LSGGX vs. VTWAX
LSGGX (Loomis Sayles Global Growth Fund) and VTWAX (Vanguard Total World Stock Index Fund Admiral Shares) are both Global Equities funds. Over the past 5 years, LSGGX returned 5.09%/yr vs 10.50%/yr for VTWAX. Their correlation of 0.85 means they have usually moved in the same direction. LSGGX charges 0.95%/yr vs 0.09%/yr for VTWAX.
Performance
LSGGX vs. VTWAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LSGGX achieves a -8.97% return, which is significantly lower than VTWAX's 10.81% 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%
VTWAX
- 1D
- 2.04%
- 1M
- -0.42%
- 6M
- 7.48%
- YTD
- 10.81%
- 1Y
- 23.20%
- 3Y*
- 17.83%
- 5Y*
- 10.50%
- 10Y*
- —
- ALL TIME*
- 13.38%
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. VTWAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LSGGX Loomis Sayles Global Growth Fund | -8.97% | 16.84% | 23.30% | 36.10% | -25.98% | 5.89% | 35.25% | 17.54% |
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 10.81% | 22.43% | 16.43% | 21.85% | -18.02% | 18.17% | 16.67% | 17.53% |
Correlation
The correlation between LSGGX and VTWAX is 0.67, 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. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2019 | 0.85 |
The correlation between LSGGX and VTWAX shifts across timeframes, from 0.67 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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. VTWAX — Risk / Return Rank
LSGGX
VTWAX
LSGGX vs. VTWAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Growth Fund (LSGGX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). 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 | VTWAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.50 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.28 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 2.20 | -2.49 |
| Martin ratioReturn relative to average drawdown | -0.64 | 9.18 | -9.82 |
Loading charts...
Drawdowns
LSGGX vs. VTWAX - Drawdown Comparison
The maximum LSGGX drawdown since its inception was -37.72%, which is greater than VTWAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for LSGGX and VTWAX.
Loading charts...
Drawdown Indicators
| LSGGX | VTWAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.72% | -34.20% | -3.52% |
Max Drawdown (1Y)Largest decline over 1 year | -21.08% | -9.64% | -11.44% |
Max Drawdown (3Y)Largest decline over 3 years | -22.21% | -16.43% | -5.78% |
Max Drawdown (5Y)Largest decline over 5 years | -37.72% | -26.40% | -11.32% |
Current DrawdownCurrent decline from peak | -13.95% | -2.07% | -11.88% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -5.23% | -2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 2.30% | +6.63% |
Volatility
LSGGX vs. VTWAX - Volatility Comparison
Loomis Sayles Global Growth Fund (LSGGX) has a higher volatility of 5.35% compared to Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) at 4.00%. This indicates that LSGGX's price experiences larger fluctuations and is considered to be riskier than VTWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LSGGX | VTWAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 4.00% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 11.36% | +3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 13.65% | +5.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 15.89% | +6.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.54% | 18.17% | +2.37% |
LSGGX vs. VTWAX - Expense Ratio Comparison
LSGGX has a 0.95% expense ratio, which is higher than VTWAX's 0.09% expense ratio.
Dividends
LSGGX vs. VTWAX - Dividend Comparison
LSGGX's dividend yield for the trailing twelve months is around 0.33%, less than VTWAX's 1.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 1.57% | 1.80% | 1.92% | 2.06% | 2.17% | 1.79% | 1.64% | 2.28% | 0.00% | 0.00% |
Frequently Asked Questions
LSGGX and VTWAX have a correlation of 0.67, 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 VTWAX (4.00%). In terms of maximum drawdown, LSGGX dropped -37.72% vs VTWAX's -34.20%.
VTWAX currently has the higher Sharpe Ratio (1.55 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 VTWAX
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