LSGRX vs. SPMO
Compare and contrast key facts about Loomis Sayles Growth Fund (LSGRX) and Invesco S&P 500 Momentum ETF (SPMO).
LSGRX is managed by Natixis. It was launched on May 16, 1991. SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015.
Performance
LSGRX vs. SPMO - Performance Comparison
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LSGRX vs. SPMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPMO Invesco S&P 500 Momentum ETF | -5.78% | 26.58% | 45.82% | 17.56% | -10.45% | 22.64% | 28.25% | 25.93% | -0.92% | 27.76% |
Returns By Period
In the year-to-date period, LSGRX achieves a -14.81% return, which is significantly lower than SPMO's -5.78% return. Over the past 10 years, LSGRX has underperformed SPMO with an annualized return of 14.98%, while SPMO has yielded a comparatively higher 17.16% 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%
SPMO
- 1D
- 3.96%
- 1M
- -5.89%
- YTD
- -5.78%
- 6M
- -6.90%
- 1Y
- 22.23%
- 3Y*
- 28.36%
- 5Y*
- 17.17%
- 10Y*
- 17.16%
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LSGRX vs. SPMO - Expense Ratio Comparison
LSGRX has a 0.64% expense ratio, which is higher than SPMO's 0.13% expense ratio.
Return for Risk
LSGRX vs. SPMO — Risk / Return Rank
LSGRX
SPMO
LSGRX vs. SPMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund (LSGRX) and Invesco S&P 500 Momentum ETF (SPMO). 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 | SPMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 0.98 | -0.73 |
Sortino ratioReturn per unit of downside risk | 0.58 | 1.51 | -0.93 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.22 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.28 | 1.79 | -2.07 |
Martin ratioReturn relative to average drawdown | -0.85 | 6.36 | -7.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LSGRX | SPMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 0.98 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.91 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.86 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.85 | -0.43 |
Correlation
The correlation between LSGRX and SPMO is 0.70, 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. SPMO - Dividend Comparison
LSGRX's dividend yield for the trailing twelve months is around 2.60%, more than SPMO's 0.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPMO Invesco S&P 500 Momentum ETF | 0.91% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
Drawdowns
LSGRX vs. SPMO - Drawdown Comparison
The maximum LSGRX drawdown since its inception was -63.63%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for LSGRX and SPMO.
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Drawdown Indicators
| LSGRX | SPMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -30.95% | -32.68% |
Max Drawdown (1Y)Largest decline over 1 year | -17.83% | -12.70% | -5.13% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -22.74% | -11.95% |
Max Drawdown (10Y)Largest decline over 10 years | -34.69% | -30.95% | -3.74% |
Current DrawdownCurrent decline from peak | -17.66% | -9.24% | -8.42% |
Average DrawdownAverage peak-to-trough decline | -18.01% | -4.66% | -13.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.78% | 3.57% | +4.21% |
Volatility
LSGRX vs. SPMO - Volatility Comparison
The current volatility for Loomis Sayles Growth Fund (LSGRX) is 5.18%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 6.82%. This indicates that LSGRX experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGRX | SPMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 6.82% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 12.62% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.07% | 22.68% | +2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 19.06% | +3.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.84% | 20.08% | +0.76% |