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LSSCX vs. SSLCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSSCX vs. SSLCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Small Cap Value Fund (LSSCX) and DWS Small Cap Core Fund (SSLCX). The values are adjusted to include any dividend payments, if applicable.

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LSSCX vs. SSLCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSSCX
Loomis Sayles Small Cap Value Fund
0.75%5.31%10.89%19.39%-11.52%29.03%2.29%25.06%-16.81%10.01%
SSLCX
DWS Small Cap Core Fund
0.38%4.99%9.85%13.09%-13.53%41.16%14.65%21.72%-14.28%11.63%

Returns By Period

In the year-to-date period, LSSCX achieves a 0.75% return, which is significantly higher than SSLCX's 0.38% return. Over the past 10 years, LSSCX has underperformed SSLCX with an annualized return of 8.71%, while SSLCX has yielded a comparatively higher 9.91% annualized return.


LSSCX

1D
-0.79%
1M
-9.73%
YTD
0.75%
6M
1.12%
1Y
13.20%
3Y*
10.80%
5Y*
6.49%
10Y*
8.71%

SSLCX

1D
-1.07%
1M
-3.24%
YTD
0.38%
6M
-2.12%
1Y
8.58%
3Y*
8.94%
5Y*
5.62%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSSCX vs. SSLCX - Expense Ratio Comparison

LSSCX has a 0.90% expense ratio, which is lower than SSLCX's 0.95% expense ratio.


Return for Risk

LSSCX vs. SSLCX — Risk / Return Rank

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

LSSCX
LSSCX Risk / Return Rank: 1717
Overall Rank
LSSCX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LSSCX Sortino Ratio Rank: 2525
Sortino Ratio Rank
LSSCX Omega Ratio Rank: 2222
Omega Ratio Rank
LSSCX Calmar Ratio Rank: 77
Calmar Ratio Rank
LSSCX Martin Ratio Rank: 77
Martin Ratio Rank

SSLCX
SSLCX Risk / Return Rank: 1919
Overall Rank
SSLCX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SSLCX Sortino Ratio Rank: 1818
Sortino Ratio Rank
SSLCX Omega Ratio Rank: 1717
Omega Ratio Rank
SSLCX Calmar Ratio Rank: 2121
Calmar Ratio Rank
SSLCX Martin Ratio Rank: 1919
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.

LSSCX vs. SSLCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Small Cap Value Fund (LSSCX) and DWS Small Cap Core Fund (SSLCX). 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.


LSSCXSSLCXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.50

+0.07

Sortino ratio

Return per unit of downside risk

0.98

0.81

+0.17

Omega ratio

Gain probability vs. loss probability

1.13

1.11

+0.02

Calmar ratio

Return relative to maximum drawdown

0.08

0.62

-0.54

Martin ratio

Return relative to average drawdown

0.25

2.03

-1.77

LSSCX vs. SSLCX - Sharpe Ratio Comparison

The current LSSCX Sharpe Ratio is 0.57, which is comparable to the SSLCX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of LSSCX and SSLCX, 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


LSSCXSSLCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.50

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.32

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.47

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.37

+0.19

Correlation

The correlation between LSSCX and SSLCX is 0.94, 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

LSSCX vs. SSLCX - Dividend Comparison

LSSCX's dividend yield for the trailing twelve months is around 17.37%, more than SSLCX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
LSSCX
Loomis Sayles Small Cap Value Fund
17.37%17.50%10.71%20.30%12.74%19.01%8.04%8.65%17.43%12.58%8.27%11.35%
SSLCX
DWS Small Cap Core Fund
1.20%1.21%1.52%0.68%1.07%1.67%0.35%0.16%5.99%5.78%0.60%8.42%

Drawdowns

LSSCX vs. SSLCX - Drawdown Comparison

The maximum LSSCX drawdown since its inception was -54.28%, smaller than the maximum SSLCX drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for LSSCX and SSLCX.


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Drawdown Indicators


LSSCXSSLCXDifference

Max Drawdown

Largest peak-to-trough decline

-54.28%

-63.14%

+8.86%

Max Drawdown (1Y)

Largest decline over 1 year

-14.43%

-10.06%

-4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-25.10%

-22.57%

-2.53%

Max Drawdown (10Y)

Largest decline over 10 years

-44.65%

-48.07%

+3.42%

Current Drawdown

Current decline from peak

-9.89%

-5.55%

-4.34%

Average Drawdown

Average peak-to-trough decline

-7.61%

-11.38%

+3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

3.09%

+3.53%

Volatility

LSSCX vs. SSLCX - Volatility Comparison

Loomis Sayles Small Cap Value Fund (LSSCX) and DWS Small Cap Core Fund (SSLCX) have volatilities of 4.56% and 4.67%, 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.


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Volatility by Period


LSSCXSSLCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

4.67%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

11.01%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

24.85%

17.54%

+7.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.90%

17.64%

+3.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.37%

21.06%

+1.31%