LSGRX vs. AWYIX
LSGRX (Loomis Sayles Growth Fund) and AWYIX (CIBC Atlas Equity Income Fund) are both mutual funds - LSGRX is a Large Cap Growth Equities fund managed by Natixis, while AWYIX is a Dividend fund managed by CIBC Private Wealth Management. Over the past 5 years, LSGRX returned 10.02%/yr vs 7.12%/yr for AWYIX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. LSGRX charges 0.64%/yr vs 0.95%/yr for AWYIX.
Performance
LSGRX vs. AWYIX - Performance Comparison
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Returns By Period
In the year-to-date period, LSGRX achieves a -6.38% return, which is significantly lower than AWYIX's 3.06% return.
LSGRX
- 1D
- 0.97%
- 1M
- -2.45%
- 6M
- -5.84%
- YTD
- -6.38%
- 1Y
- -1.65%
- 3Y*
- 14.79%
- 5Y*
- 10.02%
- 10Y*
- 15.08%
- ALL TIME*
- 9.13%
AWYIX
- 1D
- 0.31%
- 1M
- -0.45%
- 6M
- 1.94%
- YTD
- 3.06%
- 1Y
- 8.92%
- 3Y*
- 11.30%
- 5Y*
- 7.12%
- 10Y*
- —
- ALL TIME*
- 11.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSGRX vs. AWYIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LSGRX Loomis Sayles Growth Fund | -6.38% | 14.01% | 35.21% | 51.30% | -27.86% | 18.68% | 31.76% | 31.73% | -4.28% |
AWYIX CIBC Atlas Equity Income Fund | 3.06% | 7.66% | 18.19% | 16.39% | -15.59% | 29.51% | 12.75% | 35.07% | 1.12% |
Correlation
The correlation between LSGRX and AWYIX is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2018 | 0.74 |
Over the past year, the correlation between LSGRX and AWYIX has dropped to 0.37 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
LSGRX vs. AWYIX — Risk / Return Rank
LSGRX
AWYIX
LSGRX vs. AWYIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund (LSGRX) and CIBC Atlas Equity Income Fund (AWYIX). 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.
| LSGRX | AWYIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.13 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 0.86 | -0.98 |
| Martin ratioReturn relative to average drawdown | -0.32 | 3.23 | -3.54 |
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Drawdowns
LSGRX vs. AWYIX - Drawdown Comparison
The maximum LSGRX drawdown since its inception was -63.63%, which is greater than AWYIX's maximum drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for LSGRX and AWYIX.
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Drawdown Indicators
| LSGRX | AWYIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -35.79% | -27.84% |
Max Drawdown (1Y)Largest decline over 1 year | -17.83% | -8.35% | -9.48% |
Max Drawdown (3Y)Largest decline over 3 years | -27.33% | -18.72% | -8.61% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -19.82% | -14.87% |
Max Drawdown (10Y)Largest decline over 10 years | -34.69% | — | — |
Current DrawdownCurrent decline from peak | -9.51% | -1.05% | -8.46% |
Average DrawdownAverage peak-to-trough decline | -17.91% | -4.95% | -12.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 2.22% | +4.11% |
Volatility
LSGRX vs. AWYIX - Volatility Comparison
Loomis Sayles Growth Fund (LSGRX) has a higher volatility of 5.34% compared to CIBC Atlas Equity Income Fund (AWYIX) at 2.78%. This indicates that LSGRX's price experiences larger fluctuations and is considered to be riskier than AWYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGRX | AWYIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 2.78% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 7.54% | +6.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.11% | 10.24% | +7.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.90% | 14.42% | +8.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 17.76% | +3.22% |
LSGRX vs. AWYIX - Expense Ratio Comparison
LSGRX has a 0.64% expense ratio, which is lower than AWYIX's 0.95% expense ratio.
Dividends
LSGRX vs. AWYIX - Dividend Comparison
LSGRX's dividend yield for the trailing twelve months is around 2.37%, more than AWYIX's 2.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWYIX CIBC Atlas Equity Income Fund | 2.12% | 1.74% | 5.77% | 1.80% | 3.23% | 6.35% | 6.87% | 3.82% | 6.79% | 0.00% | 0.00% | 0.00% |
LSGRX Loomis Sayles Growth Fund | 2.37% | 2.22% | 5.62% | 6.02% | 16.47% | 4.73% | 4.41% | 2.70% | 5.82% | 2.41% | 1.48% | 0.54% |
Frequently Asked Questions
LSGRX and AWYIX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGRX has higher volatility (5.34%) compared to AWYIX (2.78%). In terms of maximum drawdown, LSGRX dropped -63.63% vs AWYIX's -35.79%.
AWYIX currently has the higher Sharpe Ratio (0.70 vs -0.12), 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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