LSGGX vs. ESGYX
LSGGX (Loomis Sayles Global Growth Fund) and ESGYX (Mirova Global Sustainable Equity Fund) are both Global Equities funds from Natixis. Over the past 5 years, LSGGX returned 5.09%/yr vs 4.85%/yr for ESGYX. Their correlation of 0.85 means they have usually moved in the same direction. Both charge a 0.95% expense ratio.
Performance
LSGGX vs. ESGYX - 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 ESGYX's 1.17% 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%
ESGYX
- 1D
- 1.19%
- 1M
- -0.54%
- 6M
- 0.66%
- YTD
- 1.17%
- 1Y
- 7.40%
- 3Y*
- 10.62%
- 5Y*
- 4.85%
- 10Y*
- —
- ALL TIME*
- 12.47%
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. ESGYX - 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% |
ESGYX Mirova Global Sustainable Equity Fund | 1.17% | 15.23% | 13.38% | 18.63% | -22.36% | 18.06% | 32.43% | 33.00% | -6.37% | 29.83% |
Correlation
The correlation between LSGGX and ESGYX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.85 |
The correlation between LSGGX and ESGYX has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.
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Return for Risk
LSGGX vs. ESGYX — Risk / Return Rank
LSGGX
ESGYX
LSGGX vs. ESGYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Growth Fund (LSGGX) and Mirova Global Sustainable Equity Fund (ESGYX). 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 | ESGYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.11 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 0.74 | -1.03 |
| Martin ratioReturn relative to average drawdown | -0.64 | 2.47 | -3.10 |
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Drawdowns
LSGGX vs. ESGYX - Drawdown Comparison
The maximum LSGGX drawdown since its inception was -37.72%, which is greater than ESGYX's maximum drawdown of -34.88%. Use the drawdown chart below to compare losses from any high point for LSGGX and ESGYX.
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Drawdown Indicators
| LSGGX | ESGYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.72% | -34.88% | -2.84% |
Max Drawdown (1Y)Largest decline over 1 year | -21.08% | -11.49% | -9.59% |
Max Drawdown (3Y)Largest decline over 3 years | -22.21% | -16.67% | -5.54% |
Max Drawdown (5Y)Largest decline over 5 years | -37.72% | -34.88% | -2.84% |
Current DrawdownCurrent decline from peak | -13.95% | -1.16% | -12.79% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -6.37% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 3.23% | +5.70% |
Volatility
LSGGX vs. ESGYX - Volatility Comparison
Loomis Sayles Global Growth Fund (LSGGX) has a higher volatility of 5.35% compared to Mirova Global Sustainable Equity Fund (ESGYX) at 3.23%. This indicates that LSGGX's price experiences larger fluctuations and is considered to be riskier than ESGYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGGX | ESGYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 3.23% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 10.57% | +3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 13.78% | +5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 17.73% | +4.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.54% | 17.61% | +2.93% |
LSGGX vs. ESGYX - Expense Ratio Comparison
Both LSGGX and ESGYX have an expense ratio of 0.95%.
Dividends
LSGGX vs. ESGYX - Dividend Comparison
LSGGX's dividend yield for the trailing twelve months is around 0.33%, less than ESGYX's 4.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ESGYX Mirova Global Sustainable Equity Fund | 4.10% | 4.44% | 1.99% | 0.61% | 5.28% | 12.16% | 0.54% | 1.84% | 4.39% | 1.15% |
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% |
Frequently Asked Questions
LSGGX and ESGYX have a correlation of 0.78, 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 ESGYX (3.23%). In terms of maximum drawdown, LSGGX dropped -37.72% vs ESGYX's -34.88%.
ESGYX currently has the higher Sharpe Ratio (0.62 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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