LSGRX vs. LGRRX

Last updated Jun 5, 2026

LSGRX (Loomis Sayles Growth Fund) and LGRRX (Loomis Sayles Growth Fund) are both Large Cap Growth Equities funds from Natixis. Over the past 10 years, LSGRX returned 16.28%/yr vs 15.98%/yr for LGRRX. With a 0.99 correlation, they move nearly in lockstep. LSGRX charges 0.64%/yr vs 0.92%/yr for LGRRX.

Performance

LSGRX vs. LGRRX - Performance Comparison

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

Returns By Period

In the year-to-date period, LSGRX achieves a -1.69% return, which is significantly higher than LGRRX's -1.80% return. Both investments have delivered pretty close results over the past 10 years, with LSGRX having a 16.28% annualized return and LGRRX not far behind at 15.98%.

LSGRX

• 1D: -1.45%
• 1M: 1.30%
• YTD: -1.69%
• 6M: -1.35%
• 1Y: 10.72%
• 3Y*: 19.99%
• 5Y*: 12.12%
• 10Y*: 16.28%

LGRRX

• 1D: -1.46%
• 1M: 1.30%
• YTD: -1.80%
• 6M: -1.49%
• 1Y: 10.47%
• 3Y*: 19.67%
• 5Y*: 11.83%
• 10Y*: 15.98%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LSGRX vs. LGRRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSGRX Loomis Sayles Growth Fund	-1.69%	14.01%	35.21%	51.30%	-27.86%	18.68%	31.76%	31.73%	-2.56%	32.63%
LGRRX Loomis Sayles Growth Fund	-1.80%	13.76%	34.82%	50.89%	-28.03%	18.40%	31.40%	31.41%	-2.80%	32.29%

Correlation

The correlation between LSGRX and LGRRX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	1.00
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.99
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997	0.99

The correlation between LSGRX and LGRRX has been stable across timeframes, ranging from 0.95 to 1.00 - a consistent structural relationship.

Return for Risk

LSGRX vs. LGRRX — Risk / Return Rank

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

LSGRX

LSGRX Risk / Return Rank: 9
LSGRX Sharpe Ratio Rank: 10
LSGRX Sortino Ratio Rank: 10
LSGRX Omega Ratio Rank: 10
LSGRX Calmar Ratio Rank: 8
LSGRX Martin Ratio Rank: 8

LGRRX

LGRRX Risk / Return Rank: 9
LGRRX Sharpe Ratio Rank: 10
LGRRX Sortino Ratio Rank: 10
LGRRX Omega Ratio Rank: 9
LGRRX Calmar Ratio Rank: 8
LGRRX Martin Ratio Rank: 8

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. LGRRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund (LSGRX) and Loomis Sayles Growth Fund (LGRRX). 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.

	LSGRX	LGRRX	Difference
Sharpe ratio: Return per unit of total volatility	0.79	0.77	+0.02
Sortino ratio: Return per unit of downside risk	1.20	1.17	+0.02
Omega ratio: Gain probability vs. loss probability	1.15	1.14	0.00
Calmar ratio: Return relative to maximum drawdown	0.75	0.73	+0.02
Martin ratio: Return relative to average drawdown	2.24	2.17	+0.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LSGRX vs. LGRRX - Sharpe Ratio Comparison

The current LSGRX Sharpe Ratio is 0.79, which is comparable to the LGRRX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of LSGRX and LGRRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LSGRX	LGRRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.79	0.77	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.54	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.79	0.78	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.37	+0.08

Drawdowns

LSGRX vs. LGRRX - Drawdown Comparison

The maximum LSGRX drawdown since its inception was -63.63%, roughly equal to the maximum LGRRX drawdown of -64.70%. Use the drawdown chart below to compare losses from any high point for LSGRX and LGRRX.

Drawdown Indicators

	LSGRX	LGRRX	Difference
Max Drawdown Largest peak-to-trough decline	-63.63%	-64.70%	+1.07%
Max Drawdown (1Y) Largest decline over 1 year	-17.83%	-17.93%	+0.10%
Max Drawdown (3Y) Largest decline over 3 years	-27.33%	-27.84%	+0.51%
Max Drawdown (5Y) Largest decline over 5 years	-34.69%	-34.85%	+0.16%
Max Drawdown (10Y) Largest decline over 10 years	-34.69%	-34.85%	+0.16%
Current Drawdown Current decline from peak	-4.97%	-5.11%	+0.14%
Average Drawdown Average peak-to-trough decline	-17.95%	-21.24%	+3.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.77%	5.81%	-0.04%

Volatility

LSGRX vs. LGRRX - Volatility Comparison

Loomis Sayles Growth Fund (LSGRX) and Loomis Sayles Growth Fund (LGRRX) have volatilities of 4.43% and 4.42%, 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.

Volatility by Period

	LSGRX	LGRRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.43%	4.42%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	13.14%	13.15%	-0.01%
Volatility (1Y) Calculated over the trailing 1-year period	16.92%	16.94%	-0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.67%	22.89%	-0.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.93%	21.05%	-0.12%

LSGRX vs. LGRRX - Expense Ratio Comparison

LSGRX has a 0.64% expense ratio, which is lower than LGRRX's 0.92% expense ratio.

Dividends

LSGRX vs. LGRRX - Dividend Comparison

LSGRX's dividend yield for the trailing twelve months is around 2.26%, less than LGRRX's 2.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LGRRX Loomis Sayles Growth Fund	2.55%	2.50%	6.30%	6.70%	18.14%	5.13%	4.60%	2.68%	5.92%	2.33%	1.38%	0.42%
LSGRX Loomis Sayles Growth Fund	2.26%	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

Can I hold both LSGRX and LGRRX in my portfolio?

With a correlation of 1.00, LSGRX and LGRRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, LSGRX or LGRRX?

LSGRX has higher volatility (4.43%) compared to LGRRX (4.42%). In terms of maximum drawdown, LSGRX dropped -63.63% vs LGRRX's -64.70%.

Which has better risk-adjusted returns?

LSGRX currently has the higher Sharpe Ratio (0.79 vs 0.77), 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.