PortfoliosLab logoPortfoliosLab logo
LSGGX vs. MVGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSGGX vs. MVGIX - Performance Comparison

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

Loading graphics...

LSGGX vs. MVGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSGGX
Loomis Sayles Global Growth Fund
-16.35%16.84%23.30%36.10%-25.98%5.89%35.25%30.63%-6.70%31.11%
MVGIX
MFS Low Volatility Global Equity Fund
-1.45%16.30%12.64%13.71%-8.21%16.84%5.47%20.59%-2.40%17.98%

Returns By Period

In the year-to-date period, LSGGX achieves a -16.35% return, which is significantly lower than MVGIX's -1.45% return.


LSGGX

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

MVGIX

1D
0.24%
1M
-8.44%
YTD
-1.45%
6M
0.36%
1Y
10.67%
3Y*
12.18%
5Y*
8.97%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LSGGX vs. MVGIX - Expense Ratio Comparison

LSGGX has a 0.95% expense ratio, which is higher than MVGIX's 0.74% expense ratio.


Return for Risk

LSGGX vs. MVGIX — Risk / Return Rank

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

LSGGX
LSGGX Risk / Return Rank: 44
Overall Rank
LSGGX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
LSGGX Sortino Ratio Rank: 44
Sortino Ratio Rank
LSGGX Omega Ratio Rank: 44
Omega Ratio Rank
LSGGX Calmar Ratio Rank: 33
Calmar Ratio Rank
LSGGX Martin Ratio Rank: 33
Martin Ratio Rank

MVGIX
MVGIX Risk / Return Rank: 5454
Overall Rank
MVGIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MVGIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
MVGIX Omega Ratio Rank: 5555
Omega Ratio Rank
MVGIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
MVGIX Martin Ratio Rank: 5353
Martin Ratio Rank
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. MVGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Growth Fund (LSGGX) and MFS Low Volatility Global Equity Fund (MVGIX). 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.


LSGGXMVGIXDifference

Sharpe ratio

Return per unit of total volatility

-0.08

1.06

-1.14

Sortino ratio

Return per unit of downside risk

0.06

1.48

-1.42

Omega ratio

Gain probability vs. loss probability

1.01

1.22

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.30

1.20

-1.50

Martin ratio

Return relative to average drawdown

-0.84

5.19

-6.03

LSGGX vs. MVGIX - Sharpe Ratio Comparison

The current LSGGX Sharpe Ratio is -0.08, which is lower than the MVGIX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of LSGGX and MVGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LSGGXMVGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

1.06

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.86

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.72

-0.13

Correlation

The correlation between LSGGX and MVGIX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LSGGX vs. MVGIX - Dividend Comparison

LSGGX's dividend yield for the trailing twelve months is around 0.36%, less than MVGIX's 11.10% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
MVGIX
MFS Low Volatility Global Equity Fund
11.10%10.94%7.84%1.88%3.98%9.43%1.55%2.79%4.98%1.95%1.60%1.94%

Drawdowns

LSGGX vs. MVGIX - Drawdown Comparison

The maximum LSGGX drawdown since its inception was -37.72%, which is greater than MVGIX's maximum drawdown of -30.19%. Use the drawdown chart below to compare losses from any high point for LSGGX and MVGIX.


Loading graphics...

Drawdown Indicators


LSGGXMVGIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.72%

-30.19%

-7.53%

Max Drawdown (1Y)

Largest decline over 1 year

-21.08%

-8.65%

-12.43%

Max Drawdown (5Y)

Largest decline over 5 years

-37.72%

-18.01%

-19.71%

Max Drawdown (10Y)

Largest decline over 10 years

-30.19%

Current Drawdown

Current decline from peak

-20.92%

-8.44%

-12.48%

Average Drawdown

Average peak-to-trough decline

-7.55%

-2.89%

-4.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.93%

1.99%

+5.94%

Volatility

LSGGX vs. MVGIX - Volatility Comparison

Loomis Sayles Global Growth Fund (LSGGX) has a higher volatility of 5.66% compared to MFS Low Volatility Global Equity Fund (MVGIX) at 3.22%. This indicates that LSGGX's price experiences larger fluctuations and is considered to be riskier than MVGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LSGGXMVGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

3.22%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.86%

5.74%

+7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

23.95%

10.51%

+13.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.87%

10.51%

+11.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.57%

12.38%

+8.19%