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LGRRX vs. TWCGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGRRX vs. TWCGX - Performance Comparison

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

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LGRRX vs. TWCGX - 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%32.29%
TWCGX
American Century Growth Fund
-13.48%15.28%26.20%43.31%-31.39%27.86%35.23%35.39%-1.27%30.06%

Returns By Period

In the year-to-date period, LGRRX achieves a -14.90% return, which is significantly lower than TWCGX's -13.48% return. Both investments have delivered pretty close results over the past 10 years, with LGRRX having a 14.69% annualized return and TWCGX not far behind at 14.50%.


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%

TWCGX

1D
-0.40%
1M
-8.79%
YTD
-13.48%
6M
-12.63%
1Y
12.31%
3Y*
16.17%
5Y*
9.27%
10Y*
14.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LGRRX vs. TWCGX - Expense Ratio Comparison

LGRRX has a 0.92% expense ratio, which is lower than TWCGX's 0.94% expense ratio.


Return for Risk

LGRRX vs. TWCGX — 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

TWCGX
TWCGX Risk / Return Rank: 2222
Overall Rank
TWCGX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TWCGX Sortino Ratio Rank: 2626
Sortino Ratio Rank
TWCGX Omega Ratio Rank: 2525
Omega Ratio Rank
TWCGX Calmar Ratio Rank: 1919
Calmar Ratio Rank
TWCGX Martin Ratio Rank: 1919
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. TWCGX - Risk-Adjusted Trends Comparison

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


LGRRXTWCGXDifference

Sharpe ratio

Return per unit of total volatility

0.24

0.55

-0.31

Sortino ratio

Return per unit of downside risk

0.55

0.96

-0.40

Omega ratio

Gain probability vs. loss probability

1.07

1.13

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.20

0.56

-0.77

Martin ratio

Return relative to average drawdown

-0.61

1.97

-2.57

LGRRX vs. TWCGX - Sharpe Ratio Comparison

The current LGRRX Sharpe Ratio is 0.24, which is lower than the TWCGX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of LGRRX and TWCGX, 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


LGRRXTWCGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

0.55

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.43

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.69

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.51

-0.16

Correlation

The correlation between LGRRX and TWCGX is 0.92, 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. TWCGX - Dividend Comparison

LGRRX's dividend yield for the trailing twelve months is around 2.94%, less than TWCGX's 19.81% 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%
TWCGX
American Century Growth Fund
19.81%17.14%5.96%4.81%4.86%9.83%5.33%5.60%14.07%10.28%4.64%6.80%

Drawdowns

LGRRX vs. TWCGX - Drawdown Comparison

The maximum LGRRX drawdown since its inception was -64.70%, which is greater than TWCGX's maximum drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for LGRRX and TWCGX.


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Drawdown Indicators


LGRRXTWCGXDifference

Max Drawdown

Largest peak-to-trough decline

-64.70%

-59.60%

-5.10%

Max Drawdown (1Y)

Largest decline over 1 year

-17.93%

-16.69%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-34.85%

-34.92%

+0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

-34.92%

+0.07%

Current Drawdown

Current decline from peak

-17.76%

-16.69%

-1.07%

Average Drawdown

Average peak-to-trough decline

-21.33%

-15.34%

-5.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.92%

4.78%

+3.14%

Volatility

LGRRX vs. TWCGX - Volatility Comparison

Loomis Sayles Growth Fund (LGRRX) and American Century Growth Fund (TWCGX) have volatilities of 5.19% and 5.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGRRXTWCGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

5.43%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

12.03%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

25.06%

22.43%

+2.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.77%

21.58%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.95%

21.24%

-0.29%