LSGGX vs. EPSYX
LSGGX (Loomis Sayles Global Growth Fund) and EPSYX (MainStay Epoch Global Equity Yield Fund) are both Global Equities funds. Over the past 5 years, LSGGX returned 5.09%/yr vs 13.57%/yr for EPSYX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. LSGGX charges 0.95%/yr vs 0.84%/yr for EPSYX.
Performance
LSGGX vs. EPSYX - Performance Comparison
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Returns By Period
In the year-to-date period, LSGGX achieves a -8.97% return, which is significantly lower than EPSYX's 21.42% return.
LSGGX
- 1D
- 0.09%
- 1M
- -3.12%
- 6M
- -8.60%
- YTD
- -8.97%
- 1Y
- -5.49%
- 3Y*
- 10.39%
- 5Y*
- 5.09%
- 10Y*
- —
- ALL TIME*
- 12.26%
EPSYX
- 1D
- 0.82%
- 1M
- 1.79%
- 6M
- 16.15%
- YTD
- 21.42%
- 1Y
- 33.38%
- 3Y*
- 20.67%
- 5Y*
- 13.57%
- 10Y*
- 10.34%
- ALL TIME*
- 8.14%
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 |
LSGGX vs. EPSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGGX Loomis Sayles Global Growth Fund | -8.97% | 16.84% | 23.30% | 36.10% | -25.98% | 5.89% | 35.25% | 30.63% | -6.70% | 31.11% |
EPSYX MainStay Epoch Global Equity Yield Fund | 21.42% | 22.09% | 15.38% | 12.50% | -5.37% | 17.40% | -1.38% | 23.19% | -9.23% | 16.31% |
Correlation
The correlation between LSGGX and EPSYX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.69 |
Over the past year, the correlation between LSGGX and EPSYX has dropped to 0.41 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
LSGGX vs. EPSYX — Risk / Return Rank
LSGGX
EPSYX
LSGGX vs. EPSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Growth Fund (LSGGX) and MainStay Epoch Global Equity Yield Fund (EPSYX). 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.
| LSGGX | EPSYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.31 | ||
| Sortino ratioReturn per unit of downside risk | -4.41 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.53 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 4.37 | -4.66 |
| Martin ratioReturn relative to average drawdown | -0.64 | 17.35 | -17.98 |
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Drawdowns
LSGGX vs. EPSYX - Drawdown Comparison
The maximum LSGGX drawdown since its inception was -37.72%, smaller than the maximum EPSYX drawdown of -48.92%. Use the drawdown chart below to compare losses from any high point for LSGGX and EPSYX.
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Drawdown Indicators
| LSGGX | EPSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.72% | -48.92% | +11.20% |
Max Drawdown (1Y)Largest decline over 1 year | -21.08% | -7.22% | -13.86% |
Max Drawdown (3Y)Largest decline over 3 years | -22.21% | -12.95% | -9.26% |
Max Drawdown (5Y)Largest decline over 5 years | -37.72% | -18.92% | -18.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.35% | — |
Current DrawdownCurrent decline from peak | -13.95% | -0.30% | -13.65% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -6.86% | -0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 1.82% | +7.11% |
Volatility
LSGGX vs. EPSYX - Volatility Comparison
Loomis Sayles Global Growth Fund (LSGGX) has a higher volatility of 5.35% compared to MainStay Epoch Global Equity Yield Fund (EPSYX) at 2.61%. This indicates that LSGGX's price experiences larger fluctuations and is considered to be riskier than EPSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGGX | EPSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 2.61% | +2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 8.35% | +6.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 10.62% | +8.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 13.06% | +9.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.54% | 14.78% | +5.76% |
LSGGX vs. EPSYX - Expense Ratio Comparison
LSGGX has a 0.95% expense ratio, which is higher than EPSYX's 0.84% expense ratio.
Dividends
LSGGX vs. EPSYX - Dividend Comparison
LSGGX's dividend yield for the trailing twelve months is around 0.33%, less than EPSYX's 6.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPSYX MainStay Epoch Global Equity Yield Fund | 6.74% | 8.24% | 10.13% | 2.71% | 2.64% | 2.66% | 2.74% | 6.87% | 9.87% | 2.24% | 3.18% | 9.65% |
LSGGX Loomis Sayles Global Growth Fund | 0.33% | 0.30% | 0.00% | 0.00% | 7.77% | 7.38% | 6.15% | 5.74% | 4.78% | 3.44% | 0.00% | 0.00% |
Frequently Asked Questions
LSGGX and EPSYX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGGX has higher volatility (5.35%) compared to EPSYX (2.61%). In terms of maximum drawdown, LSGGX dropped -37.72% vs EPSYX's -48.92%.
EPSYX currently has the higher Sharpe Ratio (2.98 vs -0.32), 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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