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LSGRX vs. NEFOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSGRX vs. NEFOX - Performance Comparison

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

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LSGRX vs. NEFOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSGRX
Loomis Sayles Growth Fund
-14.81%14.01%35.21%51.30%-27.86%18.68%31.76%31.73%-2.56%32.63%
NEFOX
Natixis Funds Trust II Oakmark Fund
-4.12%14.77%15.71%30.96%-13.02%33.94%13.08%26.76%-13.01%20.76%

Returns By Period

In the year-to-date period, LSGRX achieves a -14.81% return, which is significantly lower than NEFOX's -4.12% return. Over the past 10 years, LSGRX has outperformed NEFOX with an annualized return of 14.98%, while NEFOX has yielded a comparatively lower 13.25% annualized return.


LSGRX

1D
0.21%
1M
-9.29%
YTD
-14.81%
6M
-14.59%
1Y
8.00%
3Y*
17.83%
5Y*
10.57%
10Y*
14.98%

NEFOX

1D
0.43%
1M
-6.18%
YTD
-4.12%
6M
0.41%
1Y
8.71%
3Y*
15.60%
5Y*
10.97%
10Y*
13.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSGRX vs. NEFOX - Expense Ratio Comparison

LSGRX has a 0.64% expense ratio, which is lower than NEFOX's 1.05% expense ratio.


Return for Risk

LSGRX vs. NEFOX — Risk / Return Rank

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

LSGRX
LSGRX Risk / Return Rank: 99
Overall Rank
LSGRX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LSGRX Sortino Ratio Rank: 1313
Sortino Ratio Rank
LSGRX Omega Ratio Rank: 1313
Omega Ratio Rank
LSGRX Calmar Ratio Rank: 33
Calmar Ratio Rank
LSGRX Martin Ratio Rank: 33
Martin Ratio Rank

NEFOX
NEFOX Risk / Return Rank: 1616
Overall Rank
NEFOX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
NEFOX Sortino Ratio Rank: 2020
Sortino Ratio Rank
NEFOX Omega Ratio Rank: 1919
Omega Ratio Rank
NEFOX Calmar Ratio Rank: 1212
Calmar Ratio Rank
NEFOX Martin Ratio Rank: 1313
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. NEFOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund (LSGRX) and Natixis Funds Trust II Oakmark Fund (NEFOX). 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.


LSGRXNEFOXDifference

Sharpe ratio

Return per unit of total volatility

0.26

0.48

-0.22

Sortino ratio

Return per unit of downside risk

0.58

0.84

-0.26

Omega ratio

Gain probability vs. loss probability

1.08

1.11

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.28

0.29

-0.58

Martin ratio

Return relative to average drawdown

-0.85

1.07

-1.92

LSGRX vs. NEFOX - Sharpe Ratio Comparison

The current LSGRX Sharpe Ratio is 0.26, which is lower than the NEFOX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of LSGRX and NEFOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LSGRXNEFOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.48

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.60

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.65

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.36

+0.06

Correlation

The correlation between LSGRX and NEFOX is 0.81, 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. NEFOX - Dividend Comparison

LSGRX's dividend yield for the trailing twelve months is around 2.60%, less than NEFOX's 7.45% yield.


TTM20252024202320222021202020192018201720162015
LSGRX
Loomis Sayles Growth Fund
2.60%2.22%5.62%6.02%16.47%4.73%4.41%2.70%5.82%2.41%1.48%0.54%
NEFOX
Natixis Funds Trust II Oakmark Fund
7.45%7.14%6.85%3.62%17.00%7.02%9.21%9.34%10.83%4.19%3.66%4.01%

Drawdowns

LSGRX vs. NEFOX - Drawdown Comparison

The maximum LSGRX drawdown since its inception was -63.63%, roughly equal to the maximum NEFOX drawdown of -62.35%. Use the drawdown chart below to compare losses from any high point for LSGRX and NEFOX.


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Drawdown Indicators


LSGRXNEFOXDifference

Max Drawdown

Largest peak-to-trough decline

-63.63%

-62.35%

-1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-17.83%

-13.32%

-4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-23.56%

-11.13%

Max Drawdown (10Y)

Largest decline over 10 years

-34.69%

-41.01%

+6.32%

Current Drawdown

Current decline from peak

-17.66%

-6.67%

-10.99%

Average Drawdown

Average peak-to-trough decline

-18.01%

-12.52%

-5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.78%

4.73%

+3.05%

Volatility

LSGRX vs. NEFOX - Volatility Comparison

Loomis Sayles Growth Fund (LSGRX) has a higher volatility of 5.18% compared to Natixis Funds Trust II Oakmark Fund (NEFOX) at 4.07%. This indicates that LSGRX's price experiences larger fluctuations and is considered to be riskier than NEFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSGRXNEFOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

4.07%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.39%

10.45%

+1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

25.07%

20.86%

+4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

19.26%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.84%

20.87%

-0.03%