LIGYX vs. VIHAX
LIGYX (Loomis Sayles International Growth Fund) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both mutual funds - LIGYX is a Foreign Large Cap Equities fund managed by Natixis, while VIHAX is a Large Cap Value Equities fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 5 years, LIGYX returned 2.54%/yr vs 14.15%/yr for VIHAX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. LIGYX charges 0.95%/yr vs 0.16%/yr for VIHAX.
Performance
LIGYX vs. VIHAX - Performance Comparison
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Returns By Period
In the year-to-date period, LIGYX achieves a -6.86% return, which is significantly lower than VIHAX's 18.05% return.
LIGYX
- 1D
- 1.42%
- 1M
- 1.04%
- 6M
- -6.20%
- YTD
- -6.86%
- 1Y
- -3.14%
- 3Y*
- 4.58%
- 5Y*
- 2.54%
- 10Y*
- —
- ALL TIME*
- 2.16%
VIHAX
- 1D
- 2.01%
- 1M
- 4.98%
- 6M
- 11.54%
- YTD
- 18.05%
- 1Y
- 35.31%
- 3Y*
- 21.69%
- 5Y*
- 14.15%
- 10Y*
- 11.25%
- ALL TIME*
- 11.29%
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 |
LIGYX vs. VIHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LIGYX Loomis Sayles International Growth Fund | -6.86% | 9.53% | 13.96% | 20.81% | -17.49% | -3.79% | 1.08% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 18.05% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | 2.07% |
Correlation
The correlation between LIGYX and VIHAX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 2020 | 0.67 |
The correlation between LIGYX and VIHAX shifts across timeframes, from 0.48 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LIGYX vs. VIHAX — Risk / Return Rank
LIGYX
VIHAX
LIGYX vs. VIHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles International Growth Fund (LIGYX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.
| LIGYX | VIHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.13 | ||
| Sortino ratioReturn per unit of downside risk | -4.18 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.52 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 3.62 | -3.87 |
| Martin ratioReturn relative to average drawdown | -0.52 | 13.83 | -14.35 |
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Drawdowns
LIGYX vs. VIHAX - Drawdown Comparison
The maximum LIGYX drawdown since its inception was -38.11%, roughly equal to the maximum VIHAX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for LIGYX and VIHAX.
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Drawdown Indicators
| LIGYX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.11% | -38.80% | +0.69% |
Max Drawdown (1Y)Largest decline over 1 year | -22.58% | -9.53% | -13.05% |
Max Drawdown (3Y)Largest decline over 3 years | -22.58% | -12.29% | -10.29% |
Max Drawdown (5Y)Largest decline over 5 years | -33.83% | -23.92% | -9.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.80% | — |
Current DrawdownCurrent decline from peak | -12.31% | 0.00% | -12.31% |
Average DrawdownAverage peak-to-trough decline | -13.72% | -5.94% | -7.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.42% | 2.49% | +7.93% |
Volatility
LIGYX vs. VIHAX - Volatility Comparison
Loomis Sayles International Growth Fund (LIGYX) has a higher volatility of 5.18% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.47%. This indicates that LIGYX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LIGYX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 3.47% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | 10.27% | +5.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.52% | 12.15% | +8.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.14% | 13.77% | +7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 15.55% | +5.21% |
LIGYX vs. VIHAX - Expense Ratio Comparison
LIGYX has a 0.95% expense ratio, which is higher than VIHAX's 0.16% expense ratio.
Dividends
LIGYX vs. VIHAX - Dividend Comparison
LIGYX's dividend yield for the trailing twelve months is around 0.61%, less than VIHAX's 3.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
LIGYX Loomis Sayles International Growth Fund | 0.61% | 1.70% | 0.64% | 0.57% | 0.69% | 1.72% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.43% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% |
Frequently Asked Questions
LIGYX and VIHAX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIGYX has higher volatility (5.18%) compared to VIHAX (3.47%). In terms of maximum drawdown, LIGYX dropped -38.11% vs VIHAX's -38.80%.
VIHAX currently has the higher Sharpe Ratio (2.85 vs -0.28), 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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