LSGGX vs. SGSCX

Last updated Jul 17, 2026

LSGGX (Loomis Sayles Global Growth Fund) and SGSCX (DWS Global Small Cap Fund) are both Global Equities funds. Over the past 5 years, LSGGX returned 5.89%/yr vs 8.63%/yr for SGSCX. A 0.74 correlation means they provide meaningful diversification when combined. LSGGX charges 0.95%/yr vs 1.12%/yr for SGSCX.

Performance

LSGGX vs. SGSCX - Performance Comparison

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

Returns By Period

In the year-to-date period, LSGGX achieves a -5.34% return, which is significantly lower than SGSCX's 20.18% return.

LSGGX

• 1D: 1.22%
• 1M: -0.51%
• 6M: -5.38%
• YTD: -5.34%
• 1Y: -1.26%
• 3Y*: 12.57%
• 5Y*: 5.89%
• 10Y*: —

SGSCX

• 1D: 0.08%
• 1M: -0.20%
• 6M: 12.81%
• YTD: 20.18%
• 1Y: 35.75%
• 3Y*: 17.70%
• 5Y*: 8.63%
• 10Y*: 8.72%

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

LSGGX vs. SGSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSGGX Loomis Sayles Global Growth Fund	-5.34%	16.84%	23.30%	36.10%	-25.98%	5.89%	35.25%	30.63%	-6.70%	31.11%
SGSCX DWS Global Small Cap Fund	20.18%	20.22%	5.35%	24.62%	-24.63%	15.10%	16.98%	22.29%	-21.96%	19.80%

Correlation

The correlation between LSGGX and SGSCX is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.74

Over the past year, the correlation between LSGGX and SGSCX has dropped to 0.50 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

Return for Risk

LSGGX vs. SGSCX — 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

SGSCX

SGSCX Risk / Return Rank: 85
SGSCX Sharpe Ratio Rank: 84
SGSCX Sortino Ratio Rank: 82
SGSCX Omega Ratio Rank: 77
SGSCX Calmar Ratio Rank: 91
SGSCX Martin Ratio Rank: 91

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. SGSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Growth Fund (LSGGX) and DWS Global Small Cap Fund (SGSCX). 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	SGSCX	Difference
Sharpe ratio: Return per unit of total volatility	-0.03	2.26	-2.30
Sortino ratio: Return per unit of downside risk	0.08	3.18	-3.10
Omega ratio: Gain probability vs. loss probability	1.01	1.39	-0.38
Calmar ratio: Return relative to maximum drawdown	-0.03	3.84	-3.87
Martin ratio: Return relative to average drawdown	-0.07	14.03	-14.10

LSGGX vs. SGSCX - Sharpe Ratio Comparison

The current LSGGX Sharpe Ratio is -0.03, which is lower than the SGSCX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of LSGGX and SGSCX, 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. SGSCX - Drawdown Comparison

The maximum LSGGX drawdown since its inception was -37.72%, smaller than the maximum SGSCX drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for LSGGX and SGSCX.

Drawdown Indicators

	LSGGX	SGSCX	Difference
Max Drawdown Largest peak-to-trough decline	-37.72%	-62.26%	+24.54%
Max Drawdown (1Y) Largest decline over 1 year	-21.08%	-9.54%	-11.54%
Max Drawdown (3Y) Largest decline over 3 years	-22.21%	-22.37%	+0.16%
Max Drawdown (5Y) Largest decline over 5 years	-37.72%	-33.72%	-4.00%
Max Drawdown (10Y) Largest decline over 10 years	—	-45.98%	—
Current Drawdown Current decline from peak	-10.52%	-2.68%	-7.84%
Average Drawdown Average peak-to-trough decline	-7.66%	-14.08%	+6.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.46%	2.60%	+5.86%

Volatility

LSGGX vs. SGSCX - Volatility Comparison

Loomis Sayles Global Growth Fund (LSGGX) has a higher volatility of 6.07% compared to DWS Global Small Cap Fund (SGSCX) at 4.90%. This indicates that LSGGX's price experiences larger fluctuations and is considered to be riskier than SGSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LSGGX	SGSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.07%	4.90%	+1.17%
Volatility (6M) Calculated over the trailing 6-month period	14.22%	12.73%	+1.49%
Volatility (1Y) Calculated over the trailing 1-year period	18.49%	16.26%	+2.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.21%	19.01%	+3.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.54%	19.37%	+1.17%

LSGGX vs. SGSCX - Expense Ratio Comparison

LSGGX has a 0.95% expense ratio, which is lower than SGSCX's 1.12% expense ratio.

Dividends

LSGGX vs. SGSCX - Dividend Comparison

LSGGX's dividend yield for the trailing twelve months is around 0.32%, less than SGSCX's 8.63% 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%
SGSCX DWS Global Small Cap Fund	8.63%	10.37%	6.35%	5.12%	5.42%	16.72%	0.36%	0.29%	18.31%	11.13%	7.52%	6.04%

Frequently Asked Questions

Can I hold both LSGGX and SGSCX in my portfolio?

LSGGX and SGSCX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LSGGX or SGSCX?

LSGGX has higher volatility (6.07%) compared to SGSCX (4.90%). In terms of maximum drawdown, LSGGX dropped -37.72% vs SGSCX's -62.26%.

Which has better risk-adjusted returns?

SGSCX currently has the higher Sharpe Ratio (2.26 vs -0.03), 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.