LSGRX vs. IWY
LSGRX (Loomis Sayles Growth Fund) and IWY (iShares Russell Top 200 Growth ETF) are both Large Cap Growth Equities funds. Over the past 10 years, LSGRX returned 16.08%/yr vs 19.53%/yr for IWY. Their correlation of 0.90 suggests significant overlap in exposure. LSGRX charges 0.64%/yr vs 0.20%/yr for IWY.
Performance
LSGRX vs. IWY - Performance Comparison
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Returns By Period
In the year-to-date period, LSGRX achieves a -4.55% return, which is significantly lower than IWY's 3.10% return. Over the past 10 years, LSGRX has underperformed IWY with an annualized return of 16.08%, while IWY has yielded a comparatively higher 19.53% annualized return.
LSGRX
- 1D
- 0.79%
- 1M
- -3.70%
- YTD
- -4.55%
- 6M
- -5.40%
- 1Y
- 6.51%
- 3Y*
- 16.98%
- 5Y*
- 11.50%
- 10Y*
- 16.08%
IWY
- 1D
- -1.28%
- 1M
- -2.74%
- YTD
- 3.10%
- 6M
- 2.67%
- 1Y
- 22.20%
- 3Y*
- 22.97%
- 5Y*
- 14.66%
- 10Y*
- 19.53%
LSGRX vs. IWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGRX Loomis Sayles Growth Fund | -4.55% | 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 | 3.10% | 18.19% | 34.89% | 46.49% | -29.91% | 31.05% | 39.01% | 36.20% | -0.72% | 31.69% |
Correlation
The correlation between LSGRX and IWY is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2009 | 0.90 |
The correlation between LSGRX and IWY shifts across timeframes, from 0.76 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LSGRX vs. IWY — Risk / Return Rank
LSGRX
IWY
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.
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 | IWY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.24 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 1.34 | -0.90 |
| Martin ratioReturn relative to average drawdown | 1.27 | 4.28 | -3.01 |
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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.
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Drawdown Indicators
| LSGRX | IWY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -27.33% | -23.22% | -4.11% |
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 DrawdownCurrent decline from peak | -7.73% | -5.58% | -2.15% |
Average DrawdownAverage peak-to-trough decline | -17.94% | -4.75% | -13.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.64% | 5.20% | +0.44% |
Volatility
LSGRX vs. IWY - Volatility Comparison
Loomis Sayles Growth Fund (LSGRX) and iShares Russell Top 200 Growth ETF (IWY) have volatilities of 5.90% and 5.90%, 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.
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Volatility by Period
| LSGRX | IWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 5.90% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.31% | 12.57% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 16.25% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.76% | 21.59% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.97% | 21.04% | -0.07% |
LSGRX vs. IWY - Expense Ratio Comparison
LSGRX has a 0.64% expense ratio, which is higher than IWY's 0.20% expense ratio.
Dividends
LSGRX vs. IWY - Dividend Comparison
LSGRX's dividend yield for the trailing twelve months is around 2.32%, more than IWY's 0.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWY iShares Russell Top 200 Growth ETF | 0.35% | 0.36% | 0.42% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% |
LSGRX Loomis Sayles Growth Fund | 2.32% | 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 IWY have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWY has higher volatility (5.90%) compared to LSGRX (5.90%). In terms of maximum drawdown, LSGRX dropped -63.63% vs IWY's -32.68%.
IWY currently has the higher Sharpe Ratio (1.37 vs 0.45), 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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