C000017801 Performance — Loomis Sayles Small Cap Core Portfolio, Class E
Data updated: 2026-08-27
C000017801 returned +23.89% year to date and +32.23% over one year to Jun 2026. Annualised returns are +15.92% over 3 years and +8.58% over 5 years. The fund trailed its US Small Blend category average: $100 invested three years ago grew to $156, against $156 for the category, and to $132 over one year, against $133. Volatility over the past three years was 17.69% a year. In the 12 months to Jun 2026 the fund lost a net $20.6M, and assets reached $406.48M.
C000017801 Growth of $100
What $100 invested in Loomis Sayles Small Cap Core Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | C000017801 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $132 | $133 |
| 3 years (Jul 2023 – Jun 2026) | $156 | $156 |
| 5 years (Jul 2021 – Jun 2026) | $151 | $141 |
| Since data start (Jul 2019 – Jun 2026) | $207 | $209 |
C000017801 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +23.89% |
| 1 year | +32.23% |
| 3 years (annualised) | +15.92% |
| 5 years (annualised) | +8.58% |
C000017801 Annual Returns
Calendar-year total returns of Loomis Sayles Small Cap Core Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +23.89% |
| 2025 | +5.12% |
| 2024 | +11.58% |
| 2023 | +17.28% |
| 2022 | −15.19% |
| 2021 | +21.76% |
| 2020 | +11.89% |
| 2019 (Jul–Dec) | +4.95% |
C000017801 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.9% | +2.8% | −5.7% | +10.8% | +0.7% | +8.1% | — | — | — | — | — | — |
| 2025 | +2.9% | −4.8% | −5.4% | −3.1% | +5.4% | +4.2% | +2.4% | +4.5% | −0.8% | −1.5% | +1.8% | +0.2% |
| 2024 | −2.7% | +5.5% | +5.3% | −5.0% | +4.8% | −1.7% | +7.3% | −1.5% | −0.6% | −2.4% | +11.4% | −7.6% |
| 2023 | +8.0% | +0.3% | −4.6% | −0.9% | −2.0% | +8.9% | +4.3% | −1.8% | −5.0% | −5.4% | +7.1% | +8.8% |
| 2022 | −8.0% | 0.0% | −0.7% | −7.8% | +0.9% | −8.3% | +11.0% | −2.8% | −8.9% | +10.9% | +4.7% | −4.7% |
| 2021 | +1.9% | +7.8% | +1.8% | +4.2% | +0.5% | −0.4% | −0.5% | +1.0% | −1.8% | +5.0% | −3.1% | +4.1% |
| 2020 | −2.0% | −9.4% | −22.1% | +12.9% | +6.5% | +2.1% | +4.6% | +4.1% | −4.2% | +3.1% | +13.6% | +8.0% |
| 2019 | — | — | — | — | — | — | +1.1% | −3.5% | +0.5% | +1.4% | +3.1% | +2.4% |
C000017801 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 17.69%
- 3-year Sharpe ratio: 0.65 (vs 4.5% risk-free rate)
- Best month: +11.37% (Nov 2024)
- Worst month: −7.65% (Dec 2024)
C000017801 Fund Flows
Monthly money in and out of Loomis Sayles Small Cap Core Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$20.6M
- 12-month gross sales (incl. reinvestments): $32.3M
- Sales ÷ redemptions: 0.61×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $28.1M | $5.7M | $22.4M |
| May 2026 | $301K | $4.0M | −$3.7M |
| Apr 2026 | $782K | $5.3M | −$4.5M |
| Mar 2026 | $510K | $5.0M | −$4.5M |
| Feb 2026 | $308K | $4.6M | −$4.3M |
| Jan 2026 | $549K | $3.4M | −$2.9M |
| Dec 2025 | $296K | $4.8M | −$4.5M |
| Nov 2025 | $263K | $3.8M | −$3.5M |
| Oct 2025 | $225K | $4.4M | −$4.2M |
| Sep 2025 | $232K | $4.0M | −$3.7M |
| Aug 2025 | $219K | $4.2M | −$4.0M |
| Jul 2025 | $522K | $3.6M | −$3.1M |
C000017801 Assets Under Management
Net assets of Loomis Sayles Small Cap Core Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $406.48M |
| 2026-03-31 | $348.93M |
| 2025-12-31 | $350.94M |
| 2025-09-30 | $361.39M |
| 2025-06-30 | $350.61M |
| 2025-03-31 | $337.32M |
| 2024-12-31 | $373.08M |
| 2024-09-30 | $383.55M |
| 2024-06-30 | $374.58M |
| 2024-03-31 | $397.32M |
| 2023-12-31 | $378.26M |
| 2023-09-30 | $350.31M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.