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LSGR vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LSGR and ^GSPC is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

LSGR vs. ^GSPC

Last updated Jun 1, 2025

Compare and contrast key facts about Natixis Loomis Sayles Focused Growth ETF (LSGR) and S&P 500 (^GSPC).

LSGR is an actively managed fund by Natixis. It was launched on Jun 29, 2023.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LSGR or ^GSPC.

Performance

LSGR vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Loomis Sayles Focused Growth ETF (LSGR) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LSGR:

0.96

^GSPC:

0.66

Sortino Ratio

LSGR:

1.29

^GSPC:

0.94

Omega Ratio

LSGR:

1.17

^GSPC:

1.14

Calmar Ratio

LSGR:

0.94

^GSPC:

0.60

Martin Ratio

LSGR:

2.93

^GSPC:

2.28

Ulcer Index

LSGR:

7.36%

^GSPC:

5.01%

Daily Std Dev

LSGR:

26.24%

^GSPC:

19.77%

Max Drawdown

LSGR:

-22.92%

^GSPC:

-56.78%

Current Drawdown

LSGR:

-4.01%

^GSPC:

-3.78%

Returns By Period

In the year-to-date period, LSGR achieves a 0.86% return, which is significantly higher than ^GSPC's 0.51% return.

LSGR

YTD

0.86%

1M

9.48%

6M

1.85%

1Y

24.33%

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

0.51%

1M

5.49%

6M

-2.00%

1Y

12.02%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

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Natixis Loomis Sayles Focused Growth ETF

S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LSGR vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LSGR
The Risk-Adjusted Performance Rank of LSGR is 7373
Overall Rank
The Sharpe Ratio Rank of LSGR is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of LSGR is 7272
Sortino Ratio Rank
The Omega Ratio Rank of LSGR is 7171
Omega Ratio Rank
The Calmar Ratio Rank of LSGR is 7777
Calmar Ratio Rank
The Martin Ratio Rank of LSGR is 6969
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6363
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LSGR vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Loomis Sayles Focused Growth ETF (LSGR) and S&P 500 (^GSPC). 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.

The current LSGR Sharpe Ratio is 0.96, which is higher than the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of LSGR and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

LSGR vs. ^GSPC - Drawdown Comparison

The maximum LSGR drawdown since its inception was -22.92%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for LSGR and ^GSPC.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LSGR vs. ^GSPC - Volatility Comparison

Natixis Loomis Sayles Focused Growth ETF (LSGR) has a higher volatility of 6.06% compared to S&P 500 (^GSPC) at 4.77%. This indicates that LSGR's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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