LSGR vs. ITOT

Last updated Jun 25, 2026

LSGR (Natixis Loomis Sayles Focused Growth ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both exchange-traded funds - LSGR is a Large Cap Growth Equities fund actively managed by Natixis, while ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index. LSGR is actively managed, while ITOT is passively managed. Over the past year, LSGR returned 1.62% vs 22.71% for ITOT. Their correlation of 0.86 suggests significant overlap in exposure. LSGR charges 0.59%/yr vs 0.03%/yr for ITOT.

Performance

LSGR vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Loomis Sayles Focused Growth ETF (LSGR) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LSGR achieves a -7.28% return, which is significantly lower than ITOT's 8.86% return.

LSGR

• 1D: -0.17%
• 1M: -7.72%
• YTD: -7.28%
• 6M: -8.65%
• 1Y: 1.62%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ITOT

• 1D: -0.07%
• 1M: -0.87%
• YTD: 8.86%
• 6M: 7.40%
• 1Y: 22.71%
• 3Y*: 20.64%
• 5Y*: 11.83%
• 10Y*: 15.10%

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

LSGR vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LSGR Natixis Loomis Sayles Focused Growth ETF	-7.28%	15.32%	38.52%	12.46%
ITOT iShares Core S&P Total U.S. Stock Market ETF	8.86%	17.00%	23.80%	10.25%

Correlation

The correlation between LSGR and ITOT is 0.82, 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	0.82
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023	0.86

The correlation between LSGR and ITOT has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

LSGR vs. ITOT - Sectors Allocation Comparison

Sectors	LSGR	ITOT
Technology	33.9%	37.2%
Communication Services	26.8%	9.8%
Consumer Cyclical	17.7%	9.8%
Healthcare	8.0%	8.8%
Consumer Defensive	5.0%	4.3%
Financial Services	4.6%	11.4%
Industrials	4.0%	9.1%
Basic Materials	-	2.0%
Energy	-	3.3%
Real Estate	-	2.3%
Utilities	-	2.1%

Return for Risk

LSGR vs. ITOT — Risk / Return Rank

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

LSGR

LSGR Risk / Return Rank: 10
LSGR Sharpe Ratio Rank: 10
LSGR Sortino Ratio Rank: 9
LSGR Omega Ratio Rank: 9
LSGR Calmar Ratio Rank: 10
LSGR Martin Ratio Rank: 10

ITOT

ITOT Risk / Return Rank: 60
ITOT Sharpe Ratio Rank: 59
ITOT Sortino Ratio Rank: 57
ITOT Omega Ratio Rank: 58
ITOT Calmar Ratio Rank: 58
ITOT Martin Ratio Rank: 69

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. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Loomis Sayles Focused Growth ETF (LSGR) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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	ITOT	Difference
Sharpe ratio: Return per unit of total volatility	0.10	1.79	-1.69
Sortino ratio: Return per unit of downside risk	0.25	2.45	-2.20
Omega ratio: Gain probability vs. loss probability	1.03	1.32	-0.29
Calmar ratio: Return relative to maximum drawdown	0.09	2.56	-2.47
Martin ratio: Return relative to average drawdown	0.27	11.32	-11.05

LSGR vs. ITOT - Sharpe Ratio Comparison

The current LSGR Sharpe Ratio is 0.10, which is lower than the ITOT Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of LSGR and ITOT, 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. ITOT - Drawdown Comparison

The maximum LSGR drawdown since its inception was -22.92%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for LSGR and ITOT.

Drawdown Indicators

	LSGR	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-22.92%	-55.20%	+32.28%
Max Drawdown (1Y) Largest decline over 1 year	-18.13%	-8.90%	-9.23%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.44%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-10.21%	-2.86%	-7.35%
Average Drawdown Average peak-to-trough decline	-3.94%	-6.96%	+3.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.92%	2.01%	+3.91%

Volatility

LSGR vs. ITOT - Volatility Comparison

Natixis Loomis Sayles Focused Growth ETF (LSGR) has a higher volatility of 6.33% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.93%. This indicates that LSGR's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LSGR	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.33%	4.93%	+1.40%
Volatility (6M) Calculated over the trailing 6-month period	13.25%	10.02%	+3.23%
Volatility (1Y) Calculated over the trailing 1-year period	17.09%	12.82%	+4.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.47%	17.46%	+3.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.47%	18.28%	+2.19%

LSGR vs. ITOT - Expense Ratio Comparison

LSGR has a 0.59% expense ratio, which is higher than ITOT's 0.03% expense ratio.

Dividends

LSGR vs. ITOT - Dividend Comparison

LSGR has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.02%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITOT iShares Core S&P Total U.S. Stock Market ETF	1.02%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%
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 ITOT in my portfolio?

LSGR and ITOT have a correlation of 0.82, 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 ITOT?

LSGR has higher volatility (6.33%) compared to ITOT (4.93%). In terms of maximum drawdown, LSGR dropped -22.92% vs ITOT's -55.20%.

Which ETF is better, LSGR or ITOT?

On 1-year performance, ITOT leads with 22.71% vs 1.62% for LSGR. On fees, ITOT is cheaper at 0.03% per year. On volatility, ITOT has been the lower-risk option at 4.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LSGR or ITOT?

Over the 1-year period, ITOT has performed better with a 22.71% return vs 1.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LSGR or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.59% for LSGR.

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

ITOT has the higher dividend yield at 1.02%, compared with 0.00% for LSGR.

What is the main difference between LSGR and ITOT?

LSGR is categorized as Large Cap Growth Equities, while ITOT is Large Cap Blend Equities. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.59% for LSGR and 0.03% for ITOT.

Which has better risk-adjusted returns?

ITOT currently has the higher Sharpe Ratio (1.79 vs 0.10), 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.