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Natixis Funds Trust II Oakmark Fund (NEFOX) Sharpe Ratio: 0.81

Mutual Fund · Currency in USD · Last updated Jun 24, 2026

Under normal market conditions, the fund primarily invests in common stocks of U.S. companies. It generally invests in securities of larger capitalization companies in any industry. Harris Associates L.P. ("Harris Associates") uses a value investment philosophy in selecting equity securities, including common stocks.

NEFOX's Sharpe Ratio of 0.81 indicates that for each unit of volatility, it generates 0.81 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

NEFOX Sharpe Ratio Rank

NEFOX Sharpe Ratio Rank: 10.711
Concerning

NEFOX ranks above 10.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

NEFOX Sharpe Ratio Market Positioning

The chart shows NEFOX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.30 or lower
  • Yellow zone (middle 50%): 1.30 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.30+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Natixis Funds Trust II Oakmark Fund's Sharpe Ratio with other mutual funds in the Large Cap Value Equities category across multiple time periods, showing how NEFOX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FGIPXNomura Growth and Income Fund Institutional Class3.76
FGINXDelaware Growth and Income Fund3.75
VALAXAl Frank Fund3.63
SABTXSA U.S. Value Fund3.44
MALVXBlackRock Advantage Large Cap Value Fund3.35
NPRTXNeuberger Berman Large Cap Value Fund3.35
AVLVXAvantis U.S. Large Cap Value Fund Institutional Class3.33
IDIVXIntegrity Dividend Harvest Fund3.19
NEIMXNeiman Large Cap Value Fund3.17
IRVSXVoya Russell Large Cap Value Index Portfolio Class S3.17
NEFOXNatixis Funds Trust II Oakmark Fund0.81

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows NEFOX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when NEFOX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does NEFOX fit in your portfolio?

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