LSGGX vs. SEEGX
LSGGX (Loomis Sayles Global Growth Fund) and SEEGX (JPMorgan Large Cap Growth Fund) are both mutual funds - LSGGX is a Global Equities fund managed by Natixis, while SEEGX is a Large Cap Growth Equities fund actively managed by JPMorgan. Over the past 5 years, LSGGX returned 5.09%/yr vs 9.83%/yr for SEEGX. Their correlation of 0.83 means they have usually moved in the same direction. LSGGX charges 0.95%/yr vs 0.69%/yr for SEEGX.
Performance
LSGGX vs. SEEGX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LSGGX achieves a -8.97% return, which is significantly lower than SEEGX's -1.92% 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%
SEEGX
- 1D
- 3.90%
- 1M
- -4.44%
- 6M
- -0.69%
- YTD
- -1.92%
- 1Y
- 4.59%
- 3Y*
- 16.84%
- 5Y*
- 9.83%
- 10Y*
- 18.37%
- ALL TIME*
- 11.47%
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. SEEGX - 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% |
SEEGX JPMorgan Large Cap Growth Fund | -1.92% | 14.08% | 35.14% | 34.62% | -25.40% | 18.17% | 56.02% | 39.13% | 0.50% | 38.03% |
Correlation
The correlation between LSGGX and SEEGX is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.83 |
Over the past year, the correlation between LSGGX and SEEGX has dropped to 0.61 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LSGGX vs. SEEGX — Risk / Return Rank
LSGGX
SEEGX
LSGGX vs. SEEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Growth Fund (LSGGX) and JPMorgan Large Cap Growth Fund (SEEGX). 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 | SEEGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.04 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 0.18 | -0.47 |
| Martin ratioReturn relative to average drawdown | -0.64 | 0.49 | -1.13 |
Loading charts...
Drawdowns
LSGGX vs. SEEGX - Drawdown Comparison
The maximum LSGGX drawdown since its inception was -37.72%, smaller than the maximum SEEGX drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for LSGGX and SEEGX.
Loading charts...
Drawdown Indicators
| LSGGX | SEEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.72% | -62.09% | +24.37% |
Max Drawdown (1Y)Largest decline over 1 year | -21.08% | -16.82% | -4.26% |
Max Drawdown (3Y)Largest decline over 3 years | -22.21% | -21.50% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -37.72% | -31.23% | -6.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.85% | — |
Current DrawdownCurrent decline from peak | -13.95% | -9.06% | -4.89% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -16.84% | +9.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 6.25% | +2.68% |
Volatility
LSGGX vs. SEEGX - Volatility Comparison
The current volatility for Loomis Sayles Global Growth Fund (LSGGX) is 5.35%, while JPMorgan Large Cap Growth Fund (SEEGX) has a volatility of 8.33%. This indicates that LSGGX experiences smaller price fluctuations and is considered to be less risky than SEEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LSGGX | SEEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 8.33% | -2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 15.28% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 19.00% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 20.74% | +1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.54% | 21.82% | -1.28% |
LSGGX vs. SEEGX - Expense Ratio Comparison
LSGGX has a 0.95% expense ratio, which is higher than SEEGX's 0.69% expense ratio.
Dividends
LSGGX vs. SEEGX - Dividend Comparison
LSGGX's dividend yield for the trailing twelve months is around 0.33%, less than SEEGX's 11.67% 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% |
SEEGX JPMorgan Large Cap Growth Fund | 11.67% | 11.44% | 2.00% | 0.12% | 3.42% | 14.92% | 5.27% | 12.85% | 15.97% | 14.79% | 9.88% | 4.49% |
Frequently Asked Questions
LSGGX and SEEGX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SEEGX has higher volatility (8.33%) compared to LSGGX (5.35%). In terms of maximum drawdown, LSGGX dropped -37.72% vs SEEGX's -62.09%.
SEEGX currently has the higher Sharpe Ratio (0.16 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.
Find the right allocation for LSGGX and SEEGX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer