LSGGX vs. NEFSX
LSGGX (Loomis Sayles Global Growth Fund) and NEFSX (Natixis Funds Trust I U.S. Equity Opportunities Fund) are both mutual funds - LSGGX is a Global Equities fund managed by Natixis, while NEFSX is a Large Cap Growth Equities fund managed by Natixis. Over the past 5 years, LSGGX returned 5.09%/yr vs 10.55%/yr for NEFSX. Their correlation of 0.89 means they have usually moved in the same direction. LSGGX charges 0.95%/yr vs 1.14%/yr for NEFSX.
Performance
LSGGX vs. NEFSX - Performance Comparison
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Returns By Period
In the year-to-date period, LSGGX achieves a -8.97% return, which is significantly lower than NEFSX's 0.61% 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%
NEFSX
- 1D
- 0.02%
- 1M
- 0.35%
- 6M
- 1.03%
- YTD
- 0.61%
- 1Y
- 7.46%
- 3Y*
- 15.79%
- 5Y*
- 10.55%
- 10Y*
- 14.54%
- ALL TIME*
- 11.63%
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. NEFSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGGX Loomis Sayles Global Growth Fund | -8.97% | 16.84% | 23.30% | 36.10% | -25.98% | 5.89% | 35.25% | 30.63% | -6.70% | 31.11% |
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund | 0.61% | 17.23% | 25.79% | 37.13% | -21.15% | 23.21% | 22.12% | 31.08% | -6.67% | 26.28% |
Correlation
The correlation between LSGGX and NEFSX is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.89 |
The correlation between LSGGX and NEFSX has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.
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Return for Risk
LSGGX vs. NEFSX — Risk / Return Rank
LSGGX
NEFSX
LSGGX vs. NEFSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Growth Fund (LSGGX) and Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX). 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 | NEFSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.11 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 0.73 | -1.02 |
| Martin ratioReturn relative to average drawdown | -0.64 | 2.21 | -2.85 |
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Drawdowns
LSGGX vs. NEFSX - Drawdown Comparison
The maximum LSGGX drawdown since its inception was -37.72%, smaller than the maximum NEFSX drawdown of -55.83%. Use the drawdown chart below to compare losses from any high point for LSGGX and NEFSX.
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Drawdown Indicators
| LSGGX | NEFSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.72% | -55.83% | +18.11% |
Max Drawdown (1Y)Largest decline over 1 year | -21.08% | -11.20% | -9.88% |
Max Drawdown (3Y)Largest decline over 3 years | -22.21% | -19.58% | -2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -37.72% | -30.08% | -7.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.27% | — |
Current DrawdownCurrent decline from peak | -13.95% | -1.33% | -12.62% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -11.70% | +4.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 3.46% | +5.47% |
Volatility
LSGGX vs. NEFSX - Volatility Comparison
Loomis Sayles Global Growth Fund (LSGGX) has a higher volatility of 5.35% compared to Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) at 4.14%. This indicates that LSGGX's price experiences larger fluctuations and is considered to be riskier than NEFSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGGX | NEFSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 4.14% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 10.40% | +4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 13.68% | +5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 19.64% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.54% | 19.66% | +0.88% |
LSGGX vs. NEFSX - Expense Ratio Comparison
LSGGX has a 0.95% expense ratio, which is lower than NEFSX's 1.14% expense ratio.
Dividends
LSGGX vs. NEFSX - Dividend Comparison
LSGGX's dividend yield for the trailing twelve months is around 0.33%, less than NEFSX's 9.25% 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% |
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund | 9.25% | 5.92% | 6.38% | 8.13% | 18.10% | 11.12% | 13.07% | 10.85% | 11.18% | 3.55% | 1.88% | 5.09% |
Frequently Asked Questions
LSGGX and NEFSX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGGX has higher volatility (5.35%) compared to NEFSX (4.14%). In terms of maximum drawdown, LSGGX dropped -37.72% vs NEFSX's -55.83%.
NEFSX currently has the higher Sharpe Ratio (0.60 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.
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