VNSYX vs. LGRRX
VNSYX (Natixis Vaughan Nelson Select Fund) and LGRRX (Loomis Sayles Growth Fund) are both mutual funds - VNSYX is a Large Cap Blend Equities fund managed by Natixis, while LGRRX is a Large Cap Growth Equities fund managed by Natixis. Over the past 10 years, VNSYX returned 13.81%/yr vs 15.98%/yr for LGRRX. Their correlation of 0.87 suggests significant overlap in exposure. VNSYX charges 0.85%/yr vs 0.92%/yr for LGRRX.
Performance
VNSYX vs. LGRRX - Performance Comparison
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Returns By Period
In the year-to-date period, VNSYX achieves a 8.68% return, which is significantly higher than LGRRX's -1.80% return. Over the past 10 years, VNSYX has underperformed LGRRX with an annualized return of 13.81%, while LGRRX has yielded a comparatively higher 15.98% annualized return.
VNSYX
- 1D
- -0.32%
- 1M
- 2.61%
- YTD
- 8.68%
- 6M
- 8.25%
- 1Y
- 23.04%
- 3Y*
- 13.59%
- 5Y*
- 10.58%
- 10Y*
- 13.81%
LGRRX
- 1D
- -1.46%
- 1M
- 1.30%
- YTD
- -1.80%
- 6M
- -1.49%
- 1Y
- 10.47%
- 3Y*
- 19.67%
- 5Y*
- 11.83%
- 10Y*
- 15.98%
VNSYX vs. LGRRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VNSYX Natixis Vaughan Nelson Select Fund | 8.68% | 13.11% | 10.69% | 22.23% | -16.65% | 39.78% | 18.57% | 27.85% | -4.74% | 23.83% |
LGRRX Loomis Sayles Growth Fund | -1.80% | 13.76% | 34.82% | 50.89% | -28.03% | 18.40% | 31.40% | 31.41% | -2.80% | 32.29% |
Correlation
The correlation between VNSYX and LGRRX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2012 | 0.87 |
The correlation between VNSYX and LGRRX has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.
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Return for Risk
VNSYX vs. LGRRX — Risk / Return Rank
VNSYX
LGRRX
VNSYX vs. LGRRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Vaughan Nelson Select Fund (VNSYX) and Loomis Sayles Growth Fund (LGRRX). 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.
| VNSYX | LGRRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.14 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 0.73 | +1.70 |
| Martin ratioReturn relative to average drawdown | 9.61 | 2.17 | +7.44 |
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
| VNSYX | LGRRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 0.77 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.54 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.78 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.37 | +0.48 |
Drawdowns
VNSYX vs. LGRRX - Drawdown Comparison
The maximum VNSYX drawdown since its inception was -33.15%, smaller than the maximum LGRRX drawdown of -64.70%. Use the drawdown chart below to compare losses from any high point for VNSYX and LGRRX.
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Drawdown Indicators
| VNSYX | LGRRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.15% | -64.70% | +31.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -17.93% | +6.08% |
Max Drawdown (3Y)Largest decline over 3 years | -20.65% | -27.84% | +7.19% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -34.85% | +10.94% |
Max Drawdown (10Y)Largest decline over 10 years | -33.15% | -34.85% | +1.70% |
Current DrawdownCurrent decline from peak | -0.48% | -5.11% | +4.63% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -21.24% | +17.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 5.81% | -2.54% |
Volatility
VNSYX vs. LGRRX - Volatility Comparison
The current volatility for Natixis Vaughan Nelson Select Fund (VNSYX) is 3.31%, while Loomis Sayles Growth Fund (LGRRX) has a volatility of 4.42%. This indicates that VNSYX experiences smaller price fluctuations and is considered to be less risky than LGRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNSYX | LGRRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 4.42% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 13.15% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.22% | 16.94% | -2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.71% | 22.89% | -5.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 21.05% | -2.95% |
VNSYX vs. LGRRX - Expense Ratio Comparison
VNSYX has a 0.85% expense ratio, which is lower than LGRRX's 0.92% expense ratio.
Dividends
VNSYX vs. LGRRX - Dividend Comparison
VNSYX's dividend yield for the trailing twelve months is around 8.58%, more than LGRRX's 2.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGRRX Loomis Sayles Growth Fund | 2.55% | 2.50% | 6.30% | 6.70% | 18.14% | 5.13% | 4.60% | 2.68% | 5.92% | 2.33% | 1.38% | 0.42% |
VNSYX Natixis Vaughan Nelson Select Fund | 8.58% | 9.33% | 0.00% | 0.14% | 1.18% | 36.73% | 7.14% | 8.46% | 10.64% | 8.55% | 1.89% | 2.26% |
Frequently Asked Questions
VNSYX and LGRRX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LGRRX has higher volatility (4.42%) compared to VNSYX (3.31%). In terms of maximum drawdown, VNSYX dropped -33.15% vs LGRRX's -64.70%.
VNSYX currently has the higher Sharpe Ratio (2.03 vs 0.77), 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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