LSGGX vs. GQRPX

Last updated Aug 1, 2026

LSGGX (Loomis Sayles Global Growth Fund) and GQRPX (GQG Partners Global Quality Equity Fund) are both mutual funds - LSGGX is a Global Equities fund managed by Natixis, while GQRPX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, LSGGX returned 5.09%/yr vs 8.99%/yr for GQRPX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. LSGGX charges 0.95%/yr vs 0.97%/yr for GQRPX.

Performance

LSGGX vs. GQRPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Global Growth Fund (LSGGX) and GQG Partners Global Quality Equity Fund (GQRPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LSGGX achieves a -8.97% return, which is significantly lower than GQRPX's 7.14% 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%

GQRPX

• 1D: 0.43%
• 1M: 0.38%
• 6M: 3.45%
• YTD: 7.14%
• 1Y: 9.22%
• 3Y*: 11.61%
• 5Y*: 8.99%
• 10Y*: —
• ALL TIME*: 11.67%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GQRPX GQG Partners Global Quality Equity Fund	$0.00	$0.00	$0.00
LSGGX Loomis Sayles Global Growth Fund	$0.00	$0.00	$0.00

LSGGX vs. GQRPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LSGGX Loomis Sayles Global Growth Fund	-8.97%	16.84%	23.30%	36.10%	-25.98%	5.89%	35.25%	11.82%
GQRPX GQG Partners Global Quality Equity Fund	7.14%	0.67%	19.98%	19.56%	-3.77%	16.94%	14.55%	12.70%

Correlation

The correlation between LSGGX and GQRPX is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.18
Correlation (3Y) Balances recent behavior with more history.	0.42
Correlation (5Y) Shows whether the relationship held over a longer period.	0.53
Correlation (All Time) Calculated using the full available price history since Mar 29, 2019	0.64

The correlation between LSGGX and GQRPX shifts across timeframes, from -0.18 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LSGGX vs. GQRPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LSGGX

LSGGX Risk / Return Rank: 2
LSGGX Sharpe Ratio Rank: 2
LSGGX Sortino Ratio Rank: 2
LSGGX Omega Ratio Rank: 2
LSGGX Calmar Ratio Rank: 2
LSGGX Martin Ratio Rank: 2

GQRPX

GQRPX Risk / Return Rank: 26
GQRPX Sharpe Ratio Rank: 28
GQRPX Sortino Ratio Rank: 29
GQRPX Omega Ratio Rank: 26
GQRPX Calmar Ratio Rank: 28
GQRPX Martin Ratio Rank: 20

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LSGGX vs. GQRPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Growth Fund (LSGGX) and GQG Partners Global Quality Equity Fund (GQRPX). 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	GQRPX	Difference
Sharpe ratio: Return per unit of total volatility	-0.32	0.93	-1.25
Sortino ratio: Return per unit of downside risk	-0.32	1.39	-1.71
Omega ratio: Gain probability vs. loss probability	0.96	1.16	-0.20
Calmar ratio: Return relative to maximum drawdown	-0.29	1.25	-1.54
Martin ratio: Return relative to average drawdown	-0.64	2.83	-3.46

LSGGX vs. GQRPX - Sharpe Ratio Comparison

The current LSGGX Sharpe Ratio is -0.32, which is lower than the GQRPX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of LSGGX and GQRPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LSGGX vs. GQRPX - Drawdown Comparison

The maximum LSGGX drawdown since its inception was -37.72%, which is greater than GQRPX's maximum drawdown of -28.88%. Use the drawdown chart below to compare losses from any high point for LSGGX and GQRPX.

Drawdown Indicators

	LSGGX	GQRPX	Difference
Max Drawdown Largest peak-to-trough decline	-37.72%	-28.88%	-8.84%
Max Drawdown (1Y) Largest decline over 1 year	-21.08%	-7.02%	-14.06%
Max Drawdown (3Y) Largest decline over 3 years	-22.21%	-16.49%	-5.72%
Max Drawdown (5Y) Largest decline over 5 years	-37.72%	-20.39%	-17.33%
Current Drawdown Current decline from peak	-13.95%	-3.93%	-10.02%
Average Drawdown Average peak-to-trough decline	-7.69%	-4.95%	-2.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.93%	3.10%	+5.83%

Volatility

LSGGX vs. GQRPX - Volatility Comparison

Loomis Sayles Global Growth Fund (LSGGX) has a higher volatility of 5.35% compared to GQG Partners Global Quality Equity Fund (GQRPX) at 2.75%. This indicates that LSGGX's price experiences larger fluctuations and is considered to be riskier than GQRPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LSGGX	GQRPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.35%	2.75%	+2.60%
Volatility (6M) Calculated over the trailing 6-month period	14.55%	7.51%	+7.04%
Volatility (1Y) Calculated over the trailing 1-year period	18.84%	9.47%	+9.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.24%	14.69%	+7.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.54%	17.15%	+3.39%

LSGGX vs. GQRPX - Expense Ratio Comparison

LSGGX has a 0.95% expense ratio, which is lower than GQRPX's 0.97% expense ratio.

Dividends

LSGGX vs. GQRPX - Dividend Comparison

LSGGX's dividend yield for the trailing twelve months is around 0.33%, less than GQRPX's 7.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
GQRPX GQG Partners Global Quality Equity Fund	7.09%	7.60%	6.35%	1.22%	2.93%	1.53%	0.00%	0.00%	0.00%	0.00%
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

Can I hold both LSGGX and GQRPX in my portfolio?

LSGGX and GQRPX have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LSGGX or GQRPX?

LSGGX has higher volatility (5.35%) compared to GQRPX (2.75%). In terms of maximum drawdown, LSGGX dropped -37.72% vs GQRPX's -28.88%.

Which has better risk-adjusted returns?

GQRPX currently has the higher Sharpe Ratio (0.93 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.