- ISIN
- US63872R7567
- CUSIP
- 63872R756
- Issuer
- Natixis
- Inception Date
- Dec 31, 1996
- Category
- Small Cap Blend Equities
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
NEFJX Performance Chart
Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund (NEFJX) is up 8.1% since the beginning of the year. NEFJX is currently trading at $22 per share. Investors who bought $1,000 worth of NEFJX shares 5 years ago would now be looking at an investment worth $1,513.
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Returns By Period
Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund (NEFJX) has returned 8.09% so far this year and 27.58% over the past 12 months. Over the last ten years, NEFJX has returned 10.00% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund
- 1D
- 1.39%
- 1M
- -0.82%
- YTD
- 8.09%
- 6M
- 7.27%
- 1Y
- 27.58%
- 3Y*
- 13.67%
- 5Y*
- 8.63%
- 10Y*
- 10.00%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
NEFJX Monthly Returns History
Based on dividend-adjusted daily data since Dec 31, 1996, NEFJX's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.71% | 3.16% | -6.22% | 7.86% | -2.51% | 0.51% | 8.09% | ||||||
| 2025 | 6.89% | -7.50% | -3.85% | -4.86% | 4.32% | 4.47% | 3.13% | 5.61% | -0.43% | 0.53% | 3.49% | 0.85% | 12.15% |
| 2024 | -2.17% | 3.63% | 4.75% | -6.38% | 4.21% | -1.18% | 6.93% | -1.74% | -0.44% | -2.47% | 9.69% | -8.73% | 4.56% |
| 2023 | 9.56% | 0.24% | -1.98% | -2.45% | -1.51% | 10.77% | 2.99% | -1.40% | -6.23% | -5.74% | 9.04% | 11.32% | 24.82% |
| 2022 | -5.54% | 2.37% | 1.16% | -6.36% | 3.18% | -7.99% | 8.94% | -4.16% | -8.44% | 9.49% | 5.40% | -6.40% | -10.19% |
| 2021 | -0.06% | 9.23% | 2.74% | 5.24% | 3.20% | -1.18% | -2.49% | 2.04% | -1.35% | 4.51% | -0.68% | 6.36% | 30.44% |
Benchmark Metrics
Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund has an annualized alpha of 1.67%, 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 113.01% of S&P 500 Index gains and 107.64% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- 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.
- Alpha
- 1.67%
- Beta
- 0.99
- R²
- 0.74
- Upside Capture
- 113.01%
- Downside Capture
- 107.64%
Expense Ratio
NEFJX has a high expense ratio of 1.25%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
NEFJX ranks 52 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund (NEFJX) and compare them to S&P 500 Index.
| NEFJX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 2.24 | -0.26 |
Sortino ratioReturn per unit of downside risk | 2.92 | 3.07 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 3.34 | 2.93 | +0.41 |
Martin ratioReturn relative to average drawdown | 11.29 | 13.52 | -2.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund provided a 7.71% dividend yield over the last twelve months, with an annual payout of $1.68 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.68 | $1.20 | $0.28 | $0.05 | $0.90 | $3.80 | $0.09 | $0.11 | $3.48 | $2.28 | $1.47 | $2.90 |
Dividend yield | 7.71% | 5.82% | 1.42% | 0.29% | 5.96% | 21.29% | 0.55% | 0.70% | 27.90% | 12.20% | 7.42% | 16.34% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.48 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.20 | $1.20 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.28 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.05 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.90 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.80 | $3.80 |
Drawdowns
Drawdowns Chart
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.
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Worst Drawdowns
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 2.61%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2003 bear market2003 | -65.58%Mar 2003 | 2y 12mo | 7y 1mo | 10y 1moMar 2000 - Apr 2010 |
COVID crash2020 | -40.97%Mar 2020 | 2mo 2d | 8mo 6d | 10mo 8dJan 2020 - Nov 2020 |
1998 bear market1998 | -40.94%Oct 1998 | 5mo 19d | 8mo 24d | 1y 2moApr 1998 - Jun 1999 |
2011 bear market2011 | -26.35%Oct 2011 | 5mo 4d | 1y 3mo | 1y 8moMay 2011 - Jan 2013 |
2025 selloff2025 | -25.88%Apr 2025 | 4mo 15d | 7mo 18d | 12mo 3dNov 2024 - Nov 2025 |
Drawdown Indicators
| NEFJX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -56.78% | -8.80% |
Max Drawdown (1Y)Largest decline over 1 year | -10.17% | -9.10% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -25.88% | -18.90% | -6.98% |
Max Drawdown (5Y)Largest decline over 5 years | -25.88% | -25.43% | -0.45% |
Max Drawdown (10Y)Largest decline over 10 years | -40.97% | -33.92% | -7.05% |
Current DrawdownCurrent decline from peak | -2.61% | -0.74% | -1.87% |
Average DrawdownAverage peak-to-trough decline | -15.21% | -10.72% | -4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 1.97% | +0.91% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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