LSGRX vs. FAGCX
LSGRX (Loomis Sayles Growth Fund) and FAGCX (Fidelity Advisor Growth Opportunities Fund Class I) are both Large Cap Growth Equities funds. Over the past 10 years, LSGRX returned 15.08%/yr vs 24.27%/yr for FAGCX. Their correlation of 0.86 means they have usually moved in the same direction. LSGRX charges 0.64%/yr vs 0.72%/yr for FAGCX.
Performance
LSGRX vs. FAGCX - 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 FAGCX's 7.48% return. Over the past 10 years, LSGRX has underperformed FAGCX with an annualized return of 15.08%, while FAGCX has yielded a comparatively higher 24.27% 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%
FAGCX
- 1D
- 3.39%
- 1M
- -5.31%
- 6M
- 8.52%
- YTD
- 7.48%
- 1Y
- 18.17%
- 3Y*
- 24.28%
- 5Y*
- 12.40%
- 10Y*
- 24.27%
- ALL TIME*
- 11.34%
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. FAGCX - 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% |
FAGCX Fidelity Advisor Growth Opportunities Fund Class I | 7.48% | 22.47% | 39.06% | 45.51% | -32.60% | 16.63% | 74.20% | 47.51% | 19.08% | 37.70% |
Correlation
The correlation between LSGRX and FAGCX is 0.67, 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. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1993 | 0.86 |
The correlation between LSGRX and FAGCX shifts across timeframes, from 0.67 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LSGRX vs. FAGCX — Risk / Return Rank
LSGRX
FAGCX
LSGRX vs. FAGCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund (LSGRX) and Fidelity Advisor Growth Opportunities Fund Class I (FAGCX). 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 | FAGCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.15 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 1.04 | -1.16 |
| Martin ratioReturn relative to average drawdown | -0.32 | 3.57 | -3.89 |
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Drawdowns
LSGRX vs. FAGCX - Drawdown Comparison
The maximum LSGRX drawdown since its inception was -63.63%, smaller than the maximum FAGCX drawdown of -69.09%. Use the drawdown chart below to compare losses from any high point for LSGRX and FAGCX.
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Drawdown Indicators
| LSGRX | FAGCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -69.09% | +5.46% |
Max Drawdown (1Y)Largest decline over 1 year | -17.83% | -16.10% | -1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -27.33% | -26.59% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -38.72% | +4.03% |
Max Drawdown (10Y)Largest decline over 10 years | -34.69% | -38.72% | +4.03% |
Current DrawdownCurrent decline from peak | -9.51% | -8.13% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -17.91% | -18.67% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 4.67% | +1.66% |
Volatility
LSGRX vs. FAGCX - Volatility Comparison
The current volatility for Loomis Sayles Growth Fund (LSGRX) is 5.34%, while Fidelity Advisor Growth Opportunities Fund Class I (FAGCX) has a volatility of 7.92%. This indicates that LSGRX experiences smaller price fluctuations and is considered to be less risky than FAGCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGRX | FAGCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 7.92% | -2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 17.87% | -4.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.11% | 21.52% | -3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.90% | 25.87% | -2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 24.69% | -3.71% |
LSGRX vs. FAGCX - Expense Ratio Comparison
LSGRX has a 0.64% expense ratio, which is lower than FAGCX's 0.72% expense ratio.
Dividends
LSGRX vs. FAGCX - Dividend Comparison
LSGRX's dividend yield for the trailing twelve months is around 2.37%, less than FAGCX's 3.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAGCX Fidelity Advisor Growth Opportunities Fund Class I | 3.41% | 3.67% | 0.00% | 0.00% | 11.34% | 14.14% | 7.31% | 7.69% | 14.30% | 8.00% | 15.78% | 16.11% |
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 FAGCX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAGCX has higher volatility (7.92%) compared to LSGRX (5.34%). In terms of maximum drawdown, LSGRX dropped -63.63% vs FAGCX's -69.09%.
FAGCX currently has the higher Sharpe Ratio (0.78 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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