LSGR vs. ILCG

Last updated Jul 15, 2026

LSGR (Natixis Loomis Sayles Focused Growth ETF) and ILCG (iShares Morningstar Growth ETF) are both Large Cap Growth Equities funds. LSGR is actively managed, while ILCG is passively managed. Over the past 3 years, LSGR returned 18.37%/yr vs 22.98%/yr for ILCG. Their correlation of 0.92 suggests significant overlap in exposure. LSGR charges 0.59%/yr vs 0.04%/yr for ILCG.

Performance

LSGR vs. ILCG - Performance Comparison

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

Returns By Period

In the year-to-date period, LSGR achieves a -3.14% return, which is significantly lower than ILCG's 11.72% return.

LSGR

• 1D: 0.54%
• 1M: 1.25%
• 6M: -3.44%
• YTD: -3.14%
• 1Y: 3.20%
• 3Y*: 18.37%
• 5Y*: —
• 10Y*: —

ILCG

• 1D: 1.40%
• 1M: 1.60%
• 6M: 9.86%
• YTD: 11.72%
• 1Y: 19.42%
• 3Y*: 22.98%
• 5Y*: 12.67%
• 10Y*: 17.68%

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

LSGR vs. ILCG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LSGR Natixis Loomis Sayles Focused Growth ETF	-3.14%	15.32%	38.52%	12.46%
ILCG iShares Morningstar Growth ETF	11.72%	16.71%	32.82%	11.17%

Correlation

The correlation between LSGR and ILCG 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 (3Y) Calculated over the trailing 3-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023	0.92

The correlation between LSGR and ILCG has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.

LSGR vs. ILCG - Sectors Allocation Comparison

Sectors	LSGR	ILCG
Technology	33.9%	53.1%
Communication Services	26.8%	13.5%
Consumer Cyclical	17.7%	10.1%
Healthcare	8.0%	5.2%
Consumer Defensive	5.0%	1.4%
Financial Services	4.6%	5.5%
Industrials	4.0%	7.7%
Basic Materials	-	1.0%
Energy	-	0.4%
Real Estate	-	1.3%
Utilities	-	0.7%

Return for Risk

LSGR vs. ILCG — Risk / Return Rank

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

LSGR

LSGR Risk / Return Rank: 12
LSGR Sharpe Ratio Rank: 12
LSGR Sortino Ratio Rank: 11
LSGR Omega Ratio Rank: 12
LSGR Calmar Ratio Rank: 12
LSGR Martin Ratio Rank: 12

ILCG

ILCG Risk / Return Rank: 34
ILCG Sharpe Ratio Rank: 37
ILCG Sortino Ratio Rank: 34
ILCG Omega Ratio Rank: 35
ILCG Calmar Ratio Rank: 30
ILCG Martin Ratio Rank: 34

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.

LSGR vs. ILCG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Loomis Sayles Focused Growth ETF (LSGR) and iShares Morningstar Growth ETF (ILCG). 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	ILCG	Difference
Sharpe ratio: Return per unit of total volatility	0.19	1.08	-0.89
Sortino ratio: Return per unit of downside risk	0.37	1.52	-1.15
Omega ratio: Gain probability vs. loss probability	1.05	1.20	-0.15
Calmar ratio: Return relative to maximum drawdown	0.18	1.25	-1.07
Martin ratio: Return relative to average drawdown	0.52	4.17	-3.65

LSGR vs. ILCG - Sharpe Ratio Comparison

The current LSGR Sharpe Ratio is 0.19, which is lower than the ILCG Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of LSGR and ILCG, 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

LSGR vs. ILCG - Drawdown Comparison

The maximum LSGR drawdown since its inception was -22.92%, smaller than the maximum ILCG drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for LSGR and ILCG.

Drawdown Indicators

	LSGR	ILCG	Difference
Max Drawdown Largest peak-to-trough decline	-22.92%	-52.98%	+30.06%
Max Drawdown (1Y) Largest decline over 1 year	-18.13%	-15.65%	-2.48%
Max Drawdown (3Y) Largest decline over 3 years	-22.92%	-23.10%	+0.18%
Max Drawdown (5Y) Largest decline over 5 years	—	-35.38%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.38%	—
Current Drawdown Current decline from peak	-6.20%	-3.41%	-2.79%
Average Drawdown Average peak-to-trough decline	-4.01%	-8.20%	+4.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.18%	4.66%	+1.52%

Volatility

LSGR vs. ILCG - Volatility Comparison

The current volatility for Natixis Loomis Sayles Focused Growth ETF (LSGR) is 5.78%, while iShares Morningstar Growth ETF (ILCG) has a volatility of 7.00%. This indicates that LSGR experiences smaller price fluctuations and is considered to be less risky than ILCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LSGR	ILCG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.78%	7.00%	-1.22%
Volatility (6M) Calculated over the trailing 6-month period	13.61%	15.12%	-1.51%
Volatility (1Y) Calculated over the trailing 1-year period	17.23%	18.11%	-0.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.40%	22.31%	-1.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.40%	21.65%	-1.25%

LSGR vs. ILCG - Expense Ratio Comparison

LSGR has a 0.59% expense ratio, which is higher than ILCG's 0.04% expense ratio.

Dividends

LSGR vs. ILCG - Dividend Comparison

LSGR has not paid dividends to shareholders, while ILCG's dividend yield for the trailing twelve months is around 0.41%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ILCG iShares Morningstar Growth ETF	0.41%	0.47%	0.50%	0.69%	0.75%	0.34%	0.28%	0.54%	0.81%	0.89%	0.95%	0.99%
LSGR Natixis Loomis Sayles Focused Growth ETF	0.00%	0.05%	0.08%	0.03%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LSGR and ILCG in my portfolio?

LSGR and ILCG 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.

Which is riskier, LSGR or ILCG?

ILCG has higher volatility (7.00%) compared to LSGR (5.78%). In terms of maximum drawdown, LSGR dropped -22.92% vs ILCG's -52.98%.

Which ETF is better, LSGR or ILCG?

On 3-year performance, ILCG leads with 22.98% vs 18.37% for LSGR. On fees, ILCG is cheaper at 0.04% per year. On volatility, LSGR has been the lower-risk option at 5.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LSGR or ILCG?

Over the 3-year period, ILCG has performed better with a 22.98% return vs 18.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LSGR or ILCG?

ILCG is cheaper with a 0.04% expense ratio, compared with 0.59% for LSGR.

Which ETF pays a higher dividend yield, LSGR or ILCG?

ILCG has the higher dividend yield at 0.41%, compared with 0.00% for LSGR.

What is the main difference between LSGR and ILCG?

They also come from different issuers: Natixis and iShares. Their fees differ too: 0.59% for LSGR and 0.04% for ILCG.

Which has better risk-adjusted returns?

ILCG currently has the higher Sharpe Ratio (1.08 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.