LSGRX vs. DFSVX
LSGRX (Loomis Sayles Growth Fund) and DFSVX (DFA U.S. Small Cap Value Portfolio I) are both mutual funds - LSGRX is a Large Cap Growth Equities fund managed by Natixis, while DFSVX is a Small Cap Value Equities fund actively managed by Dimensional. Over the past 10 years, LSGRX returned 15.08%/yr vs 11.67%/yr for DFSVX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. LSGRX charges 0.64%/yr vs 0.30%/yr for DFSVX.
Performance
LSGRX vs. DFSVX - 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 DFSVX's 21.39% return. Over the past 10 years, LSGRX has outperformed DFSVX with an annualized return of 15.08%, while DFSVX has yielded a comparatively lower 11.67% annualized 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%
DFSVX
- 1D
- -0.08%
- 1M
- 2.66%
- 6M
- 13.54%
- YTD
- 21.39%
- 1Y
- 37.02%
- 3Y*
- 15.42%
- 5Y*
- 12.45%
- 10Y*
- 11.67%
- ALL TIME*
- 11.51%
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. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGRX Loomis Sayles Growth Fund | -6.38% | 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 | 21.39% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Correlation
The correlation between LSGRX and DFSVX is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 1993 | 0.71 |
Over the past year, the correlation between LSGRX and DFSVX has dropped to 0.28 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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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.
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 | DFSVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.35 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 3.46 | -3.58 |
| Martin ratioReturn relative to average drawdown | -0.32 | 11.56 | -11.88 |
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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% | -9.59% | -8.24% |
Max Drawdown (3Y)Largest decline over 3 years | -27.33% | -27.69% | +0.36% |
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 | -9.51% | -0.77% | -8.74% |
Average DrawdownAverage peak-to-trough decline | -17.91% | -9.43% | -8.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 2.90% | +3.43% |
Volatility
LSGRX vs. DFSVX - Volatility Comparison
Loomis Sayles Growth Fund (LSGRX) has a higher volatility of 5.34% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 3.33%. 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.
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Volatility by Period
| LSGRX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 3.33% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 10.70% | +3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.11% | 16.90% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.90% | 21.20% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 23.79% | -2.81% |
LSGRX vs. DFSVX - Expense Ratio Comparison
LSGRX has a 0.64% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Dividends
LSGRX vs. DFSVX - Dividend Comparison
LSGRX's dividend yield for the trailing twelve months is around 2.37%, more than DFSVX's 1.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.50% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
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 DFSVX have a correlation of 0.28, 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 DFSVX (3.33%). In terms of maximum drawdown, LSGRX dropped -63.63% vs DFSVX's -66.70%.
DFSVX currently has the higher Sharpe Ratio (1.97 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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