LSGRX vs. VPMCX
LSGRX (Loomis Sayles Growth Fund) and VPMCX (Vanguard PRIMECAP Fund Investor Shares) are both Large Cap Growth Equities funds. Over the past 10 years, LSGRX returned 15.08%/yr vs 16.58%/yr for VPMCX. Their correlation of 0.87 means they have usually moved in the same direction. LSGRX charges 0.64%/yr vs 0.35%/yr for VPMCX.
Performance
LSGRX vs. VPMCX - 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 VPMCX's 20.64% return. Over the past 10 years, LSGRX has underperformed VPMCX with an annualized return of 15.08%, while VPMCX has yielded a comparatively higher 16.58% annualized return.
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%
VPMCX
- 1D
- 2.95%
- 1M
- -3.98%
- 6M
- 14.62%
- YTD
- 20.64%
- 1Y
- 46.99%
- 3Y*
- 23.35%
- 5Y*
- 14.81%
- 10Y*
- 16.58%
- ALL TIME*
- 15.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSGRX vs. VPMCX - 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% |
VPMCX Vanguard PRIMECAP Fund Investor Shares | 20.64% | 29.60% | 13.23% | 28.16% | -15.22% | 21.64% | 17.16% | 27.78% | -1.99% | 28.17% |
Correlation
The correlation between LSGRX and VPMCX is 0.54, 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. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 13, 1991 | 0.87 |
Over the past year, the correlation between LSGRX and VPMCX has dropped to 0.54 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
LSGRX vs. VPMCX — Risk / Return Rank
LSGRX
VPMCX
LSGRX vs. VPMCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund (LSGRX) and Vanguard PRIMECAP Fund Investor Shares (VPMCX). 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 | VPMCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -3.16 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.40 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 3.71 | -3.83 |
| Martin ratioReturn relative to average drawdown | -0.32 | 13.96 | -14.28 |
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Drawdowns
LSGRX vs. VPMCX - Drawdown Comparison
The maximum LSGRX drawdown since its inception was -63.63%, which is greater than VPMCX's maximum drawdown of -50.45%. Use the drawdown chart below to compare losses from any high point for LSGRX and VPMCX.
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Drawdown Indicators
| LSGRX | VPMCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -50.45% | -13.18% |
Max Drawdown (1Y)Largest decline over 1 year | -17.83% | -11.73% | -6.10% |
Max Drawdown (3Y)Largest decline over 3 years | -27.33% | -20.56% | -6.77% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -25.25% | -9.44% |
Max Drawdown (10Y)Largest decline over 10 years | -34.69% | -32.65% | -2.04% |
Current DrawdownCurrent decline from peak | -9.51% | -7.53% | -1.98% |
Average DrawdownAverage peak-to-trough decline | -17.91% | -7.39% | -10.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 3.12% | +3.21% |
Volatility
LSGRX vs. VPMCX - Volatility Comparison
The current volatility for Loomis Sayles Growth Fund (LSGRX) is 5.34%, while Vanguard PRIMECAP Fund Investor Shares (VPMCX) has a volatility of 6.29%. This indicates that LSGRX experiences smaller price fluctuations and is considered to be less risky than VPMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGRX | VPMCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 6.29% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 16.18% | -2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.11% | 19.07% | -0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.90% | 18.81% | +4.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 19.39% | +1.59% |
LSGRX vs. VPMCX - Expense Ratio Comparison
LSGRX has a 0.64% expense ratio, which is higher than VPMCX's 0.35% expense ratio.
Dividends
LSGRX vs. VPMCX - Dividend Comparison
LSGRX's dividend yield for the trailing twelve months is around 2.37%, less than VPMCX's 13.56% 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% |
VPMCX Vanguard PRIMECAP Fund Investor Shares | 13.56% | 16.36% | 6.62% | 7.16% | 9.85% | 10.08% | 9.74% | 7.15% | 8.32% | 4.53% | 5.05% | 5.91% |
Frequently Asked Questions
LSGRX and VPMCX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VPMCX has higher volatility (6.29%) compared to LSGRX (5.34%). In terms of maximum drawdown, LSGRX dropped -63.63% vs VPMCX's -50.45%.
VPMCX currently has the higher Sharpe Ratio (2.28 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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