LSGR vs. PJFG
LSGR (Natixis Loomis Sayles Focused Growth ETF) and PJFG (PGIM Jennison Focused Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past year, LSGR returned 6.11% vs 16.32% for PJFG. Their correlation of 0.94 suggests significant overlap in exposure. LSGR charges 0.59%/yr vs 0.75%/yr for PJFG.
Performance
LSGR vs. PJFG - Performance Comparison
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Returns By Period
In the year-to-date period, LSGR achieves a -5.79% return, which is significantly lower than PJFG's 2.82% return.
LSGR
- 1D
- -1.93%
- 1M
- -6.23%
- YTD
- -5.79%
- 6M
- -6.43%
- 1Y
- 6.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PJFG
- 1D
- -1.78%
- 1M
- -1.79%
- YTD
- 2.82%
- 6M
- 2.42%
- 1Y
- 16.32%
- 3Y*
- 21.64%
- 5Y*
- —
- 10Y*
- —
LSGR vs. PJFG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LSGR Natixis Loomis Sayles Focused Growth ETF | -5.79% | 15.32% | 38.52% | 12.46% |
PJFG PGIM Jennison Focused Growth ETF | 2.82% | 16.94% | 31.59% | 13.66% |
Correlation
The correlation between LSGR and PJFG is 0.92, 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 | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023 | 0.94 |
The correlation between LSGR and PJFG has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
LSGR vs. PJFG - Sectors Allocation Comparison
Sectors
LSGR
PJFG
Technology
Communication Services
Consumer Cyclical
Healthcare
Consumer Defensive
Financial Services
Industrials
Basic Materials
-
-
Energy
-
-
Real Estate
-
-
Utilities
-
Technology
LSGR
PJFG
Communication Services
LSGR
PJFG
Consumer Cyclical
LSGR
PJFG
Healthcare
LSGR
PJFG
Consumer Defensive
LSGR
PJFG
Financial Services
LSGR
PJFG
Industrials
LSGR
PJFG
Basic Materials
LSGR
-
PJFG
-
Energy
LSGR
-
PJFG
-
Real Estate
LSGR
-
PJFG
-
Utilities
LSGR
-
PJFG
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Return for Risk
LSGR vs. PJFG — Risk / Return Rank
LSGR
PJFG
LSGR vs. PJFG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Loomis Sayles Focused Growth ETF (LSGR) and PGIM Jennison Focused Growth ETF (PJFG). 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 | PJFG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.17 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | 0.86 | -0.52 |
| Martin ratioReturn relative to average drawdown | 1.05 | 2.66 | -1.61 |
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Drawdowns
LSGR vs. PJFG - Drawdown Comparison
The maximum LSGR drawdown since its inception was -22.92%, smaller than the maximum PJFG drawdown of -24.24%. Use the drawdown chart below to compare losses from any high point for LSGR and PJFG.
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Drawdown Indicators
| LSGR | PJFG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.92% | -24.24% | +1.32% |
Max Drawdown (1Y)Largest decline over 1 year | -18.13% | -19.00% | +0.87% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.24% | — |
Current DrawdownCurrent decline from peak | -8.76% | -5.66% | -3.10% |
Average DrawdownAverage peak-to-trough decline | -3.93% | -3.78% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.85% | 6.14% | -0.29% |
Volatility
LSGR vs. PJFG - Volatility Comparison
The current volatility for Natixis Loomis Sayles Focused Growth ETF (LSGR) is 6.23%, while PGIM Jennison Focused Growth ETF (PJFG) has a volatility of 6.76%. This indicates that LSGR experiences smaller price fluctuations and is considered to be less risky than PJFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGR | PJFG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 6.76% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 13.34% | 13.97% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 17.75% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.48% | 20.98% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.48% | 20.98% | -0.50% |
LSGR vs. PJFG - Expense Ratio Comparison
LSGR has a 0.59% expense ratio, which is lower than PJFG's 0.75% expense ratio.
Dividends
LSGR vs. PJFG - Dividend Comparison
Neither LSGR nor PJFG has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
LSGR Natixis Loomis Sayles Focused Growth ETF | 0.00% | 0.05% | 0.08% | 0.03% |
PJFG PGIM Jennison Focused Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, LSGR and PJFG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PJFG has higher volatility (6.76%) compared to LSGR (6.23%). In terms of maximum drawdown, LSGR dropped -22.92% vs PJFG's -24.24%.
On 1-year performance, PJFG leads with 16.32% vs 6.11% for LSGR. On fees, LSGR is cheaper at 0.59% per year. On volatility, LSGR has been the lower-risk option at 6.23%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, PJFG has performed better with a 16.32% return vs 6.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LSGR is cheaper with a 0.59% expense ratio, compared with 0.75% for PJFG.
LSGR and PJFG have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Natixis and PGIM. Their fees differ too: 0.59% for LSGR and 0.75% for PJFG.
PJFG currently has the higher Sharpe Ratio (0.93 vs 0.36), 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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