PortfoliosLab logo
LSGR vs. CGGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LSGR and CGGR is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

LSGR vs. CGGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Loomis Sayles Focused Growth ETF (LSGR) and Capital Group Growth ETF (CGGR). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

LSGR:

0.96

CGGR:

0.88

Sortino Ratio

LSGR:

1.29

CGGR:

1.23

Omega Ratio

LSGR:

1.17

CGGR:

1.18

Calmar Ratio

LSGR:

0.94

CGGR:

0.83

Martin Ratio

LSGR:

2.93

CGGR:

2.85

Ulcer Index

LSGR:

7.36%

CGGR:

6.81%

Daily Std Dev

LSGR:

26.24%

CGGR:

24.75%

Max Drawdown

LSGR:

-22.92%

CGGR:

-28.90%

Current Drawdown

LSGR:

-4.01%

CGGR:

-4.22%

Returns By Period

In the year-to-date period, LSGR achieves a 0.86% return, which is significantly lower than CGGR's 2.66% return.


LSGR

YTD

0.86%

1M

9.48%

6M

1.85%

1Y

24.33%

3Y*

N/A

5Y*

N/A

10Y*

N/A

CGGR

YTD

2.66%

1M

8.35%

6M

1.34%

1Y

21.13%

3Y*

20.07%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Capital Group Growth ETF

LSGR vs. CGGR - Expense Ratio Comparison

LSGR has a 0.59% expense ratio, which is higher than CGGR's 0.39% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LSGR vs. CGGR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LSGR
The Risk-Adjusted Performance Rank of LSGR is 7373
Overall Rank
The Sharpe Ratio Rank of LSGR is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of LSGR is 7272
Sortino Ratio Rank
The Omega Ratio Rank of LSGR is 7171
Omega Ratio Rank
The Calmar Ratio Rank of LSGR is 7777
Calmar Ratio Rank
The Martin Ratio Rank of LSGR is 6969
Martin Ratio Rank

CGGR
The Risk-Adjusted Performance Rank of CGGR is 7171
Overall Rank
The Sharpe Ratio Rank of CGGR is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of CGGR is 6969
Sortino Ratio Rank
The Omega Ratio Rank of CGGR is 7171
Omega Ratio Rank
The Calmar Ratio Rank of CGGR is 7373
Calmar Ratio Rank
The Martin Ratio Rank of CGGR is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LSGR vs. CGGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Loomis Sayles Focused Growth ETF (LSGR) and Capital Group Growth ETF (CGGR). 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.


The current LSGR Sharpe Ratio is 0.96, which is comparable to the CGGR Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of LSGR and CGGR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

LSGR vs. CGGR - Dividend Comparison

LSGR's dividend yield for the trailing twelve months is around 0.13%, less than CGGR's 0.32% yield.


TTM202420232022
LSGR
Natixis Loomis Sayles Focused Growth ETF
0.13%0.08%0.03%0.00%
CGGR
Capital Group Growth ETF
0.32%0.33%0.40%0.34%

Drawdowns

LSGR vs. CGGR - Drawdown Comparison

The maximum LSGR drawdown since its inception was -22.92%, smaller than the maximum CGGR drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for LSGR and CGGR.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LSGR vs. CGGR - Volatility Comparison

Natixis Loomis Sayles Focused Growth ETF (LSGR) has a higher volatility of 6.06% compared to Capital Group Growth ETF (CGGR) at 5.54%. This indicates that LSGR's price experiences larger fluctuations and is considered to be riskier than CGGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...