SCFIX vs. LSGR

Last updated Jun 13, 2026

SCFIX (Shenkman Capital Short Duration High Income Fund) and LSGR (Natixis Loomis Sayles Focused Growth ETF) are both funds - SCFIX is a High Yield Bonds fund managed by Shenkman Funds, while LSGR is a Large Cap Growth Equities fund actively managed by Natixis. Over the past year, SCFIX returned 5.23% vs 7.07% for LSGR. At a 0.42 correlation, their price movements are largely independent. SCFIX charges 0.67%/yr vs 0.59%/yr for LSGR.

Performance

SCFIX vs. LSGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shenkman Capital Short Duration High Income Fund (SCFIX) and Natixis Loomis Sayles Focused Growth ETF (LSGR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCFIX achieves a 1.42% return, which is significantly higher than LSGR's -4.33% return.

SCFIX

• 1D: 0.20%
• 1M: 0.34%
• YTD: 1.42%
• 6M: 1.92%
• 1Y: 5.23%
• 3Y*: 6.61%
• 5Y*: 4.43%
• 10Y*: 4.39%

LSGR

• 1D: 0.05%
• 1M: -7.20%
• YTD: -4.33%
• 6M: -2.44%
• 1Y: 7.07%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SCFIX vs. LSGR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SCFIX Shenkman Capital Short Duration High Income Fund	1.42%	7.02%	6.11%	4.99%
LSGR Natixis Loomis Sayles Focused Growth ETF	-4.33%	15.32%	38.52%	12.46%

Correlation

The correlation between SCFIX and LSGR is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023	0.42

Return for Risk

SCFIX vs. LSGR — Risk / Return Rank

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

SCFIX

SCFIX Risk / Return Rank: 96
SCFIX Sharpe Ratio Rank: 97
SCFIX Sortino Ratio Rank: 97
SCFIX Omega Ratio Rank: 96
SCFIX Calmar Ratio Rank: 94
SCFIX Martin Ratio Rank: 97

LSGR

LSGR Risk / Return Rank: 15
LSGR Sharpe Ratio Rank: 16
LSGR Sortino Ratio Rank: 15
LSGR Omega Ratio Rank: 15
LSGR Calmar Ratio Rank: 14
LSGR Martin Ratio Rank: 15

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.

SCFIX vs. LSGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shenkman Capital Short Duration High Income Fund (SCFIX) and Natixis Loomis Sayles Focused Growth ETF (LSGR). 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.

	SCFIX	LSGR	Difference
Sharpe ratio: Return per unit of total volatility	3.13	0.38	+2.76
Sortino ratio: Return per unit of downside risk	5.14	0.62	+4.52
Omega ratio: Gain probability vs. loss probability	1.76	1.08	+0.68
Calmar ratio: Return relative to maximum drawdown	4.62	0.35	+4.27
Martin ratio: Return relative to average drawdown	24.75	1.09	+23.66

SCFIX vs. LSGR - Sharpe Ratio Comparison

The current SCFIX Sharpe Ratio is 3.13, which is higher than the LSGR Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of SCFIX and LSGR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCFIX vs. LSGR - Drawdown Comparison

The maximum SCFIX drawdown since its inception was -13.08%, smaller than the maximum LSGR drawdown of -22.92%. Use the drawdown chart below to compare losses from any high point for SCFIX and LSGR.

Drawdown Indicators

	SCFIX	LSGR	Difference
Max Drawdown Largest peak-to-trough decline	-13.08%	-22.92%	+9.84%
Max Drawdown (1Y) Largest decline over 1 year	-1.11%	-18.13%	+17.02%
Max Drawdown (3Y) Largest decline over 3 years	-1.72%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-6.30%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-13.08%	—	—
Current Drawdown Current decline from peak	0.00%	-7.36%	+7.36%
Average Drawdown Average peak-to-trough decline	-0.51%	-3.91%	+3.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.21%	5.76%	-5.55%

Volatility

SCFIX vs. LSGR - Volatility Comparison

The current volatility for Shenkman Capital Short Duration High Income Fund (SCFIX) is 0.48%, while Natixis Loomis Sayles Focused Growth ETF (LSGR) has a volatility of 5.34%. This indicates that SCFIX experiences smaller price fluctuations and is considered to be less risky than LSGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCFIX	LSGR	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.48%	5.34%	-4.86%
Volatility (6M) Calculated over the trailing 6-month period	1.30%	12.90%	-11.60%
Volatility (1Y) Calculated over the trailing 1-year period	1.64%	16.73%	-15.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.77%	20.41%	-17.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.28%	20.41%	-17.13%

SCFIX vs. LSGR - Expense Ratio Comparison

SCFIX has a 0.67% expense ratio, which is higher than LSGR's 0.59% expense ratio.

Dividends

SCFIX vs. LSGR - Dividend Comparison

SCFIX's dividend yield for the trailing twelve months is around 5.32%, while LSGR has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LSGR Natixis Loomis Sayles Focused Growth ETF	0.00%	0.05%	0.08%	0.03%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCFIX Shenkman Capital Short Duration High Income Fund	5.32%	5.54%	5.85%	5.21%	3.86%	4.93%	3.24%	3.78%	3.87%	3.09%	3.07%	3.38%

Frequently Asked Questions

Can I hold both SCFIX and LSGR in my portfolio?

SCFIX and LSGR have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCFIX or LSGR?

LSGR has higher volatility (5.34%) compared to SCFIX (0.48%). In terms of maximum drawdown, SCFIX dropped -13.08% vs LSGR's -22.92%.

Which has better risk-adjusted returns?

SCFIX currently has the higher Sharpe Ratio (3.13 vs 0.38), 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.