LSGRX vs. ESGYX
LSGRX (Loomis Sayles Growth Fund) and ESGYX (Mirova Global Sustainable Equity Fund) are both mutual funds - LSGRX is a Large Cap Growth Equities fund managed by Natixis, while ESGYX is a Global Equities fund managed by Natixis. Over the past 5 years, LSGRX returned 10.02%/yr vs 4.85%/yr for ESGYX. Their correlation of 0.86 means they have usually moved in the same direction. LSGRX charges 0.64%/yr vs 0.95%/yr for ESGYX.
Performance
LSGRX vs. ESGYX - 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 ESGYX's 1.17% 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%
ESGYX
- 1D
- 1.19%
- 1M
- -0.54%
- 6M
- 0.66%
- YTD
- 1.17%
- 1Y
- 7.40%
- 3Y*
- 10.62%
- 5Y*
- 4.85%
- 10Y*
- —
- ALL TIME*
- 12.47%
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. ESGYX - 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% |
ESGYX Mirova Global Sustainable Equity Fund | 1.17% | 15.23% | 13.38% | 18.63% | -22.36% | 18.06% | 32.43% | 33.00% | -6.37% | 29.83% |
Correlation
The correlation between LSGRX and ESGYX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.86 |
The correlation between LSGRX and ESGYX has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.
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Return for Risk
LSGRX vs. ESGYX — Risk / Return Rank
LSGRX
ESGYX
LSGRX vs. ESGYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund (LSGRX) and Mirova Global Sustainable Equity Fund (ESGYX). 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 | ESGYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.11 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 0.74 | -0.86 |
| Martin ratioReturn relative to average drawdown | -0.32 | 2.47 | -2.78 |
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Drawdowns
LSGRX vs. ESGYX - Drawdown Comparison
The maximum LSGRX drawdown since its inception was -63.63%, which is greater than ESGYX's maximum drawdown of -34.88%. Use the drawdown chart below to compare losses from any high point for LSGRX and ESGYX.
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Drawdown Indicators
| LSGRX | ESGYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -34.88% | -28.75% |
Max Drawdown (1Y)Largest decline over 1 year | -17.83% | -11.49% | -6.34% |
Max Drawdown (3Y)Largest decline over 3 years | -27.33% | -16.67% | -10.66% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -34.88% | +0.19% |
Max Drawdown (10Y)Largest decline over 10 years | -34.69% | — | — |
Current DrawdownCurrent decline from peak | -9.51% | -1.16% | -8.35% |
Average DrawdownAverage peak-to-trough decline | -17.91% | -6.37% | -11.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 3.23% | +3.10% |
Volatility
LSGRX vs. ESGYX - Volatility Comparison
Loomis Sayles Growth Fund (LSGRX) has a higher volatility of 5.34% compared to Mirova Global Sustainable Equity Fund (ESGYX) at 3.23%. This indicates that LSGRX's price experiences larger fluctuations and is considered to be riskier than ESGYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGRX | ESGYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 3.23% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 10.57% | +3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.11% | 13.78% | +4.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.90% | 17.73% | +5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 17.61% | +3.37% |
LSGRX vs. ESGYX - Expense Ratio Comparison
LSGRX has a 0.64% expense ratio, which is lower than ESGYX's 0.95% expense ratio.
Dividends
LSGRX vs. ESGYX - Dividend Comparison
LSGRX's dividend yield for the trailing twelve months is around 2.37%, less than ESGYX's 4.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGYX Mirova Global Sustainable Equity Fund | 4.10% | 4.44% | 1.99% | 0.61% | 5.28% | 12.16% | 0.54% | 1.84% | 4.39% | 1.15% | 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 ESGYX have a correlation of 0.78, 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 ESGYX (3.23%). In terms of maximum drawdown, LSGRX dropped -63.63% vs ESGYX's -34.88%.
ESGYX currently has the higher Sharpe Ratio (0.62 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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