LSWWX vs. LSGRX

Last updated Jun 4, 2026

LSWWX (Loomis Sayles Global Allocation Fund) and LSGRX (Loomis Sayles Growth Fund) are both mutual funds - LSWWX is a Global Allocation fund managed by Natixis, while LSGRX is a Large Cap Growth Equities fund managed by Natixis. Over the past 10 years, LSWWX returned 9.67%/yr vs 16.45%/yr for LSGRX. A 0.80 correlation means they provide meaningful diversification when combined. LSWWX charges 0.89%/yr vs 0.64%/yr for LSGRX.

Performance

LSWWX vs. LSGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Global Allocation Fund (LSWWX) and Loomis Sayles Growth Fund (LSGRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LSWWX achieves a 6.81% return, which is significantly higher than LSGRX's -0.24% return. Over the past 10 years, LSWWX has underperformed LSGRX with an annualized return of 9.67%, while LSGRX has yielded a comparatively higher 16.45% annualized return.

LSWWX

• 1D: 0.11%
• 1M: 2.27%
• YTD: 6.81%
• 6M: 7.41%
• 1Y: 17.87%
• 3Y*: 14.74%
• 5Y*: 6.66%
• 10Y*: 9.67%

LSGRX

• 1D: -1.75%
• 1M: 2.44%
• YTD: -0.24%
• 6M: 0.67%
• 1Y: 12.64%
• 3Y*: 20.57%
• 5Y*: 12.73%
• 10Y*: 16.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LSWWX vs. LSGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSWWX Loomis Sayles Global Allocation Fund	6.81%	12.83%	12.61%	22.39%	-23.13%	14.46%	15.35%	26.81%	-5.10%	22.12%
LSGRX Loomis Sayles Growth Fund	-0.24%	14.01%	35.21%	51.30%	-27.86%	18.68%	31.76%	31.73%	-2.56%	32.63%

Correlation

The correlation between LSWWX and LSGRX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since May 3, 1996	0.80

The correlation between LSWWX and LSGRX shifts across timeframes, from 0.75 (1 year) to 0.89 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

LSWWX vs. LSGRX — Risk / Return Rank

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

LSWWX

LSWWX Risk / Return Rank: 50
LSWWX Sharpe Ratio Rank: 46
LSWWX Sortino Ratio Rank: 50
LSWWX Omega Ratio Rank: 44
LSWWX Calmar Ratio Rank: 53
LSWWX Martin Ratio Rank: 58

LSGRX

LSGRX Risk / Return Rank: 11
LSGRX Sharpe Ratio Rank: 12
LSGRX Sortino Ratio Rank: 12
LSGRX Omega Ratio Rank: 12
LSGRX Calmar Ratio Rank: 9
LSGRX Martin Ratio Rank: 9

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.

LSWWX vs. LSGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Allocation Fund (LSWWX) and Loomis Sayles Growth Fund (LSGRX). 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.

	LSWWX	LSGRX	Difference
Sharpe ratio: Return per unit of total volatility	2.00	0.94	+1.06
Sortino ratio: Return per unit of downside risk	2.98	1.39	+1.59
Omega ratio: Gain probability vs. loss probability	1.36	1.17	+0.19
Calmar ratio: Return relative to maximum drawdown	2.79	0.89	+1.90
Martin ratio: Return relative to average drawdown	11.51	2.66	+8.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LSWWX vs. LSGRX - Sharpe Ratio Comparison

The current LSWWX Sharpe Ratio is 2.00, which is higher than the LSGRX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of LSWWX and LSGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LSWWX	LSGRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	0.94	+1.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.59	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	0.80	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.45	+0.28

Drawdowns

LSWWX vs. LSGRX - Drawdown Comparison

The maximum LSWWX drawdown since its inception was -48.31%, smaller than the maximum LSGRX drawdown of -63.63%. Use the drawdown chart below to compare losses from any high point for LSWWX and LSGRX.

Drawdown Indicators

	LSWWX	LSGRX	Difference
Max Drawdown Largest peak-to-trough decline	-48.31%	-63.63%	+15.32%
Max Drawdown (1Y) Largest decline over 1 year	-7.94%	-17.83%	+9.89%
Max Drawdown (3Y) Largest decline over 3 years	-16.82%	-27.33%	+10.51%
Max Drawdown (5Y) Largest decline over 5 years	-30.80%	-34.69%	+3.89%
Max Drawdown (10Y) Largest decline over 10 years	-30.80%	-34.69%	+3.89%
Current Drawdown Current decline from peak	0.00%	-3.57%	+3.57%
Average Drawdown Average peak-to-trough decline	-7.33%	-17.96%	+10.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	5.76%	-3.66%

Volatility

LSWWX vs. LSGRX - Volatility Comparison

The current volatility for Loomis Sayles Global Allocation Fund (LSWWX) is 3.20%, while Loomis Sayles Growth Fund (LSGRX) has a volatility of 4.15%. This indicates that LSWWX experiences smaller price fluctuations and is considered to be less risky than LSGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LSWWX	LSGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	4.15%	-0.95%
Volatility (6M) Calculated over the trailing 6-month period	9.14%	13.28%	-4.14%
Volatility (1Y) Calculated over the trailing 1-year period	11.10%	16.84%	-5.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.13%	22.66%	-7.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.92%	20.93%	-7.01%

LSWWX vs. LSGRX - Expense Ratio Comparison

LSWWX has a 0.89% expense ratio, which is higher than LSGRX's 0.64% expense ratio.

Dividends

LSWWX vs. LSGRX - Dividend Comparison

LSWWX's dividend yield for the trailing twelve months is around 7.31%, more than LSGRX's 2.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LSGRX Loomis Sayles Growth Fund	2.22%	2.22%	5.62%	6.02%	16.47%	4.73%	4.41%	2.70%	5.82%	2.41%	1.48%	0.54%
LSWWX Loomis Sayles Global Allocation Fund	7.31%	7.81%	7.53%	4.01%	10.19%	7.66%	6.21%	2.93%	4.80%	2.37%	1.53%	5.76%

Frequently Asked Questions

Can I hold both LSWWX and LSGRX in my portfolio?

LSWWX and LSGRX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LSWWX or LSGRX?

LSGRX has higher volatility (4.15%) compared to LSWWX (3.20%). In terms of maximum drawdown, LSWWX dropped -48.31% vs LSGRX's -63.63%.

Which has better risk-adjusted returns?

LSWWX currently has the higher Sharpe Ratio (2.00 vs 0.94), 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.