LSGRX vs. DFSVX
Compare and contrast key facts about Loomis Sayles Growth Fund (LSGRX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
LSGRX is managed by Natixis Funds. It was launched on May 16, 1991. DFSVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 2, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LSGRX or DFSVX.
Key characteristics
| LSGRX | DFSVX | |
|---|---|---|
| YTD Return | 11.49% | 5.16% |
| 1Y Return | 32.67% | 28.56% |
| 3Y Return (Ann) | 10.91% | 7.95% |
| 5Y Return (Ann) | 16.19% | 13.16% |
| 10Y Return (Ann) | 15.48% | 8.91% |
| Sharpe Ratio | 2.18 | 1.64 |
| Daily Std Dev | 16.03% | 18.10% |
| Max Drawdown | -82.01% | -66.70% |
| Current Drawdown | -1.41% | -0.28% |
Correlation
The correlation between LSGRX and DFSVX is 0.73, 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.
Performance
LSGRX vs. DFSVX - Performance Comparison
In the year-to-date period, LSGRX achieves a 11.49% return, which is significantly higher than DFSVX's 5.16% return. Over the past 10 years, LSGRX has outperformed DFSVX with an annualized return of 15.48%, while DFSVX has yielded a comparatively lower 8.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LSGRX vs. DFSVX - Expense Ratio Comparison
LSGRX has a 0.64% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Risk-Adjusted Performance
LSGRX vs. DFSVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund (LSGRX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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.
Dividends
LSGRX vs. DFSVX - Dividend Comparison
LSGRX's dividend yield for the trailing twelve months is around 5.40%, more than DFSVX's 3.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSGRX Loomis Sayles Growth Fund | 5.40% | 6.02% | 16.47% | 4.73% | 4.41% | 2.70% | 5.82% | 2.41% | 1.48% | 0.54% | 0.68% | 0.30% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.50% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
Drawdowns
LSGRX vs. DFSVX - Drawdown Comparison
The maximum LSGRX drawdown since its inception was -82.01%, which is greater than DFSVX's maximum drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for LSGRX and DFSVX. For additional features, visit the drawdowns tool.
Volatility
LSGRX vs. DFSVX - Volatility Comparison
Loomis Sayles Growth Fund (LSGRX) has a higher volatility of 4.63% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 3.95%. This indicates that LSGRX's price experiences larger fluctuations and is considered to be riskier than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.