LGRNX vs. FSPGX
LGRNX (Loomis Sayles Growth Fund Class N) and FSPGX (Fidelity Large Cap Growth Index Fund) are both Large Cap Growth Equities funds. Over the past 5 years, LGRNX returned 10.11%/yr vs 11.68%/yr for FSPGX. Their correlation of 0.90 means they have usually moved in the same direction. LGRNX charges 0.57%/yr vs 0.04%/yr for FSPGX.
Performance
LGRNX vs. FSPGX - 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 FSPGX's -0.52% 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%
FSPGX
- 1D
- 2.95%
- 1M
- -3.22%
- 6M
- 1.01%
- YTD
- -0.52%
- 1Y
- 9.22%
- 3Y*
- 18.94%
- 5Y*
- 11.68%
- 10Y*
- —
- ALL TIME*
- 17.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LGRNX vs. FSPGX - 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% |
FSPGX Fidelity Large Cap Growth Index Fund | -0.52% | 18.54% | 33.27% | 42.77% | -29.17% | 27.57% | 38.46% | 36.38% | -1.79% | 27.70% |
Correlation
The correlation between LGRNX and FSPGX is 0.74, 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. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.90 |
The correlation between LGRNX and FSPGX shifts across timeframes, from 0.74 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LGRNX vs. FSPGX — Risk / Return Rank
LGRNX
FSPGX
LGRNX vs. FSPGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund Class N (LGRNX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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 | FSPGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.08 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 0.45 | -0.56 |
| Martin ratioReturn relative to average drawdown | -0.31 | 1.34 | -1.65 |
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Drawdowns
LGRNX vs. FSPGX - Drawdown Comparison
The maximum LGRNX drawdown since its inception was -34.65%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for LGRNX and FSPGX.
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Drawdown Indicators
| LGRNX | FSPGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.65% | -32.66% | -1.99% |
Max Drawdown (1Y)Largest decline over 1 year | -17.81% | -16.17% | -1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -27.30% | -23.32% | -3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -34.65% | -32.66% | -1.99% |
Max Drawdown (10Y)Largest decline over 10 years | -34.65% | — | — |
Current DrawdownCurrent decline from peak | -9.47% | -8.74% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -5.49% | -6.36% | +0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.31% | 5.38% | +0.93% |
Volatility
LGRNX vs. FSPGX - Volatility Comparison
The current volatility for Loomis Sayles Growth Fund Class N (LGRNX) is 5.34%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 6.40%. This indicates that LGRNX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGRNX | FSPGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 6.40% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 14.04% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 17.49% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.90% | 21.81% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 21.58% | -0.60% |
LGRNX vs. FSPGX - Expense Ratio Comparison
LGRNX has a 0.57% expense ratio, which is higher than FSPGX's 0.04% expense ratio.
Dividends
LGRNX vs. FSPGX - Dividend Comparison
LGRNX's dividend yield for the trailing twelve months is around 2.36%, more than FSPGX's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSPGX Fidelity Large Cap Growth Index Fund | 0.39% | 0.34% | 0.37% | 0.73% | 0.86% | 2.22% | 1.76% | 1.04% | 1.32% | 0.22% | 0.00% | 0.00% |
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 FSPGX 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.
FSPGX has higher volatility (6.40%) compared to LGRNX (5.34%). In terms of maximum drawdown, LGRNX dropped -34.65% vs FSPGX's -32.66%.
FSPGX currently has the higher Sharpe Ratio (0.41 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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