LGRCX vs. VTMGX

Last updated Aug 1, 2026

LGRCX (Loomis Sayles Growth Fund Class C) and VTMGX (Vanguard Developed Markets Index Fund Admiral Shares) are both mutual funds - LGRCX is a Large Cap Growth Equities fund managed by Natixis, while VTMGX is a Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 10 years, LGRCX returned 13.95%/yr vs 10.04%/yr for VTMGX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. LGRCX charges 1.65%/yr vs 0.07%/yr for VTMGX.

Performance

LGRCX vs. VTMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Growth Fund Class C (LGRCX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LGRCX achieves a -6.93% return, which is significantly lower than VTMGX's 14.59% return. Over the past 10 years, LGRCX has outperformed VTMGX with an annualized return of 13.95%, while VTMGX has yielded a comparatively lower 10.04% annualized return.

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%

VTMGX

• 1D: 3.12%
• 1M: 0.75%
• 6M: 8.12%
• YTD: 14.59%
• 1Y: 30.61%
• 3Y*: 17.88%
• 5Y*: 9.89%
• 10Y*: 10.04%
• ALL TIME*: 5.84%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LGRCX Loomis Sayles Growth Fund Class C	$0.00	$0.00	$0.00
VTMGX Vanguard Developed Markets Index Fund Admiral Shares	$0.00	$0.00	$0.00

LGRCX vs. VTMGX - 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%
VTMGX Vanguard Developed Markets Index Fund Admiral Shares	14.59%	35.17%	3.03%	17.65%	-15.33%	11.39%	10.25%	22.04%	-14.48%	26.39%

Correlation

The correlation between LGRCX and VTMGX is 0.50, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.50
Correlation (3Y) Balances recent behavior with more history.	0.54
Correlation (5Y) Shows whether the relationship held over a longer period.	0.64
Correlation (10Y) Provides a long-term view across more market conditions.	0.69
Correlation (All Time) Calculated using the full available price history since Sep 12, 2003	0.72

Over the past year, the correlation between LGRCX and VTMGX has dropped to 0.50 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

Return for Risk

LGRCX vs. VTMGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LGRCX

LGRCX Risk / Return Rank: 3
LGRCX Sharpe Ratio Rank: 3
LGRCX Sortino Ratio Rank: 3
LGRCX Omega Ratio Rank: 3
LGRCX Calmar Ratio Rank: 3
LGRCX Martin Ratio Rank: 3

VTMGX

VTMGX Risk / Return Rank: 76
VTMGX Sharpe Ratio Rank: 77
VTMGX Sortino Ratio Rank: 73
VTMGX Omega Ratio Rank: 74
VTMGX Calmar Ratio Rank: 78
VTMGX Martin Ratio Rank: 79

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LGRCX vs. VTMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund Class C (LGRCX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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	VTMGX	Difference
Sharpe ratio: Return per unit of total volatility	-0.18	1.75	-1.93
Sortino ratio: Return per unit of downside risk	-0.13	2.40	-2.53
Omega ratio: Gain probability vs. loss probability	0.98	1.32	-0.33
Calmar ratio: Return relative to maximum drawdown	-0.18	2.51	-2.69
Martin ratio: Return relative to average drawdown	-0.46	9.35	-9.81

LGRCX vs. VTMGX - Sharpe Ratio Comparison

The current LGRCX Sharpe Ratio is -0.18, which is lower than the VTMGX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of LGRCX and VTMGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LGRCX vs. VTMGX - Drawdown Comparison

The maximum LGRCX drawdown since its inception was -58.53%, roughly equal to the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for LGRCX and VTMGX.

Drawdown Indicators

	LGRCX	VTMGX	Difference
Max Drawdown Largest peak-to-trough decline	-58.53%	-60.58%	+2.05%
Max Drawdown (1Y) Largest decline over 1 year	-18.16%	-11.67%	-6.49%
Max Drawdown (3Y) Largest decline over 3 years	-28.96%	-13.18%	-15.78%
Max Drawdown (5Y) Largest decline over 5 years	-35.31%	-29.71%	-5.60%
Max Drawdown (10Y) Largest decline over 10 years	-35.31%	-35.68%	+0.37%
Current Drawdown Current decline from peak	-10.17%	-1.68%	-8.49%
Average Drawdown Average peak-to-trough decline	-11.08%	-14.58%	+3.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.61%	3.13%	+3.48%

Volatility

LGRCX vs. VTMGX - Volatility Comparison

The current volatility for Loomis Sayles Growth Fund Class C (LGRCX) is 5.36%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 5.76%. This indicates that LGRCX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LGRCX	VTMGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.36%	5.76%	-0.40%
Volatility (6M) Calculated over the trailing 6-month period	13.84%	14.78%	-0.94%
Volatility (1Y) Calculated over the trailing 1-year period	18.14%	16.81%	+1.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.34%	16.20%	+7.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.22%	16.41%	+4.81%

LGRCX vs. VTMGX - Expense Ratio Comparison

LGRCX has a 1.65% expense ratio, which is higher than VTMGX's 0.07% expense ratio.

Dividends

LGRCX vs. VTMGX - Dividend Comparison

LGRCX's dividend yield for the trailing twelve months is around 3.33%, more than VTMGX's 2.53% 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%
VTMGX Vanguard Developed Markets Index Fund Admiral Shares	2.53%	3.20%	3.34%	3.14%	2.88%	3.14%	2.02%	3.03%	3.33%	2.77%	3.06%	2.91%

Frequently Asked Questions

Can I hold both LGRCX and VTMGX in my portfolio?

LGRCX and VTMGX have a correlation of 0.50, 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 VTMGX?

VTMGX has higher volatility (5.76%) compared to LGRCX (5.36%). In terms of maximum drawdown, LGRCX dropped -58.53% vs VTMGX's -60.58%.

Which has better risk-adjusted returns?

VTMGX currently has the higher Sharpe Ratio (1.75 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.