LGRRX vs. SPY
Compare and contrast key facts about Loomis Sayles Growth Fund (LGRRX) and State Street SPDR S&P 500 ETF (SPY).
LGRRX is managed by Natixis. It was launched on Feb 1, 2013. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
LGRRX vs. SPY - Performance Comparison
Loading graphics...
LGRRX vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, LGRRX achieves a -11.67% return, which is significantly lower than SPY's -3.65% return. Over the past 10 years, LGRRX has outperformed SPY with an annualized return of 15.12%, while SPY has yielded a comparatively lower 14.06% 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%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
LGRRX vs. SPY - Expense Ratio Comparison
LGRRX has a 0.92% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
LGRRX vs. SPY — Risk / Return Rank
LGRRX
SPY
LGRRX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund (LGRRX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.96 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.49 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.14 | 1.53 | -1.68 |
Martin ratioReturn relative to average drawdown | -0.43 | 7.27 | -7.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| LGRRX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.96 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.70 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.79 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.56 | -0.21 |
Correlation
The correlation between LGRRX and SPY is 0.88, 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. SPY - Dividend Comparison
LGRRX's dividend yield for the trailing twelve months is around 2.83%, more than SPY's 1.13% 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% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
LGRRX vs. SPY - Drawdown Comparison
The maximum LGRRX drawdown since its inception was -64.70%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LGRRX and SPY.
Loading graphics...
Drawdown Indicators
| LGRRX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.70% | -55.19% | -9.51% |
Max Drawdown (1Y)Largest decline over 1 year | -17.93% | -12.05% | -5.88% |
Max Drawdown (5Y)Largest decline over 5 years | -34.85% | -24.50% | -10.35% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -33.72% | -1.13% |
Current DrawdownCurrent decline from peak | -14.65% | -5.53% | -9.12% |
Average DrawdownAverage peak-to-trough decline | -21.33% | -9.09% | -12.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.97% | 2.54% | +5.43% |
Volatility
LGRRX vs. SPY - Volatility Comparison
Loomis Sayles Growth Fund (LGRRX) has a higher volatility of 6.47% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that LGRRX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| LGRRX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 5.35% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.98% | 9.50% | +3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.34% | 19.06% | +6.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 17.06% | +5.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 17.92% | +3.06% |