LGRNX vs. CHASX
LGRNX (Loomis Sayles Growth Fund Class N) and CHASX (Chase Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, LGRNX returned 15.18%/yr vs 19.51%/yr for CHASX. Their correlation of 0.83 means they have usually moved in the same direction. LGRNX charges 0.57%/yr vs 1.14%/yr for CHASX.
Performance
LGRNX vs. CHASX - Performance Comparison
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Returns By Period
In the year-to-date period, LGRNX achieves a -6.35% return, which is significantly lower than CHASX's 22.47% return. Over the past 10 years, LGRNX has underperformed CHASX with an annualized return of 15.18%, while CHASX has yielded a comparatively higher 19.51% annualized return.
LGRNX
- 1D
- 0.94%
- 1M
- -2.44%
- 6M
- -5.85%
- YTD
- -6.35%
- 1Y
- -1.58%
- 3Y*
- 14.90%
- 5Y*
- 10.11%
- 10Y*
- 15.18%
- ALL TIME*
- 14.59%
CHASX
- 1D
- 2.60%
- 1M
- -0.77%
- 6M
- 18.71%
- YTD
- 22.47%
- 1Y
- 37.51%
- 3Y*
- 37.85%
- 5Y*
- 20.82%
- 10Y*
- 19.51%
- ALL TIME*
- 11.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CHASX Chase Growth Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
LGRNX vs. CHASX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGRNX Loomis Sayles Growth Fund Class N | -6.35% | 14.13% | 35.28% | 51.48% | -27.78% | 18.73% | 31.87% | 31.86% | -2.47% | 32.75% |
CHASX Chase Growth Fund | 22.47% | 20.61% | 64.71% | 25.91% | -20.41% | 22.32% | 18.27% | 42.63% | -3.96% | 24.49% |
Correlation
The correlation between LGRNX and CHASX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.83 |
Over the past year, the correlation between LGRNX and CHASX has dropped to 0.54 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
LGRNX vs. CHASX — Risk / Return Rank
LGRNX
CHASX
LGRNX vs. CHASX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund Class N (LGRNX) and Chase Growth Fund (CHASX). 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.
| LGRNX | CHASX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.31 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 3.52 | -3.64 |
| Martin ratioReturn relative to average drawdown | -0.31 | 13.93 | -14.23 |
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Drawdowns
LGRNX vs. CHASX - Drawdown Comparison
The maximum LGRNX drawdown since its inception was -34.65%, smaller than the maximum CHASX drawdown of -45.94%. Use the drawdown chart below to compare losses from any high point for LGRNX and CHASX.
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Drawdown Indicators
| LGRNX | CHASX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.65% | -45.94% | +11.29% |
Max Drawdown (1Y)Largest decline over 1 year | -17.81% | -9.90% | -7.91% |
Max Drawdown (3Y)Largest decline over 3 years | -27.30% | -23.40% | -3.90% |
Max Drawdown (5Y)Largest decline over 5 years | -34.65% | -24.63% | -10.02% |
Max Drawdown (10Y)Largest decline over 10 years | -34.65% | -30.40% | -4.25% |
Current DrawdownCurrent decline from peak | -9.47% | -3.73% | -5.74% |
Average DrawdownAverage peak-to-trough decline | -5.49% | -9.11% | +3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.31% | 2.50% | +3.81% |
Volatility
LGRNX vs. CHASX - Volatility Comparison
The current volatility for Loomis Sayles Growth Fund Class N (LGRNX) is 5.34%, while Chase Growth Fund (CHASX) has a volatility of 6.38%. This indicates that LGRNX experiences smaller price fluctuations and is considered to be less risky than CHASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGRNX | CHASX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 6.38% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 15.31% | -1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 19.29% | -1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.90% | 20.53% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 20.04% | +0.94% |
LGRNX vs. CHASX - Expense Ratio Comparison
LGRNX has a 0.57% expense ratio, which is lower than CHASX's 1.14% expense ratio.
Dividends
LGRNX vs. CHASX - Dividend Comparison
LGRNX's dividend yield for the trailing twelve months is around 2.36%, less than CHASX's 7.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHASX Chase Growth Fund | 7.45% | 9.12% | 36.67% | 5.80% | 5.49% | 20.15% | 7.83% | 22.82% | 12.92% | 11.92% | 9.14% | 10.24% |
LGRNX Loomis Sayles Growth Fund Class N | 2.36% | 2.21% | 5.60% | 6.01% | 16.45% | 4.73% | 4.48% | 2.79% | 5.93% | 2.48% | 1.55% | 0.61% |
Frequently Asked Questions
LGRNX and CHASX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHASX has higher volatility (6.38%) compared to LGRNX (5.34%). In terms of maximum drawdown, LGRNX dropped -34.65% vs CHASX's -45.94%.
CHASX currently has the higher Sharpe Ratio (1.81 vs -0.11), 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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