NAESX vs. LSSIX
Compare and contrast key facts about Vanguard Small Cap Index Fund (NAESX) and Loomis Sayles Small Cap Growth Fund (LSSIX).
NAESX is managed by Vanguard. It was launched on Oct 3, 1960. LSSIX is managed by Loomis Sayles Funds. It was launched on Dec 31, 1996.
Performance
NAESX vs. LSSIX - Performance Comparison
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NAESX vs. LSSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NAESX Vanguard Small Cap Index Fund | -1.24% | 8.71% | 12.83% | 19.35% | -17.71% | 17.60% | 18.92% | 27.22% | -9.44% | 16.10% |
LSSIX Loomis Sayles Small Cap Growth Fund | -3.32% | 3.57% | 14.94% | 11.92% | -22.93% | 9.91% | 34.15% | 26.59% | 0.18% | 26.85% |
Returns By Period
In the year-to-date period, NAESX achieves a -1.24% return, which is significantly higher than LSSIX's -3.32% return. Both investments have delivered pretty close results over the past 10 years, with NAESX having a 10.02% annualized return and LSSIX not far behind at 10.01%.
NAESX
- 1D
- -0.98%
- 1M
- -8.10%
- YTD
- -1.24%
- 6M
- 0.53%
- 1Y
- 15.94%
- 3Y*
- 11.71%
- 5Y*
- 4.89%
- 10Y*
- 10.02%
LSSIX
- 1D
- -1.74%
- 1M
- -9.12%
- YTD
- -3.32%
- 6M
- -2.91%
- 1Y
- 12.25%
- 3Y*
- 7.26%
- 5Y*
- 1.17%
- 10Y*
- 10.01%
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NAESX vs. LSSIX - Expense Ratio Comparison
NAESX has a 0.17% expense ratio, which is lower than LSSIX's 0.92% expense ratio.
Return for Risk
NAESX vs. LSSIX — Risk / Return Rank
NAESX
LSSIX
NAESX vs. LSSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small Cap Index Fund (NAESX) and Loomis Sayles Small Cap Growth Fund (LSSIX). 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.
| NAESX | LSSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.44 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.18 | 0.83 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.11 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | -0.09 | +1.05 |
Martin ratioReturn relative to average drawdown | 4.15 | -0.29 | +4.45 |
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
| NAESX | LSSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.44 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.05 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.45 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.28 | +0.14 |
Correlation
The correlation between NAESX and LSSIX is 0.92, 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
NAESX vs. LSSIX - Dividend Comparison
NAESX's dividend yield for the trailing twelve months is around 1.25%, less than LSSIX's 7.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NAESX Vanguard Small Cap Index Fund | 1.25% | 1.22% | 1.19% | 1.43% | 1.41% | 1.12% | 1.05% | 1.27% | 1.53% | 1.24% | 1.39% | 1.35% |
LSSIX Loomis Sayles Small Cap Growth Fund | 7.89% | 7.62% | 3.64% | 2.34% | 3.02% | 20.23% | 1.76% | 8.86% | 11.30% | 12.61% | 0.00% | 7.91% |
Drawdowns
NAESX vs. LSSIX - Drawdown Comparison
The maximum NAESX drawdown since its inception was -59.77%, smaller than the maximum LSSIX drawdown of -83.41%. Use the drawdown chart below to compare losses from any high point for NAESX and LSSIX.
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Drawdown Indicators
| NAESX | LSSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.77% | -83.41% | +23.64% |
Max Drawdown (1Y)Largest decline over 1 year | -14.30% | -13.96% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -28.19% | -37.42% | +9.23% |
Max Drawdown (10Y)Largest decline over 10 years | -41.82% | -38.52% | -3.30% |
Current DrawdownCurrent decline from peak | -8.98% | -10.77% | +1.79% |
Average DrawdownAverage peak-to-trough decline | -11.86% | -34.70% | +22.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 7.32% | -4.02% |
Volatility
NAESX vs. LSSIX - Volatility Comparison
The current volatility for Vanguard Small Cap Index Fund (NAESX) is 5.90%, while Loomis Sayles Small Cap Growth Fund (LSSIX) has a volatility of 7.42%. This indicates that NAESX experiences smaller price fluctuations and is considered to be less risky than LSSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NAESX | LSSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 7.42% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 14.10% | -1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.62% | 26.08% | -4.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.70% | 22.27% | -1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.56% | 22.67% | -1.11% |