NOIAX vs. LSGRX
NOIAX (Natixis Funds Trust I Oakmark International Fund) and LSGRX (Loomis Sayles Growth Fund) are both mutual funds - NOIAX is a Foreign Large Cap Equities fund managed by Natixis, while LSGRX is a Large Cap Growth Equities fund managed by Natixis. Over the past 10 years, NOIAX returned 7.59%/yr vs 15.08%/yr for LSGRX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. NOIAX charges 1.15%/yr vs 0.64%/yr for LSGRX.
Performance
NOIAX vs. LSGRX - Performance Comparison
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Returns By Period
In the year-to-date period, NOIAX achieves a 6.51% return, which is significantly higher than LSGRX's -6.38% return. Over the past 10 years, NOIAX has underperformed LSGRX with an annualized return of 7.59%, while LSGRX has yielded a comparatively higher 15.08% annualized return.
NOIAX
- 1D
- 0.82%
- 1M
- 3.65%
- 6M
- 3.07%
- YTD
- 6.51%
- 1Y
- 17.61%
- 3Y*
- 9.15%
- 5Y*
- 5.55%
- 10Y*
- 7.59%
- ALL TIME*
- 6.18%
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%
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 |
NOIAX vs. LSGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOIAX Natixis Funds Trust I Oakmark International Fund | 6.51% | 32.80% | -5.28% | 18.93% | -15.88% | 8.73% | 4.06% | 24.35% | -24.20% | 29.57% |
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% |
Correlation
The correlation between NOIAX and LSGRX is 0.55, 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. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2010 | 0.67 |
The correlation between NOIAX and LSGRX shifts across timeframes, from 0.50 (3 years) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NOIAX vs. LSGRX — Risk / Return Rank
NOIAX
LSGRX
NOIAX vs. LSGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust I Oakmark International Fund (NOIAX) 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.
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.
| NOIAX | LSGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.00 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | -0.12 | +1.46 |
| Martin ratioReturn relative to average drawdown | 3.98 | -0.32 | +4.29 |
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Drawdowns
NOIAX vs. LSGRX - Drawdown Comparison
The maximum NOIAX drawdown since its inception was -53.97%, smaller than the maximum LSGRX drawdown of -63.63%. Use the drawdown chart below to compare losses from any high point for NOIAX and LSGRX.
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Drawdown Indicators
| NOIAX | LSGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.97% | -63.63% | +9.66% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -17.83% | +3.49% |
Max Drawdown (3Y)Largest decline over 3 years | -16.69% | -27.33% | +10.64% |
Max Drawdown (5Y)Largest decline over 5 years | -36.18% | -34.69% | -1.49% |
Max Drawdown (10Y)Largest decline over 10 years | -53.97% | -34.69% | -19.28% |
Current DrawdownCurrent decline from peak | 0.00% | -9.51% | +9.51% |
Average DrawdownAverage peak-to-trough decline | -11.50% | -17.91% | +6.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.63% | 6.33% | -1.70% |
Volatility
NOIAX vs. LSGRX - Volatility Comparison
The current volatility for Natixis Funds Trust I Oakmark International Fund (NOIAX) is 4.19%, while Loomis Sayles Growth Fund (LSGRX) has a volatility of 5.34%. This indicates that NOIAX 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.
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Volatility by Period
| NOIAX | LSGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 5.34% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 13.09% | 13.82% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 18.11% | -1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.39% | 22.90% | -2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.01% | 20.98% | +1.03% |
NOIAX vs. LSGRX - Expense Ratio Comparison
NOIAX has a 1.15% expense ratio, which is higher than LSGRX's 0.64% expense ratio.
Dividends
NOIAX vs. LSGRX - Dividend Comparison
NOIAX's dividend yield for the trailing twelve months is around 2.92%, more than LSGRX's 2.37% 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% |
NOIAX Natixis Funds Trust I Oakmark International Fund | 2.92% | 3.11% | 2.96% | 1.72% | 1.77% | 1.55% | 0.24% | 2.99% | 4.56% | 1.04% | 2.07% | 2.77% |
Frequently Asked Questions
NOIAX and LSGRX have a correlation of 0.55, 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 NOIAX (4.19%). In terms of maximum drawdown, NOIAX dropped -53.97% vs LSGRX's -63.63%.
NOIAX currently has the higher Sharpe Ratio (1.16 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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