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LSGR vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LSGR vs. QQQ

Last updated Aug 2, 2026
Documentation

LSGR (Natixis Loomis Sayles Focused Growth ETF) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - LSGR is a Large Cap Growth Equities fund actively managed by Natixis, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. LSGR is actively managed, while QQQ is passively managed. Over the past 3 years, LSGR returned 17.74%/yr vs 22.29%/yr for QQQ. Their correlation of 0.89 means they have usually moved in the same direction. LSGR charges 0.59%/yr vs 0.18%/yr for QQQ.

Performance

LSGR vs. QQQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, LSGR achieves a -4.29% return, which is significantly lower than QQQ's 12.26% return.

LSGR

1D
2.81%
1M
0.07%
6M
-3.08%
YTD
-4.29%
1Y
2.27%
3Y*
17.74%
5Y*
—
10Y*
—
ALL TIME*
19.18%

QQQ

1D
0.65%
1M
-3.45%
6M
10.89%
YTD
12.26%
1Y
24.81%
3Y*
22.29%
5Y*
14.23%
10Y*
20.44%
ALL TIME*
10.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

LSGR

Natixis Loomis Sayles Focused Growth ETF
$2.37M$2.84M$2.94M

QQQ

Invesco QQQ ETF
$30.32B$28.40B$31.45B

LSGR vs. QQQ - Yearly Performance Comparison

2026 (YTD)202520242023
LSGR
Natixis Loomis Sayles Focused Growth ETF		-4.29%15.32%38.52%12.46%
QQQ
Invesco QQQ ETF		12.26%20.77%25.58%12.79%

Correlation

The correlation between LSGR and QQQ is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.78

Correlation (3Y)
Balances recent behavior with more history.

0.89

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2023

0.89

The correlation between LSGR and QQQ shifts across timeframes, from 0.78 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.

LSGR vs. QQQ - Sectors Allocation Comparison

Sectors
LSGR
QQQ

Technology

32.1%
60.9%

Communication Services

26.8%
13.1%

Consumer Cyclical

16.9%
10.7%

Healthcare

9.8%
3.6%

Financial Services

5.4%
0.2%

Consumer Defensive

4.9%
6.3%

Industrials

4.2%
2.7%

Basic Materials

-

1.0%

Energy

-

0.5%

Real Estate

-

0.1%

Utilities

-

1.1%

Technology

LSGR
32.1%
QQQ
60.9%

Communication Services

LSGR
26.8%
QQQ
13.1%

Consumer Cyclical

LSGR
16.9%
QQQ
10.7%

Healthcare

LSGR
9.8%
QQQ
3.6%

Financial Services

LSGR
5.4%
QQQ
0.2%

Consumer Defensive

LSGR
4.9%
QQQ
6.3%

Industrials

LSGR
4.2%
QQQ
2.7%

Basic Materials

LSGR

-

QQQ
1.0%

Energy

LSGR

-

QQQ
0.5%

Real Estate

LSGR

-

QQQ
0.1%

Utilities

LSGR

-

QQQ
1.1%

Compare stocks, funds, or ETFs

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

Natixis Loomis Sayles Focused Growth ETF

Invesco QQQ ETF

Often compared with LSGR:
LSGR vs. CGGRLSGR vs. PJFGLSGR vs. SPMOLSGR vs. SCHGLSGR vs. SPYLSGR vs. GQHPXLSGR vs. FNGS
Often compared with QQQ:
QQQ vs. SPYQQQ vs. VOOQQQ vs. VGTQQQ vs. TQQQQQQ vs. SMHQQQ vs. QQQMQQQ vs. SPMO

Return for Risk

LSGR vs. QQQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
LSGR
LSGR Risk / Return Rank: 1111
Overall Rank
LSGR Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LSGR Sortino Ratio Rank: 1111
Sortino Ratio Rank
LSGR Omega Ratio Rank: 1010
Omega Ratio Rank
LSGR Calmar Ratio Rank: 1111
Calmar Ratio Rank
LSGR Martin Ratio Rank: 1111
Martin Ratio Rank
QQQ
QQQ Risk / Return Rank: 4949
Overall Rank
QQQ Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 4646
Sortino Ratio Rank
QQQ Omega Ratio Rank: 4545
Omega Ratio Rank
QQQ Calmar Ratio Rank: 5353
Calmar Ratio Rank
QQQ Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LSGR vs. QQQ - Risk-Adjusted Trends Comparison

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

LSGRQQQDifference
Sharpe ratioReturn per unit of total volatility
-0.00
1.16

-1.16

Sortino ratioReturn per unit of downside risk
0.12
1.65

-1.53

Omega ratioGain probability vs. loss probability

1.01

1.21

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.00

1.88

-1.88

Martin ratioReturn relative to average drawdown

-0.01

6.00

-6.01

LSGR vs. QQQ - Sharpe Ratio Comparison

The current LSGR Sharpe Ratio is -0.00, which is lower than the QQQ Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of LSGR and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

LSGR vs. QQQ - Drawdown Comparison

The maximum LSGR drawdown since its inception was -22.92%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for LSGR and QQQ.

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Drawdown Indicators

LSGRQQQDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-82.97%

+60.05%

Max Drawdown (1Y)

Largest decline over 1 year

-18.13%

-11.96%

-6.17%

Max Drawdown (3Y)

Largest decline over 3 years

-22.92%

-22.77%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

—

-35.12%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.12%

—

Current Drawdown

Current decline from peak

-7.31%

-7.69%

+0.38%

Average Drawdown

Average peak-to-trough decline

-4.09%

-32.62%

+28.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.51%

3.74%

+2.77%

Volatility

LSGR vs. QQQ - Volatility Comparison

The current volatility for Natixis Loomis Sayles Focused Growth ETF (LSGR) is 6.18%, while Invesco QQQ ETF (QQQ) has a volatility of 6.87%. This indicates that LSGR experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LSGRQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

6.87%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

16.08%

-1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

18.05%

19.38%

-1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.48%

22.90%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.48%

22.50%

-2.02%

LSGR vs. QQQ - Expense Ratio Comparison

LSGR has a 0.59% expense ratio, which is higher than QQQ's 0.18% expense ratio.

Dividends

LSGR vs. QQQ - Dividend Comparison

LSGR has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.44%.

PositionTTM20252024202320222021202020192018201720162015
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%
QQQ
Invesco QQQ ETF		0.44%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Frequently Asked Questions

LSGR and QQQ have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQ has higher volatility (6.87%) compared to LSGR (6.18%). In terms of maximum drawdown, LSGR dropped -22.92% vs QQQ's -82.97%.

On 3-year performance, QQQ leads with 22.29% vs 17.74% for LSGR. On fees, QQQ is cheaper at 0.18% per year. On volatility, LSGR has been the lower-risk option at 6.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, QQQ has performed better with a 22.29% return vs 17.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQ is cheaper with a 0.18% expense ratio, compared with 0.59% for LSGR.

QQQ has the higher dividend yield at 0.44%, compared with 0.00% for LSGR.

LSGR is categorized as Large Cap Growth Equities, while QQQ is Nasdaq-100. They also come from different issuers: Natixis and Invesco. Their fees differ too: 0.59% for LSGR and 0.18% for QQQ.

QQQ currently has the higher Sharpe Ratio (1.16 vs -0.00), 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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