LGRRX vs. EQWL
Compare and contrast key facts about Loomis Sayles Growth Fund (LGRRX) and Invesco S&P 100 Equal Weight ETF (EQWL).
LGRRX is managed by Natixis. It was launched on Feb 1, 2013. EQWL is a passively managed fund by Invesco that tracks the performance of the S&P 100 Equal Weighted. It was launched on Dec 1, 2006.
Performance
LGRRX vs. EQWL - Performance Comparison
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LGRRX vs. EQWL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGRRX Loomis Sayles Growth Fund | -11.67% | 13.76% | 34.82% | 50.89% | -28.03% | 18.40% | 31.40% | 31.41% | -2.80% | 32.29% |
EQWL Invesco S&P 100 Equal Weight ETF | -1.85% | 17.61% | 19.11% | 19.48% | -11.46% | 28.29% | 13.94% | 29.54% | -6.30% | 24.41% |
Returns By Period
In the year-to-date period, LGRRX achieves a -11.67% return, which is significantly lower than EQWL's -1.85% return. Over the past 10 years, LGRRX has outperformed EQWL with an annualized return of 15.12%, while EQWL has yielded a comparatively lower 13.61% annualized return.
LGRRX
- 1D
- 3.79%
- 1M
- -6.06%
- YTD
- -11.67%
- 6M
- -12.18%
- 1Y
- 11.06%
- 3Y*
- 19.00%
- 5Y*
- 10.77%
- 10Y*
- 15.12%
EQWL
- 1D
- 0.17%
- 1M
- -5.04%
- YTD
- -1.85%
- 6M
- 1.17%
- 1Y
- 14.11%
- 3Y*
- 16.14%
- 5Y*
- 10.98%
- 10Y*
- 13.61%
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LGRRX vs. EQWL - Expense Ratio Comparison
LGRRX has a 0.92% expense ratio, which is higher than EQWL's 0.25% expense ratio.
Return for Risk
LGRRX vs. EQWL — Risk / Return Rank
LGRRX
EQWL
LGRRX vs. EQWL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund (LGRRX) and Invesco S&P 100 Equal Weight ETF (EQWL). 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.
| LGRRX | EQWL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.88 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.32 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | -0.14 | 1.21 | -1.36 |
Martin ratioReturn relative to average drawdown | -0.43 | 5.55 | -5.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LGRRX | EQWL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.88 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.74 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.81 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.56 | -0.21 |
Correlation
The correlation between LGRRX and EQWL is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LGRRX vs. EQWL - Dividend Comparison
LGRRX's dividend yield for the trailing twelve months is around 2.83%, more than EQWL's 1.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGRRX Loomis Sayles Growth Fund | 2.83% | 2.50% | 6.30% | 6.70% | 18.14% | 5.13% | 4.60% | 2.68% | 5.92% | 2.33% | 1.38% | 0.42% |
EQWL Invesco S&P 100 Equal Weight ETF | 1.70% | 1.67% | 1.86% | 1.97% | 2.12% | 1.65% | 2.01% | 2.04% | 2.23% | 1.27% | 2.01% | 2.03% |
Drawdowns
LGRRX vs. EQWL - Drawdown Comparison
The maximum LGRRX drawdown since its inception was -64.70%, which is greater than EQWL's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for LGRRX and EQWL.
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Drawdown Indicators
| LGRRX | EQWL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.70% | -49.36% | -15.34% |
Max Drawdown (1Y)Largest decline over 1 year | -17.93% | -11.47% | -6.46% |
Max Drawdown (5Y)Largest decline over 5 years | -34.85% | -22.99% | -11.86% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -34.30% | -0.55% |
Current DrawdownCurrent decline from peak | -14.65% | -5.51% | -9.14% |
Average DrawdownAverage peak-to-trough decline | -21.33% | -6.75% | -14.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.97% | 2.51% | +5.46% |
Volatility
LGRRX vs. EQWL - Volatility Comparison
Loomis Sayles Growth Fund (LGRRX) has a higher volatility of 6.47% compared to Invesco S&P 100 Equal Weight ETF (EQWL) at 4.15%. This indicates that LGRRX's price experiences larger fluctuations and is considered to be riskier than EQWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGRRX | EQWL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 4.15% | +2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.98% | 7.86% | +5.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.34% | 16.12% | +9.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 14.98% | +7.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 16.78% | +4.20% |