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LGRRX vs. LSGGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGRRX vs. LSGGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Growth Fund (LGRRX) and Loomis Sayles Global Growth Fund (LSGGX). The values are adjusted to include any dividend payments, if applicable.

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LGRRX vs. LSGGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGRRX
Loomis Sayles Growth Fund
-14.90%13.76%34.82%50.89%-28.03%18.40%31.40%31.41%-2.80%30.89%
LSGGX
Loomis Sayles Global Growth Fund
-16.35%16.84%23.30%36.10%-25.98%5.89%35.25%30.63%-6.70%31.11%

Returns By Period

In the year-to-date period, LGRRX achieves a -14.90% return, which is significantly higher than LSGGX's -16.35% return.


LGRRX

1D
0.20%
1M
-9.33%
YTD
-14.90%
6M
-14.71%
1Y
7.72%
3Y*
17.53%
5Y*
10.28%
10Y*
14.69%

LSGGX

1D
0.20%
1M
-9.84%
YTD
-16.35%
6M
-18.90%
1Y
1.75%
3Y*
11.82%
5Y*
4.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LGRRX vs. LSGGX - Expense Ratio Comparison

LGRRX has a 0.92% expense ratio, which is lower than LSGGX's 0.95% expense ratio.


Return for Risk

LGRRX vs. LSGGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LGRRX
LGRRX Risk / Return Rank: 99
Overall Rank
LGRRX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LGRRX Sortino Ratio Rank: 1313
Sortino Ratio Rank
LGRRX Omega Ratio Rank: 1212
Omega Ratio Rank
LGRRX Calmar Ratio Rank: 44
Calmar Ratio Rank
LGRRX Martin Ratio Rank: 44
Martin Ratio Rank

LSGGX
LSGGX Risk / Return Rank: 44
Overall Rank
LSGGX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
LSGGX Sortino Ratio Rank: 44
Sortino Ratio Rank
LSGGX Omega Ratio Rank: 44
Omega Ratio Rank
LSGGX Calmar Ratio Rank: 33
Calmar Ratio Rank
LSGGX Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LGRRX vs. LSGGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund (LGRRX) and Loomis Sayles Global Growth Fund (LSGGX). 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.


LGRRXLSGGXDifference

Sharpe ratio

Return per unit of total volatility

0.24

-0.08

+0.32

Sortino ratio

Return per unit of downside risk

0.55

0.06

+0.50

Omega ratio

Gain probability vs. loss probability

1.07

1.01

+0.07

Calmar ratio

Return relative to maximum drawdown

-0.20

-0.30

+0.10

Martin ratio

Return relative to average drawdown

-0.61

-0.84

+0.24

LGRRX vs. LSGGX - Sharpe Ratio Comparison

The current LGRRX Sharpe Ratio is 0.24, which is higher than the LSGGX Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of LGRRX and LSGGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LGRRXLSGGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

-0.08

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.22

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.58

-0.24

Correlation

The correlation between LGRRX and LSGGX is 0.93, 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. LSGGX - Dividend Comparison

LGRRX's dividend yield for the trailing twelve months is around 2.94%, more than LSGGX's 0.36% yield.


TTM20252024202320222021202020192018201720162015
LGRRX
Loomis Sayles Growth Fund
2.94%2.50%6.30%6.70%18.14%5.13%4.60%2.68%5.92%2.33%1.38%0.42%
LSGGX
Loomis Sayles Global Growth Fund
0.36%0.30%0.00%0.00%7.77%7.38%6.15%5.74%4.78%3.44%0.00%0.00%

Drawdowns

LGRRX vs. LSGGX - Drawdown Comparison

The maximum LGRRX drawdown since its inception was -64.70%, which is greater than LSGGX's maximum drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for LGRRX and LSGGX.


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Drawdown Indicators


LGRRXLSGGXDifference

Max Drawdown

Largest peak-to-trough decline

-64.70%

-37.72%

-26.98%

Max Drawdown (1Y)

Largest decline over 1 year

-17.93%

-21.08%

+3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-34.85%

-37.72%

+2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

Current Drawdown

Current decline from peak

-17.76%

-20.92%

+3.16%

Average Drawdown

Average peak-to-trough decline

-21.33%

-7.55%

-13.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.92%

7.93%

-0.01%

Volatility

LGRRX vs. LSGGX - Volatility Comparison

The current volatility for Loomis Sayles Growth Fund (LGRRX) is 5.19%, while Loomis Sayles Global Growth Fund (LSGGX) has a volatility of 5.66%. This indicates that LGRRX experiences smaller price fluctuations and is considered to be less risky than LSGGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGRRXLSGGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

5.66%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

12.86%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

25.06%

23.95%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.77%

21.87%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.95%

20.57%

+0.38%