LSGGX vs. GCCHX

Last updated Apr 1, 2026

Compare and contrast key facts about Loomis Sayles Global Growth Fund (LSGGX) and GMO Climate Change Fund (GCCHX).

LSGGX is managed by Natixis. It was launched on Mar 30, 2016. GCCHX is managed by GMO. It was launched on Apr 4, 2017.

Performance

LSGGX vs. GCCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Global Growth Fund (LSGGX) and GMO Climate Change Fund (GCCHX). The values are adjusted to include any dividend payments, if applicable.

LSGGX vs. GCCHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSGGX Loomis Sayles Global Growth Fund	-16.35%	16.84%	23.30%	36.10%	-25.98%	5.89%	35.25%	30.63%	-6.70%	19.84%
GCCHX GMO Climate Change Fund	6.61%	39.25%	-25.63%	-6.85%	-10.39%	21.84%	42.82%	27.36%	-16.35%	26.15%

Returns By Period

In the year-to-date period, LSGGX achieves a -16.35% return, which is significantly lower than GCCHX's 6.61% return.

LSGGX

• 1D: 0.20%
• 1M: -9.84%
• YTD: -16.35%
• 6M: -18.90%
• 1Y: 1.75%
• 3Y*: 11.82%
• 5Y*: 4.56%
• 10Y*: —

GCCHX

• 1D: -1.04%
• 1M: -5.74%
• YTD: 6.61%
• 6M: 15.46%
• 1Y: 64.36%
• 3Y*: -1.00%
• 5Y*: 0.70%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LSGGX vs. GCCHX - Expense Ratio Comparison

LSGGX has a 0.95% expense ratio, which is higher than GCCHX's 0.77% expense ratio.

LSGGX

Loomis Sayles Global Growth Fund

GCCHX

GMO Climate Change Fund

Return for Risk

LSGGX vs. GCCHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LSGGX

LSGGX Risk / Return Rank: 4
LSGGX Sharpe Ratio Rank: 4
LSGGX Sortino Ratio Rank: 4
LSGGX Omega Ratio Rank: 4
LSGGX Calmar Ratio Rank: 3
LSGGX Martin Ratio Rank: 3

GCCHX

GCCHX Risk / Return Rank: 94
GCCHX Sharpe Ratio Rank: 95
GCCHX Sortino Ratio Rank: 93
GCCHX Omega Ratio Rank: 87
GCCHX Calmar Ratio Rank: 97
GCCHX Martin Ratio Rank: 96

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.

LSGGX vs. GCCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Growth Fund (LSGGX) and GMO Climate Change Fund (GCCHX). 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.

	LSGGX	GCCHX	Difference
Sharpe ratio Return per unit of total volatility	-0.08	2.24	-2.32
Sortino ratio Return per unit of downside risk	0.06	2.89	-2.83
Omega ratio Gain probability vs. loss probability	1.01	1.38	-0.37
Calmar ratio Return relative to maximum drawdown	-0.30	3.92	-4.22
Martin ratio Return relative to average drawdown	-0.84	13.98	-14.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LSGGX vs. GCCHX - Sharpe Ratio Comparison

The current LSGGX Sharpe Ratio is -0.08, which is lower than the GCCHX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of LSGGX and GCCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LSGGX	GCCHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.08	2.24	-2.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	0.03	+0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.36	+0.23

Correlation

The correlation between LSGGX and GCCHX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LSGGX vs. GCCHX - Dividend Comparison

LSGGX's dividend yield for the trailing twelve months is around 0.36%, less than GCCHX's 1.41% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSGGX Loomis Sayles Global Growth Fund	0.36%	0.30%	0.00%	0.00%	7.77%	7.38%	6.15%	5.74%	4.78%	3.44%
GCCHX GMO Climate Change Fund	1.41%	1.51%	0.66%	0.96%	2.24%	25.43%	5.42%	4.03%	2.62%	3.43%

Drawdowns

LSGGX vs. GCCHX - Drawdown Comparison

The maximum LSGGX drawdown since its inception was -37.72%, smaller than the maximum GCCHX drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for LSGGX and GCCHX.

Drawdown Indicators

	LSGGX	GCCHX	Difference
Max Drawdown Largest peak-to-trough decline	-37.72%	-54.32%	+16.60%
Max Drawdown (1Y) Largest decline over 1 year	-21.08%	-14.89%	-6.19%
Max Drawdown (5Y) Largest decline over 5 years	-37.72%	-54.32%	+16.60%
Current Drawdown Current decline from peak	-20.92%	-13.15%	-7.77%
Average Drawdown Average peak-to-trough decline	-7.55%	-14.11%	+6.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.93%	4.18%	+3.75%

Volatility

LSGGX vs. GCCHX - Volatility Comparison

The current volatility for Loomis Sayles Global Growth Fund (LSGGX) is 5.66%, while GMO Climate Change Fund (GCCHX) has a volatility of 8.34%. This indicates that LSGGX experiences smaller price fluctuations and is considered to be less risky than GCCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LSGGX	GCCHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.66%	8.34%	-2.68%
Volatility (6M) Calculated over the trailing 6-month period	12.86%	17.07%	-4.21%
Volatility (1Y) Calculated over the trailing 1-year period	23.95%	27.75%	-3.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.87%	26.87%	-5.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.57%	25.21%	-4.64%