LSGGX vs. LSGRX

Last updated Jul 14, 2026

LSGGX (Loomis Sayles Global Growth Fund) and LSGRX (Loomis Sayles Growth Fund) are both mutual funds - LSGGX is a Global Equities fund managed by Natixis, while LSGRX is a Large Cap Growth Equities fund managed by Natixis. Over the past 5 years, LSGGX returned 5.62%/yr vs 10.94%/yr for LSGRX. Their correlation of 0.94 suggests significant overlap in exposure. LSGGX charges 0.95%/yr vs 0.64%/yr for LSGRX.

Performance

LSGGX vs. LSGRX - Performance Comparison

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

Returns By Period

In the year-to-date period, LSGGX achieves a -5.18% return, which is significantly lower than LSGRX's -2.80% return.

LSGGX

• 1D: 0.22%
• 1M: 1.62%
• 6M: -8.03%
• YTD: -5.18%
• 1Y: -1.01%
• 3Y*: 13.71%
• 5Y*: 5.62%
• 10Y*: —

LSGRX

• 1D: 0.62%
• 1M: 2.12%
• 6M: -4.47%
• YTD: -2.80%
• 1Y: 3.17%
• 3Y*: 17.92%
• 5Y*: 10.94%
• 10Y*: 15.90%

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

LSGGX vs. LSGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSGGX Loomis Sayles Global Growth Fund	-5.18%	16.84%	23.30%	36.10%	-25.98%	5.89%	35.25%	30.63%	-6.70%	31.11%
LSGRX Loomis Sayles Growth Fund	-2.80%	14.01%	35.21%	51.30%	-27.86%	18.68%	31.76%	31.73%	-2.56%	32.63%

Correlation

The correlation between LSGGX and LSGRX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.94

The correlation between LSGGX and LSGRX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Return for Risk

LSGGX vs. LSGRX — Risk / Return Rank

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

LSGGX

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

LSGRX

LSGRX Risk / Return Rank: 5
LSGRX Sharpe Ratio Rank: 5
LSGRX Sortino Ratio Rank: 5
LSGRX Omega Ratio Rank: 5
LSGRX Calmar Ratio Rank: 5
LSGRX Martin Ratio Rank: 5

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. LSGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Growth Fund (LSGGX) and Loomis Sayles Growth Fund (LSGRX). 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	LSGRX	Difference
Sharpe ratio: Return per unit of total volatility	-0.06	0.21	-0.28
Sortino ratio: Return per unit of downside risk	0.04	0.41	-0.38
Omega ratio: Gain probability vs. loss probability	1.00	1.05	-0.05
Calmar ratio: Return relative to maximum drawdown	-0.06	0.21	-0.27
Martin ratio: Return relative to average drawdown	-0.13	0.58	-0.71

LSGGX vs. LSGRX - Sharpe Ratio Comparison

The current LSGGX Sharpe Ratio is -0.06, which is lower than the LSGRX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of LSGGX and LSGRX, 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. LSGRX - Drawdown Comparison

The maximum LSGGX drawdown since its inception was -37.72%, smaller than the maximum LSGRX drawdown of -63.63%. Use the drawdown chart below to compare losses from any high point for LSGGX and LSGRX.

Drawdown Indicators

	LSGGX	LSGRX	Difference
Max Drawdown Largest peak-to-trough decline	-37.72%	-63.63%	+25.91%
Max Drawdown (1Y) Largest decline over 1 year	-21.08%	-17.83%	-3.25%
Max Drawdown (3Y) Largest decline over 3 years	-22.21%	-27.33%	+5.12%
Max Drawdown (5Y) Largest decline over 5 years	-37.72%	-34.69%	-3.03%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.69%	—
Current Drawdown Current decline from peak	-10.37%	-6.05%	-4.32%
Average Drawdown Average peak-to-trough decline	-7.65%	-17.92%	+10.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.37%	5.98%	+2.39%

Volatility

LSGGX vs. LSGRX - Volatility Comparison

Loomis Sayles Global Growth Fund (LSGGX) has a higher volatility of 6.31% compared to Loomis Sayles Growth Fund (LSGRX) at 5.90%. This indicates that LSGGX's price experiences larger fluctuations and is considered to be riskier than LSGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LSGGX	LSGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.31%	5.90%	+0.41%
Volatility (6M) Calculated over the trailing 6-month period	14.35%	13.54%	+0.81%
Volatility (1Y) Calculated over the trailing 1-year period	18.46%	17.65%	+0.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.19%	22.83%	-0.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.55%	20.94%	-0.39%

LSGGX vs. LSGRX - Expense Ratio Comparison

LSGGX has a 0.95% expense ratio, which is higher than LSGRX's 0.64% expense ratio.

Dividends

LSGGX vs. LSGRX - Dividend Comparison

LSGGX's dividend yield for the trailing twelve months is around 0.32%, less than LSGRX's 2.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LSGGX Loomis Sayles Global Growth Fund	0.32%	0.30%	0.00%	0.00%	7.77%	7.38%	6.15%	5.74%	4.78%	3.44%	0.00%	0.00%
LSGRX Loomis Sayles Growth Fund	2.28%	2.22%	5.62%	6.02%	16.47%	4.73%	4.41%	2.70%	5.82%	2.41%	1.48%	0.54%

Frequently Asked Questions

Can I hold both LSGGX and LSGRX in my portfolio?

With a correlation of 0.93, LSGGX and LSGRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, LSGGX or LSGRX?

LSGGX has higher volatility (6.31%) compared to LSGRX (5.90%). In terms of maximum drawdown, LSGGX dropped -37.72% vs LSGRX's -63.63%.

Which has better risk-adjusted returns?

LSGRX currently has the higher Sharpe Ratio (0.21 vs -0.06), 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.