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. It was launched on May 16, 1991. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
LSGRX vs. DFSVX - Performance Comparison
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LSGRX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGRX Loomis Sayles Growth Fund | -14.81% | 14.01% | 35.21% | 51.30% | -27.86% | 18.68% | 31.76% | 31.73% | -2.56% | 32.63% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 4.70% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, LSGRX achieves a -14.81% return, which is significantly lower than DFSVX's 4.70% return. Over the past 10 years, LSGRX has outperformed DFSVX with an annualized return of 14.98%, while DFSVX has yielded a comparatively lower 10.61% annualized return.
LSGRX
- 1D
- 0.21%
- 1M
- -9.29%
- YTD
- -14.81%
- 6M
- -14.59%
- 1Y
- 8.00%
- 3Y*
- 17.83%
- 5Y*
- 10.57%
- 10Y*
- 14.98%
DFSVX
- 1D
- -0.56%
- 1M
- -5.28%
- YTD
- 4.70%
- 6M
- 8.23%
- 1Y
- 23.60%
- 3Y*
- 13.98%
- 5Y*
- 9.57%
- 10Y*
- 10.61%
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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.
Return for Risk
LSGRX vs. DFSVX — Risk / Return Rank
LSGRX
DFSVX
LSGRX vs. DFSVX - Risk-Adjusted Trends 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.
| LSGRX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 1.03 | -0.77 |
Sortino ratioReturn per unit of downside risk | 0.58 | 1.55 | -0.97 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.22 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | -0.28 | 1.34 | -1.63 |
Martin ratioReturn relative to average drawdown | -0.85 | 4.99 | -5.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LSGRX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 1.03 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.44 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.45 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.51 | -0.09 |
Correlation
The correlation between LSGRX and DFSVX is 0.71, 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.
Dividends
LSGRX vs. DFSVX - Dividend Comparison
LSGRX's dividend yield for the trailing twelve months is around 2.60%, more than DFSVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSGRX Loomis Sayles Growth Fund | 2.60% | 2.22% | 5.62% | 6.02% | 16.47% | 4.73% | 4.41% | 2.70% | 5.82% | 2.41% | 1.48% | 0.54% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.66% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
LSGRX vs. DFSVX - Drawdown Comparison
The maximum LSGRX drawdown since its inception was -63.63%, roughly equal to the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for LSGRX and DFSVX.
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Drawdown Indicators
| LSGRX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -66.70% | +3.07% |
Max Drawdown (1Y)Largest decline over 1 year | -17.83% | -15.11% | -2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -27.69% | -7.00% |
Max Drawdown (10Y)Largest decline over 10 years | -34.69% | -52.12% | +17.43% |
Current DrawdownCurrent decline from peak | -17.66% | -7.77% | -9.89% |
Average DrawdownAverage peak-to-trough decline | -18.01% | -9.51% | -8.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.78% | 4.14% | +3.64% |
Volatility
LSGRX vs. DFSVX - Volatility Comparison
Loomis Sayles Growth Fund (LSGRX) and DFA U.S. Small Cap Value Portfolio I (DFSVX) have volatilities of 5.18% and 5.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGRX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 5.00% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 12.75% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.07% | 23.31% | +1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 21.67% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.84% | 23.92% | -3.08% |