See what your fund actually adds
Loomis Sayles Small Capital Value Fund Retail Class LSCRX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LSCRX | Replication |
|---|---|---|
| Annualized growth | 7.3% | 7.7% |
| Annualized volatility | 19.2% | 18.6% |
| Sharpe ratio | 0.46 | 0.49 |
| Maximum drawdown | 23.4% | 22.7% |
| Replication fit (R²) | 0.96 · Tracking error 4.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model LSCRX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 56.8% |
| IJH | US Mid Cap | 33.8% |
| XLE | Sector · Energy | 5.0% |
| XLI | Sector · Industrials | 4.4% |
| VBR | Small-Cap · Value | 0.0% |