LSGR vs. SCHG

Last updated Aug 2, 2026

LSGR (Natixis Loomis Sayles Focused Growth ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both Large Cap Growth Equities funds. LSGR is actively managed, while SCHG is passively managed. Over the past 3 years, LSGR returned 17.74%/yr vs 21.39%/yr for SCHG. Their correlation of 0.94 means they have usually moved in the same direction. LSGR charges 0.59%/yr vs 0.04%/yr for SCHG.

Performance

LSGR vs. SCHG - Performance Comparison

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

Returns By Period

In the year-to-date period, LSGR achieves a -4.29% return, which is significantly lower than SCHG's 4.99% 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%

SCHG

• 1D: 1.12%
• 1M: 0.15%
• 6M: 7.02%
• YTD: 4.99%
• 1Y: 16.16%
• 3Y*: 21.39%
• 5Y*: 13.15%
• 10Y*: 18.27%
• ALL TIME*: 16.34%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LSGR Natixis Loomis Sayles Focused Growth ETF	$2.37M	$2.84M	$2.94M
SCHG Schwab U.S. Large-Cap Growth ETF	$247.66M	$249.87M	$339.91M

LSGR vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LSGR Natixis Loomis Sayles Focused Growth ETF	-4.29%	15.32%	38.52%	12.46%
SCHG Schwab U.S. Large-Cap Growth ETF	4.99%	17.50%	34.95%	12.78%

Correlation

The correlation between LSGR and SCHG is 0.92, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.92
Correlation (3Y) Balances recent behavior with more history.	0.94
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023	0.94

The correlation between LSGR and SCHG has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

LSGR vs. SCHG - Sectors Allocation Comparison

Sectors	LSGR	SCHG
Technology	32.1%	44.0%
Communication Services	26.8%	14.1%
Consumer Cyclical	16.9%	11.2%
Healthcare	9.8%	9.9%
Financial Services	5.4%	7.7%
Consumer Defensive	4.9%	1.9%
Industrials	4.2%	7.6%
Basic Materials	-	1.6%
Energy	-	0.9%
Real Estate	-	0.6%
Utilities	-	0.5%

Return for Risk

LSGR vs. SCHG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LSGR

LSGR Risk / Return Rank: 11
LSGR Sharpe Ratio Rank: 11
LSGR Sortino Ratio Rank: 11
LSGR Omega Ratio Rank: 10
LSGR Calmar Ratio Rank: 11
LSGR Martin Ratio Rank: 11

SCHG

SCHG Risk / Return Rank: 30
SCHG Sharpe Ratio Rank: 33
SCHG Sortino Ratio Rank: 31
SCHG Omega Ratio Rank: 31
SCHG Calmar Ratio Rank: 26
SCHG Martin Ratio Rank: 30

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. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Loomis Sayles Focused Growth ETF (LSGR) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	-0.00	0.82	-0.82
Sortino ratio: Return per unit of downside risk	0.12	1.20	-1.08
Omega ratio: Gain probability vs. loss probability	1.01	1.15	-0.13
Calmar ratio: Return relative to maximum drawdown	-0.00	0.83	-0.83
Martin ratio: Return relative to average drawdown	-0.01	2.62	-2.63

LSGR vs. SCHG - Sharpe Ratio Comparison

The current LSGR Sharpe Ratio is -0.00, which is lower than the SCHG Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of LSGR and SCHG, 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. SCHG - Drawdown Comparison

The maximum LSGR drawdown since its inception was -22.92%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for LSGR and SCHG.

Drawdown Indicators

	LSGR	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-22.92%	-34.59%	+11.67%
Max Drawdown (1Y) Largest decline over 1 year	-18.13%	-16.41%	-1.72%
Max Drawdown (3Y) Largest decline over 3 years	-22.92%	-23.39%	+0.47%
Max Drawdown (5Y) Largest decline over 5 years	—	-34.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-7.31%	-3.10%	-4.21%
Average Drawdown Average peak-to-trough decline	-4.09%	-5.19%	+1.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.51%	5.19%	+1.32%

Volatility

LSGR vs. SCHG - Volatility Comparison

Natixis Loomis Sayles Focused Growth ETF (LSGR) has a higher volatility of 6.18% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.32%. This indicates that LSGR's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LSGR	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.18%	4.32%	+1.86%
Volatility (6M) Calculated over the trailing 6-month period	14.30%	12.90%	+1.40%
Volatility (1Y) Calculated over the trailing 1-year period	18.05%	16.67%	+1.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.48%	22.42%	-1.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.48%	21.59%	-1.11%

LSGR vs. SCHG - Expense Ratio Comparison

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

Dividends

LSGR vs. SCHG - Dividend Comparison

LSGR has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.38%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Frequently Asked Questions

Can I hold both LSGR and SCHG in my portfolio?

With a correlation of 0.92, LSGR and SCHG 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.

Which is riskier, LSGR or SCHG?

LSGR has higher volatility (6.18%) compared to SCHG (4.32%). In terms of maximum drawdown, LSGR dropped -22.92% vs SCHG's -34.59%.

Which ETF is better, LSGR or SCHG?

On 3-year performance, SCHG leads with 21.39% vs 17.74% for LSGR. On fees, SCHG is cheaper at 0.04% per year. On volatility, SCHG has been the lower-risk option at 4.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LSGR or SCHG?

Over the 3-year period, SCHG has performed better with a 21.39% return vs 17.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LSGR or SCHG?

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

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

SCHG has the higher dividend yield at 0.38%, compared with 0.00% for LSGR.

What is the main difference between LSGR and SCHG?

They also come from different issuers: Natixis and Charles Schwab. Their fees differ too: 0.59% for LSGR and 0.04% for SCHG.

Which has better risk-adjusted returns?

SCHG currently has the higher Sharpe Ratio (0.82 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.