LSGGX vs. LSIIX
LSGGX (Loomis Sayles Global Growth Fund) and LSIIX (Loomis Sayles Investment Grade Bond Fund Class Y) are both mutual funds - LSGGX is a Global Equities fund managed by Natixis, while LSIIX is a Total Bond Market fund managed by Natixis. Over the past 5 years, LSGGX returned 5.30%/yr vs 0.43%/yr for LSIIX. Their 0.19 correlation means their historical movements had little consistent relationship. LSGGX charges 0.95%/yr vs 0.54%/yr for LSIIX.
Performance
LSGGX vs. LSIIX - Performance Comparison
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Returns By Period
In the year-to-date period, LSGGX achieves a -8.03% return, which is significantly lower than LSIIX's -0.85% return.
LSGGX
- 1D
- 1.03%
- 1M
- -2.13%
- 6M
- -6.31%
- YTD
- -8.03%
- 1Y
- -4.52%
- 3Y*
- 11.15%
- 5Y*
- 5.30%
- 10Y*
- —
- ALL TIME*
- 12.37%
LSIIX
- 1D
- -0.21%
- 1M
- -1.33%
- 6M
- -1.04%
- YTD
- -0.85%
- 1Y
- 1.37%
- 3Y*
- 4.21%
- 5Y*
- 0.43%
- 10Y*
- 2.80%
- ALL TIME*
- 5.86%
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. LSIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGGX Loomis Sayles Global Growth Fund | -8.03% | 16.84% | 23.30% | 36.10% | -25.98% | 5.89% | 35.25% | 30.63% | -6.70% | 31.11% |
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | -0.85% | 5.58% | 2.91% | 7.50% | -11.31% | 0.18% | 11.60% | 9.04% | -0.31% | 6.65% |
Correlation
The correlation between LSGGX and LSIIX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.19 |
Over the past year, LSGGX and LSIIX have become more correlated (0.43) than their long-term average of 0.19, meaning their price movements have been converging.
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Return for Risk
LSGGX vs. LSIIX — Risk / Return Rank
LSGGX
LSIIX
LSGGX vs. LSIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Growth Fund (LSGGX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX). 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 | LSIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.07 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 0.53 | -0.78 |
| Martin ratioReturn relative to average drawdown | -0.54 | 1.30 | -1.84 |
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Drawdowns
LSGGX vs. LSIIX - Drawdown Comparison
The maximum LSGGX drawdown since its inception was -37.72%, which is greater than LSIIX's maximum drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for LSGGX and LSIIX.
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Drawdown Indicators
| LSGGX | LSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.72% | -20.77% | -16.95% |
Max Drawdown (1Y)Largest decline over 1 year | -21.08% | -2.99% | -18.09% |
Max Drawdown (3Y)Largest decline over 3 years | -22.21% | -4.62% | -17.59% |
Max Drawdown (5Y)Largest decline over 5 years | -37.72% | -15.62% | -22.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.62% | — |
Current DrawdownCurrent decline from peak | -13.06% | -2.42% | -10.64% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -2.41% | -5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.97% | 1.15% | +7.82% |
Volatility
LSGGX vs. LSIIX - Volatility Comparison
Loomis Sayles Global Growth Fund (LSGGX) has a higher volatility of 5.20% compared to Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) at 0.85%. This indicates that LSGGX's price experiences larger fluctuations and is considered to be riskier than LSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGGX | LSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 0.85% | +4.35% |
Volatility (6M)Calculated over the trailing 6-month period | 14.58% | 2.85% | +11.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.87% | 3.89% | +14.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 5.31% | +16.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.54% | 4.49% | +16.05% |
LSGGX vs. LSIIX - Expense Ratio Comparison
LSGGX has a 0.95% expense ratio, which is higher than LSIIX's 0.54% expense ratio.
Dividends
LSGGX vs. LSIIX - Dividend Comparison
LSGGX's dividend yield for the trailing twelve months is around 0.33%, less than LSIIX's 4.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | 4.05% | 3.68% | 4.86% | 4.25% | 3.32% | 4.10% | 8.20% | 3.56% | 2.18% | 4.10% | 6.71% | 3.91% |
Frequently Asked Questions
LSGGX and LSIIX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGGX has higher volatility (5.20%) compared to LSIIX (0.85%). In terms of maximum drawdown, LSGGX dropped -37.72% vs LSIIX's -20.77%.
LSIIX currently has the higher Sharpe Ratio (0.41 vs -0.28), 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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