and TILIX 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.
TILIX has higher volatility (6.44%) compared to LGRCX (5.90%). In terms of maximum drawdown, LGRCX dropped -58.53% vs TILIX's -50.54%.
TILIX currently has the higher Sharpe Ratio (0.96 vs 0.10), 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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