LSGRX vs. DFSVX

Last updated Jun 5, 2026

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 managed by Dimensional. Over the past 10 years, LSGRX returned 16.28%/yr vs 11.41%/yr for DFSVX. A 0.71 correlation means they provide meaningful diversification when combined. LSGRX charges 0.64%/yr vs 0.30%/yr for DFSVX.

Performance

LSGRX vs. DFSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Growth Fund (LSGRX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LSGRX achieves a -1.69% return, which is significantly lower than DFSVX's 15.31% return. Over the past 10 years, LSGRX has outperformed DFSVX with an annualized return of 16.28%, while DFSVX has yielded a comparatively lower 11.41% annualized return.

LSGRX

• 1D: -1.45%
• 1M: 1.30%
• YTD: -1.69%
• 6M: -1.35%
• 1Y: 10.72%
• 3Y*: 19.99%
• 5Y*: 12.12%
• 10Y*: 16.28%

DFSVX

• 1D: -0.87%
• 1M: 0.29%
• YTD: 15.31%
• 6M: 15.04%
• 1Y: 34.67%
• 3Y*: 17.82%
• 5Y*: 9.99%
• 10Y*: 11.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LSGRX vs. DFSVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSGRX Loomis Sayles Growth Fund	-1.69%	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	15.31%	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 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (10Y) Calculated over the trailing 10-year period	0.57
Correlation (All Time) Calculated using the full available price history since Mar 1, 1993	0.71

Over the past year, the correlation between LSGRX and DFSVX has dropped to 0.29 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

Return for Risk

LSGRX vs. DFSVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LSGRX

LSGRX Risk / Return Rank: 9
LSGRX Sharpe Ratio Rank: 10
LSGRX Sortino Ratio Rank: 10
LSGRX Omega Ratio Rank: 10
LSGRX Calmar Ratio Rank: 8
LSGRX Martin Ratio Rank: 8

DFSVX

DFSVX Risk / Return Rank: 53
DFSVX Sharpe Ratio Rank: 44
DFSVX Sortino Ratio Rank: 46
DFSVX Omega Ratio Rank: 42
DFSVX Calmar Ratio Rank: 78
DFSVX Martin Ratio Rank: 56

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio: Return per unit of total volatility	0.79	1.95	-1.16
Sortino ratio: Return per unit of downside risk	1.20	2.85	-1.66
Omega ratio: Gain probability vs. loss probability	1.15	1.35	-0.20
Calmar ratio: Return relative to maximum drawdown	0.75	3.56	-2.81
Martin ratio: Return relative to average drawdown	2.24	11.36	-9.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LSGRX vs. DFSVX - Sharpe Ratio Comparison

The current LSGRX Sharpe Ratio is 0.79, which is lower than the DFSVX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of LSGRX and DFSVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LSGRX	DFSVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.79	1.95	-1.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.47	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.79	0.48	+0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.52	-0.08

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.

Drawdown Indicators

	LSGRX	DFSVX	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-4.97%	-0.87%	-4.10%
Average Drawdown Average peak-to-trough decline	-17.95%	-9.47%	-8.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.77%	2.99%	+2.78%

Volatility

LSGRX vs. DFSVX - Volatility Comparison

Loomis Sayles Growth Fund (LSGRX) has a higher volatility of 4.43% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 4.19%. 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.

Volatility by Period

	LSGRX	DFSVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.43%	4.19%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	13.14%	11.38%	+1.76%
Volatility (1Y) Calculated over the trailing 1-year period	16.92%	17.55%	-0.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.67%	21.49%	+1.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.93%	23.90%	-2.97%

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 2.26%, more than DFSVX's 1.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFSVX DFA U.S. Small Cap Value Portfolio I	1.51%	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	2.26%	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

Can I hold both LSGRX and DFSVX in my portfolio?

LSGRX and DFSVX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LSGRX or DFSVX?

LSGRX has higher volatility (4.43%) compared to DFSVX (4.19%). In terms of maximum drawdown, LSGRX dropped -63.63% vs DFSVX's -66.70%.

Which has better risk-adjusted returns?

DFSVX currently has the higher Sharpe Ratio (1.95 vs 0.79), 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.