LSGRX vs. VOO
LSGRX (Loomis Sayles Growth Fund) and VOO (Vanguard S&P 500 ETF) are both funds - LSGRX is a Large Cap Growth Equities fund managed by Natixis, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, LSGRX returned 15.08%/yr vs 15.14%/yr for VOO. Their correlation of 0.89 means they have usually moved in the same direction. LSGRX charges 0.64%/yr vs 0.03%/yr for VOO.
Performance
LSGRX vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, LSGRX achieves a -6.38% return, which is significantly lower than VOO's 10.16% return. Both investments have delivered pretty close results over the past 10 years, with LSGRX having a 15.08% annualized return and VOO not far ahead at 15.14%.
LSGRX
- 1D
- 0.97%
- 1M
- -2.45%
- 6M
- -5.84%
- YTD
- -6.38%
- 1Y
- -1.65%
- 3Y*
- 14.79%
- 5Y*
- 10.02%
- 10Y*
- 15.08%
- ALL TIME*
- 9.13%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $3.82B | $3.78B | $5.44B |
LSGRX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGRX Loomis Sayles Growth Fund | -6.38% | 14.01% | 35.21% | 51.30% | -27.86% | 18.68% | 31.76% | 31.73% | -2.56% | 32.63% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between LSGRX and VOO is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.89 |
The correlation between LSGRX and VOO shifts across timeframes, from 0.70 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LSGRX vs. VOO — Risk / Return Rank
LSGRX
VOO
LSGRX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund (LSGRX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.28 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 2.21 | -2.33 |
| Martin ratioReturn relative to average drawdown | -0.32 | 9.44 | -9.75 |
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Drawdowns
LSGRX vs. VOO - Drawdown Comparison
The maximum LSGRX drawdown since its inception was -63.63%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LSGRX and VOO.
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Drawdown Indicators
| LSGRX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -33.99% | -29.64% |
Max Drawdown (1Y)Largest decline over 1 year | -17.83% | -8.90% | -8.93% |
Max Drawdown (3Y)Largest decline over 3 years | -27.33% | -18.69% | -8.64% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -24.52% | -10.17% |
Max Drawdown (10Y)Largest decline over 10 years | -34.69% | -33.99% | -0.70% |
Current DrawdownCurrent decline from peak | -9.51% | -1.38% | -8.13% |
Average DrawdownAverage peak-to-trough decline | -17.91% | -3.67% | -14.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 2.08% | +4.25% |
Volatility
LSGRX vs. VOO - Volatility Comparison
Loomis Sayles Growth Fund (LSGRX) has a higher volatility of 5.34% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that LSGRX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGRX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 3.54% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 10.10% | +3.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.11% | 12.82% | +5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.90% | 16.93% | +5.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 18.01% | +2.97% |
LSGRX vs. VOO - Expense Ratio Comparison
LSGRX has a 0.64% expense ratio, which is higher than VOO's 0.03% expense ratio.
Dividends
LSGRX vs. VOO - Dividend Comparison
LSGRX's dividend yield for the trailing twelve months is around 2.37%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSGRX Loomis Sayles Growth Fund | 2.37% | 2.22% | 5.62% | 6.02% | 16.47% | 4.73% | 4.41% | 2.70% | 5.82% | 2.41% | 1.48% | 0.54% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
LSGRX and VOO have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGRX has higher volatility (5.34%) compared to VOO (3.54%). In terms of maximum drawdown, LSGRX dropped -63.63% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.12), 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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