PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
Loomis Sayles Core Plus Bond Fund (NEFRX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Loomis Sayles Core Plus Bond Fund (NEFRX)

Mutual Fund · Currency in USD · Last updated May 30, 2025

The investment seeks high total investment return through a combination of current income and capital appreciation. Under normal market conditions, the fund will invest at least 80% of its net assets (plus any borrowings made for investment purposes) in bonds, which include debt securities of any maturity. In addition, it will invest at least 65% of its net assets in investment grade securities. The fund will generally seek to maintain an effective duration of +/- 2 years relative to the Bloomberg U.S. Aggregate Bond Index.

Fund Info

ISIN

US63872R7989

CUSIP

63872R798

Issuer

Natixis Funds

Inception Date

Nov 7, 1973

Category

Intermediate Core-Plus Bond

Min. Investment

$2,500

Asset Class

Bond

Expense Ratio

NEFRX has an expense ratio of 0.71%, placing it in the medium range.

Share Price Chart

Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Loomis Sayles Core Plus Bond Fund

Popular comparisons:
NEFRX vs. WCPNX NEFRX vs. FBKWX NEFRX vs. PIMIX NEFRX vs. FXNAX NEFRX vs. BAICX NEFRX vs. BND
Popular comparisons:
NEFRX vs. WCPNX NEFRX vs. FBKWX NEFRX vs. PIMIX NEFRX vs. FXNAX NEFRX vs. BAICX NEFRX vs. BND

Performance

Performance Chart

Loading data...

S&P 500

Returns By Period

Loomis Sayles Core Plus Bond Fund (NEFRX) returned 1.96% year-to-date (YTD) and 4.93% over the past 12 months. Over the past 10 years, NEFRX returned 1.73% annually, underperforming the S&P 500 benchmark at 10.85%.

NEFRX

YTD

1.96%

1M

-1.23%

6M

0.22%

1Y

4.93%

3Y*

1.01%

5Y*

-0.59%

10Y*

1.73%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of NEFRX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.75%2.20%-0.01%0.17%-1.14%1.96%
2024-0.13%-1.27%0.93%-2.83%1.73%0.77%2.39%1.37%1.26%-2.60%1.03%-2.05%0.43%
20233.79%-2.73%2.74%0.70%-1.12%-0.33%0.04%-0.98%-3.17%-2.22%5.20%4.29%5.92%
2022-1.99%-1.28%-2.24%-4.06%0.39%-2.41%2.71%-2.37%-4.59%-1.41%4.40%-0.56%-12.94%
2021-0.64%-1.36%-1.13%0.77%0.27%0.77%0.77%0.04%-0.80%-0.34%-0.26%0.25%-1.68%
20202.08%1.52%-2.13%2.61%1.34%1.13%2.10%-0.47%-0.11%-0.33%1.73%0.50%10.29%
20191.65%0.17%1.57%0.17%1.57%1.08%0.39%2.24%-0.71%0.20%-0.03%0.16%8.77%
2018-0.32%-1.06%0.61%-0.43%-0.03%-0.06%0.53%0.17%-0.25%-1.41%0.17%1.25%-0.85%
20170.61%1.06%0.17%0.60%0.53%-0.03%0.52%0.83%-0.06%0.09%0.13%0.37%4.92%
20160.04%0.89%3.01%1.59%-0.26%2.04%1.56%0.79%-0.23%-0.38%-2.29%0.33%7.21%
20151.66%-0.32%-0.62%0.23%-0.27%-1.56%-0.02%-1.20%-1.36%1.70%-0.82%-1.63%-4.18%
20141.08%1.82%0.61%1.04%1.47%0.48%-0.46%1.32%-1.62%0.98%0.10%-0.74%6.19%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NEFRX is 47, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of NEFRX is 4747
Overall Rank
The Sharpe Ratio Rank of NEFRX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of NEFRX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of NEFRX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of NEFRX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of NEFRX is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Loomis Sayles Core Plus Bond Fund (NEFRX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Loomis Sayles Core Plus Bond Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.91
  • 5-Year: -0.10
  • 10-Year: 0.35
  • All Time: 1.17

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Loomis Sayles Core Plus Bond Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Loomis Sayles Core Plus Bond Fund provided a 3.62% dividend yield over the last twelve months, with an annual payout of $0.41 per share. The fund has been increasing its distributions for 3 consecutive years.

2.50%3.00%3.50%4.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.41$0.44$0.42$0.35$0.32$0.57$0.33$0.36$0.35$0.40$0.32$0.50

Dividend yield

3.62%3.92%3.59%3.09%2.34%4.05%2.52%2.88%2.68%3.18%2.59%3.87%

Monthly Dividends

The table displays the monthly dividend distributions for Loomis Sayles Core Plus Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.03$0.04$0.04$0.04$0.00$0.15
2024$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.44
2023$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.04$0.03$0.04$0.03$0.05$0.42
2022$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.35
2021$0.02$0.02$0.03$0.02$0.03$0.03$0.03$0.03$0.02$0.02$0.03$0.05$0.32
2020$0.02$0.02$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.31$0.57
2019$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.02$0.03$0.03$0.03$0.03$0.33
2018$0.03$0.02$0.04$0.04$0.04$0.03$0.04$0.03$0.03$0.02$0.02$0.02$0.36
2017$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.03$0.04$0.04$0.35
2016$0.03$0.03$0.04$0.03$0.04$0.04$0.04$0.03$0.03$0.03$0.03$0.03$0.40
2015$0.03$0.03$0.03$0.03$0.04$0.04$0.04$0.04$0.00$0.00$0.02$0.04$0.32
2014$0.04$0.03$0.04$0.04$0.03$0.03$0.04$0.04$0.03$0.03$0.03$0.12$0.50

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.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Loomis Sayles Core Plus Bond 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 Loomis Sayles Core Plus Bond Fund was 18.76%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Loomis Sayles Core Plus Bond Fund drawdown is 7.17%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.76%Jan 5, 2021455Oct 24, 2022———
-11.2%Oct 18, 1993146May 9, 1994272May 24, 1995418
-10.99%May 21, 2008129Nov 21, 2008108Apr 30, 2009237
-8.63%Mar 9, 20209Mar 19, 202051Jun 2, 202060
-7.78%Mar 30, 1987146Oct 19, 198769Jan 22, 1988215
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...