LSGRX vs. IVV
LSGRX (Loomis Sayles Growth Fund) and IVV (iShares Core S&P 500 ETF) are both funds - LSGRX is a Large Cap Growth Equities fund managed by Natixis, while IVV is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, LSGRX returned 16.10%/yr vs 15.47%/yr for IVV. Their correlation of 0.90 suggests significant overlap in exposure. LSGRX charges 0.64%/yr vs 0.03%/yr for IVV.
Performance
LSGRX vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, LSGRX achieves a -4.82% return, which is significantly lower than IVV's 9.08% return. Both investments have delivered pretty close results over the past 10 years, with LSGRX having a 16.10% annualized return and IVV not far behind at 15.47%.
LSGRX
- 1D
- 0.67%
- 1M
- -5.92%
- YTD
- -4.82%
- 6M
- -3.89%
- 1Y
- 5.03%
- 3Y*
- 17.85%
- 5Y*
- 11.20%
- 10Y*
- 16.10%
IVV
- 1D
- 0.55%
- 1M
- -0.85%
- YTD
- 9.08%
- 6M
- 9.43%
- 1Y
- 25.77%
- 3Y*
- 20.95%
- 5Y*
- 13.42%
- 10Y*
- 15.47%
LSGRX vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGRX Loomis Sayles Growth Fund | -4.82% | 14.01% | 35.21% | 51.30% | -27.86% | 18.68% | 31.76% | 31.73% | -2.56% | 32.63% |
IVV iShares Core S&P 500 ETF | 9.08% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between LSGRX and IVV is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 19, 2000 | 0.90 |
The correlation between LSGRX and IVV shifts across timeframes, from 0.70 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LSGRX vs. IVV — Risk / Return Rank
LSGRX
IVV
LSGRX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund (LSGRX) and iShares Core S&P 500 ETF (IVV). 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 | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.36 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 2.76 | -2.39 |
| Martin ratioReturn relative to average drawdown | 1.08 | 12.43 | -11.35 |
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Drawdowns
LSGRX vs. IVV - Drawdown Comparison
The maximum LSGRX drawdown since its inception was -63.63%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for LSGRX and IVV.
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Drawdown Indicators
| LSGRX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -55.25% | -8.38% |
Max Drawdown (1Y)Largest decline over 1 year | -17.83% | -8.89% | -8.94% |
Max Drawdown (3Y)Largest decline over 3 years | -27.33% | -18.75% | -8.58% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -24.53% | -10.16% |
Max Drawdown (10Y)Largest decline over 10 years | -34.69% | -33.90% | -0.79% |
Current DrawdownCurrent decline from peak | -8.00% | -2.35% | -5.65% |
Average DrawdownAverage peak-to-trough decline | -17.94% | -10.77% | -7.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.63% | 1.97% | +3.66% |
Volatility
LSGRX vs. IVV - Volatility Comparison
Loomis Sayles Growth Fund (LSGRX) has a higher volatility of 5.33% compared to iShares Core S&P 500 ETF (IVV) at 4.37%. This indicates that LSGRX's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGRX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 4.37% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 9.59% | +3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 12.28% | +4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.73% | 16.95% | +5.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.95% | 18.08% | +2.87% |
LSGRX vs. IVV - Expense Ratio Comparison
LSGRX has a 0.64% expense ratio, which is higher than IVV's 0.03% expense ratio.
Dividends
LSGRX vs. IVV - Dividend Comparison
LSGRX's dividend yield for the trailing twelve months is around 2.33%, more than IVV's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 1.08% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
LSGRX Loomis Sayles Growth Fund | 2.33% | 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 IVV have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGRX has higher volatility (5.33%) compared to IVV (4.37%). In terms of maximum drawdown, LSGRX dropped -63.63% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (2.00 vs 0.38), 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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