LSGR vs. ^GSPC
LSGR (Natixis Loomis Sayles Focused Growth ETF) is Large Cap Growth Equities fund actively managed by Natixis, while ^GSPC (S&P 500 Index) is an index. Over the past year, LSGR returned 3.26% vs 22.24% for ^GSPC. Their correlation of 0.88 suggests significant overlap in exposure.
Performance
LSGR vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, LSGR achieves a -7.13% return, which is significantly lower than ^GSPC's 7.60% return.
LSGR
- 1D
- -1.42%
- 1M
- -7.56%
- YTD
- -7.13%
- 6M
- -8.31%
- 1Y
- 3.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
^GSPC
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
LSGR vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LSGR Natixis Loomis Sayles Focused Growth ETF | -7.13% | 15.32% | 38.52% | 12.46% |
^GSPC S&P 500 Index | 7.60% | 16.39% | 23.31% | 8.98% |
Correlation
The correlation between LSGR and ^GSPC is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023 | 0.88 |
The correlation between LSGR and ^GSPC has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.
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Return for Risk
LSGR vs. ^GSPC — Risk / Return Rank
LSGR
^GSPC
LSGR vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Loomis Sayles Focused Growth ETF (LSGR) and S&P 500 Index (^GSPC). 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.
| LSGR | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.32 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 2.46 | -2.28 |
| Martin ratioReturn relative to average drawdown | 0.55 | 10.92 | -10.36 |
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Drawdowns
LSGR vs. ^GSPC - Drawdown Comparison
The maximum LSGR drawdown since its inception was -22.92%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for LSGR and ^GSPC.
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Drawdown Indicators
| LSGR | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.92% | -56.78% | +33.86% |
Max Drawdown (1Y)Largest decline over 1 year | -18.13% | -9.10% | -9.03% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -10.06% | -3.21% | -6.85% |
Average DrawdownAverage peak-to-trough decline | -3.94% | -10.71% | +6.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.88% | 2.04% | +3.84% |
Volatility
LSGR vs. ^GSPC - Volatility Comparison
Natixis Loomis Sayles Focused Growth ETF (LSGR) has a higher volatility of 6.33% compared to S&P 500 Index (^GSPC) at 4.89%. This indicates that LSGR's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGR | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 4.89% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 13.34% | 9.93% | +3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.14% | 12.57% | +4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.48% | 17.00% | +3.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.48% | 18.08% | +2.40% |
Frequently Asked Questions
LSGR and ^GSPC have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGR has higher volatility (6.33%) compared to ^GSPC (4.89%). In terms of maximum drawdown, LSGR dropped -22.92% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.78 vs 0.19), 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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