PortfoliosLab logoPortfoliosLab logo
LSGRX vs. IWY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSGRX vs. IWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Growth Fund (LSGRX) and iShares Russell Top 200 Growth ETF (IWY). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LSGRX vs. IWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSGRX
Loomis Sayles Growth Fund
-11.62%14.01%35.21%51.30%-27.86%18.68%31.76%31.73%-2.56%32.63%
IWY
iShares Russell Top 200 Growth ETF
-9.30%18.19%34.89%46.49%-29.91%31.05%39.01%36.20%-0.72%31.69%

Returns By Period

In the year-to-date period, LSGRX achieves a -11.62% return, which is significantly lower than IWY's -9.30% return. Over the past 10 years, LSGRX has underperformed IWY with an annualized return of 15.41%, while IWY has yielded a comparatively higher 17.59% annualized return.


LSGRX

1D
3.75%
1M
-6.05%
YTD
-11.62%
6M
-12.10%
1Y
11.30%
3Y*
19.29%
5Y*
11.05%
10Y*
15.41%

IWY

1D
0.87%
1M
-4.60%
YTD
-9.30%
6M
-8.67%
1Y
18.58%
3Y*
22.41%
5Y*
13.61%
10Y*
17.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LSGRX vs. IWY - Expense Ratio Comparison

LSGRX has a 0.64% expense ratio, which is higher than IWY's 0.20% expense ratio.


Return for Risk

LSGRX vs. IWY — Risk / Return Rank

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

LSGRX
LSGRX Risk / Return Rank: 1616
Overall Rank
LSGRX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LSGRX Sortino Ratio Rank: 2626
Sortino Ratio Rank
LSGRX Omega Ratio Rank: 2323
Omega Ratio Rank
LSGRX Calmar Ratio Rank: 44
Calmar Ratio Rank
LSGRX Martin Ratio Rank: 44
Martin Ratio Rank

IWY
IWY Risk / Return Rank: 4444
Overall Rank
IWY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IWY Sortino Ratio Rank: 4747
Sortino Ratio Rank
IWY Omega Ratio Rank: 4747
Omega Ratio Rank
IWY Calmar Ratio Rank: 4343
Calmar Ratio Rank
IWY Martin Ratio Rank: 4141
Martin Ratio Rank
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. IWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund (LSGRX) and iShares Russell Top 200 Growth ETF (IWY). 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.


LSGRXIWYDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.84

-0.25

Sortino ratio

Return per unit of downside risk

1.06

1.35

-0.29

Omega ratio

Gain probability vs. loss probability

1.14

1.19

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.12

1.17

-1.29

Martin ratio

Return relative to average drawdown

-0.36

3.89

-4.26

LSGRX vs. IWY - Sharpe Ratio Comparison

The current LSGRX Sharpe Ratio is 0.59, which is comparable to the IWY Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of LSGRX and IWY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LSGRXIWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.84

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.64

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.84

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.87

-0.44

Correlation

The correlation between LSGRX and IWY is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LSGRX vs. IWY - Dividend Comparison

LSGRX's dividend yield for the trailing twelve months is around 2.51%, more than IWY's 0.39% yield.


TTM20252024202320222021202020192018201720162015
LSGRX
Loomis Sayles Growth Fund
2.51%2.22%5.62%6.02%16.47%4.73%4.41%2.70%5.82%2.41%1.48%0.54%
IWY
iShares Russell Top 200 Growth ETF
0.39%0.36%0.42%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%

Drawdowns

LSGRX vs. IWY - Drawdown Comparison

The maximum LSGRX drawdown since its inception was -63.63%, which is greater than IWY's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for LSGRX and IWY.


Loading graphics...

Drawdown Indicators


LSGRXIWYDifference

Max Drawdown

Largest peak-to-trough decline

-63.63%

-32.68%

-30.95%

Max Drawdown (1Y)

Largest decline over 1 year

-17.83%

-16.63%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-32.68%

-2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-34.69%

-32.68%

-2.01%

Current Drawdown

Current decline from peak

-14.57%

-12.77%

-1.80%

Average Drawdown

Average peak-to-trough decline

-18.01%

-4.77%

-13.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.83%

4.99%

+2.84%

Volatility

LSGRX vs. IWY - Volatility Comparison

Loomis Sayles Growth Fund (LSGRX) and iShares Russell Top 200 Growth ETF (IWY) have volatilities of 6.43% and 6.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LSGRXIWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

6.70%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.95%

12.40%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

25.34%

22.29%

+3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.61%

21.49%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.87%

20.92%

-0.05%