Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund (NEFJX)

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The chart shows the growth of an initial investment of $10,000 in Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund (NEFJX) has returned 0.24% so far this year and 18.25% over the past 12 months. Over the last ten years, NEFJX has returned 9.70% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Dec 31, 1996, NEFJX's average daily return is +0.04%, while the average monthly return is +0.91%. At this rate, your investment would double in approximately 6.4 years.

Historically, 59% of months were positive and 41% were negative. The best month was Feb 2000 with a return of +24.7%, while the worst month was Aug 1998 at -21.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, NEFJX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -13.7%.

Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund has an annualized alpha of 2.04%, beta of 0.99, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since January 02, 1997.

• This fund captured 114.97% of S&P 500 Index gains and 107.46% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This fund generated an annualized alpha of 2.04% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 0.99 and R² of 0.74, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

NEFJX has a high expense ratio of 1.25%, indicating above-average management fees.

NEFJX ranks 26 for risk / return — below 26% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below present risk-adjusted performance metrics for Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund (NEFJX) and compare them to a chosen benchmark (S&P 500 Index).

Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund provided a 5.81% dividend yield over the last twelve months, with an annual payout of $1.20 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund was 65.58%, occurring on Mar 11, 2003. Recovery took 1786 trading sessions.

The current Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund drawdown is 9.69%.

The chart below shows the rolling one-month volatility.