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ISIN
US63872W4096
CUSIP
63872W409
Issuer
Natixis
Inception Date
Aug 30, 2000
Category
REIT
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

NRFYX Performance Chart

Natixis Funds Trust IV AEW Global Focused Real Estate Fund (NRFYX) is up 8.9% since the beginning of the year. NRFYX is currently trading at $12 per share. Investors who bought $1,000 worth of NRFYX shares 5 years ago would now be looking at an investment worth $1,104.


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S&P 500 Index

Returns By Period

Natixis Funds Trust IV AEW Global Focused Real Estate Fund (NRFYX) has returned 8.85% so far this year and 11.23% over the past 12 months. Over the last ten years, NRFYX has returned 4.09% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Natixis Funds Trust IV AEW Global Focused Real Estate Fund

1D
0.25%
1M
-0.90%
YTD
8.85%
6M
9.43%
1Y
11.23%
3Y*
9.10%
5Y*
1.99%
10Y*
4.09%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRFYX Monthly Returns History

Based on dividend-adjusted daily data since Aug 31, 2000, NRFYX's average daily return is +0.05%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +33.7%, while the worst month was Oct 2008 at -32.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, NRFYX closed higher 52% of trading days. The best single day was Nov 24, 2008 with a return of +18.6%, while the worst single day was Dec 1, 2008 at -19.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.37%7.03%-8.16%8.63%-1.13%-0.25%8.85%
20253.45%0.36%-3.05%1.11%2.47%1.10%-2.31%4.82%0.43%-1.30%1.40%-0.93%7.51%
2024-4.43%0.09%3.30%-5.88%3.97%0.39%6.21%5.76%3.30%-4.64%2.95%-8.24%1.47%
20239.34%-4.45%-2.46%2.77%-4.62%2.99%3.25%-3.24%-5.93%-3.70%11.31%9.44%13.42%
2022-5.60%-1.90%4.22%-5.27%-6.20%-8.94%8.05%-6.50%-11.91%2.22%7.65%-2.92%-25.75%
2021-2.08%4.77%2.95%6.67%1.95%1.49%3.33%1.47%-5.20%7.19%-2.71%6.22%28.33%

Benchmark Metrics

Natixis Funds Trust IV AEW Global Focused Real Estate Fund has an annualized alpha of 4.24%, beta of 0.94, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since August 31, 2000.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.14%) than losses (84.83%) - typical of diversified or defensive assets.
  • R2 of 0.48 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
4.24%
Beta
0.94
0.48
Upside Capture
94.14%
Downside Capture
84.83%

Expense Ratio

NRFYX has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

NRFYX ranks 16 for risk / return — in the bottom 16% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


NRFYX Risk / Return Rank: 1616
Overall Rank
NRFYX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
NRFYX Sortino Ratio Rank: 1414
Sortino Ratio Rank
NRFYX Omega Ratio Rank: 1414
Omega Ratio Rank
NRFYX Calmar Ratio Rank: 1616
Calmar Ratio Rank
NRFYX Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Natixis Funds Trust IV AEW Global Focused Real Estate Fund (NRFYX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NRFYXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.18

1.37

-0.19

Calmar ratioReturn relative to maximum drawdown

1.34

2.78

-1.45

Martin ratioReturn relative to average drawdown

4.87

12.44

-7.57

Dividends

Dividend History

Natixis Funds Trust IV AEW Global Focused Real Estate Fund provided a 2.99% dividend yield over the last twelve months, with an annual payout of $0.36 per share.


5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.36$0.25$0.48$0.29$0.31$0.83$0.44$2.25$1.22$1.49$1.65$1.52

Dividend yield

2.99%2.24%4.51%2.66%3.05%5.98%3.81%17.61%10.05%10.64%11.02%9.66%

Monthly Dividends

The table displays the monthly dividend distributions for Natixis Funds Trust IV AEW Global Focused Real Estate Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.11$0.00$0.00$0.00$0.11
2025$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.19$0.25
2024$0.00$0.00$0.22$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.13$0.48
2023$0.00$0.00$0.14$0.00$0.00$0.04$0.00$0.00$0.08$0.00$0.00$0.03$0.29
2022$0.00$0.00$0.15$0.00$0.00$0.07$0.00$0.00$0.05$0.00$0.00$0.05$0.31
2021$0.00$0.00$0.21$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.54$0.83

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 IV AEW Global Focused Real Estate 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 IV AEW Global Focused Real Estate Fund was 73.64%, occurring on Mar 6, 2009. Recovery took 1005 trading sessions.

The current Natixis Funds Trust IV AEW Global Focused Real Estate Fund drawdown is 2.41%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-73.64%Mar 2009
2y 27d4y
6y 27dFeb 2007 - Mar 2013
COVID crash2020
-40.31%Mar 2020
1mo 4d1y 29d
1y 2moFeb 2020 - Apr 2021
Bear market2022
-33.95%Oct 2022
9mo 14d3y 4mo
4y 1moJan 2022 - Feb 2026
Dot-com crash2000–2002
-18.39%Oct 2002
5mo 27d7mo 9d
1y 1moApr 2002 - May 2003
2004 correction2004
-18.07%May 2004
1mo 8d3mo 16d
4mo 24dApr 2004 - Aug 2004

Drawdown Indicators


NRFYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-73.64%

-56.78%

-16.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-9.10%

-1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-18.91%

-18.90%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-33.95%

-25.43%

-8.52%

Max Drawdown (10Y)

Largest decline over 10 years

-40.31%

-33.92%

-6.39%

Current Drawdown

Current decline from peak

-2.41%

-1.80%

-0.61%

Average Drawdown

Average peak-to-trough decline

-12.45%

-10.71%

-1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.03%

+0.53%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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