AUERX vs. NEFJX

Last updated Jun 6, 2026

AUERX (Auer Growth Fund) and NEFJX (Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund) are both Small Cap Blend Equities funds. Over the past 10 years, AUERX returned 16.06%/yr vs 9.92%/yr for NEFJX. Their correlation of 0.83 suggests significant overlap in exposure. AUERX charges 2.37%/yr vs 1.25%/yr for NEFJX.

Performance

AUERX vs. NEFJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Auer Growth Fund (AUERX) and Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund (NEFJX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AUERX achieves a 17.49% return, which is significantly higher than NEFJX's 8.29% return. Over the past 10 years, AUERX has outperformed NEFJX with an annualized return of 16.06%, while NEFJX has yielded a comparatively lower 9.92% annualized return.

AUERX

• 1D: 0.99%
• 1M: 4.15%
• YTD: 17.49%
• 6M: 17.19%
• 1Y: 49.71%
• 3Y*: 28.82%
• 5Y*: 19.76%
• 10Y*: 16.06%

NEFJX

• 1D: 0.74%
• 1M: -2.41%
• YTD: 8.29%
• 6M: 7.57%
• 1Y: 28.65%
• 3Y*: 14.16%
• 5Y*: 8.59%
• 10Y*: 9.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AUERX vs. NEFJX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AUERX Auer Growth Fund	17.49%	30.10%	11.12%	21.42%	9.95%	45.11%	-1.85%	27.96%	-25.63%	28.75%
NEFJX Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund	8.29%	12.15%	4.56%	24.82%	-10.19%	30.44%	8.93%	24.67%	-15.16%	6.32%

Correlation

The correlation between AUERX and NEFJX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (10Y) Calculated over the trailing 10-year period	0.80
Correlation (All Time) Calculated using the full available price history since Dec 27, 2007	0.83

Over the past year, the correlation between AUERX and NEFJX has dropped to 0.59 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.

Return for Risk

AUERX vs. NEFJX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AUERX

AUERX Risk / Return Rank: 90
AUERX Sharpe Ratio Rank: 93
AUERX Sortino Ratio Rank: 86
AUERX Omega Ratio Rank: 83
AUERX Calmar Ratio Rank: 93
AUERX Martin Ratio Rank: 95

NEFJX

NEFJX Risk / Return Rank: 52
NEFJX Sharpe Ratio Rank: 45
NEFJX Sortino Ratio Rank: 48
NEFJX Omega Ratio Rank: 40
NEFJX Calmar Ratio Rank: 73
NEFJX Martin Ratio Rank: 55

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.

AUERX vs. NEFJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Auer Growth Fund (AUERX) and Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund (NEFJX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	AUERX	NEFJX	Difference
Sharpe ratio: Return per unit of total volatility	3.16	1.90	+1.26
Sortino ratio: Return per unit of downside risk	4.07	2.81	+1.26
Omega ratio: Gain probability vs. loss probability	1.54	1.32	+0.22
Calmar ratio: Return relative to maximum drawdown	5.03	3.20	+1.83
Martin ratio: Return relative to average drawdown	21.64	10.76	+10.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AUERX vs. NEFJX - Sharpe Ratio Comparison

The current AUERX Sharpe Ratio is 3.16, which is higher than the NEFJX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of AUERX and NEFJX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AUERX	NEFJX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.16	1.90	+1.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.43	+0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	0.46	+0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.43	-0.22

Drawdowns

AUERX vs. NEFJX - Drawdown Comparison

The maximum AUERX drawdown since its inception was -67.23%, roughly equal to the maximum NEFJX drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for AUERX and NEFJX.

Drawdown Indicators

	AUERX	NEFJX	Difference
Max Drawdown Largest peak-to-trough decline	-67.23%	-65.58%	-1.65%
Max Drawdown (1Y) Largest decline over 1 year	-10.06%	-10.17%	+0.11%
Max Drawdown (3Y) Largest decline over 3 years	-34.80%	-25.88%	-8.92%
Max Drawdown (5Y) Largest decline over 5 years	-34.80%	-25.88%	-8.92%
Max Drawdown (10Y) Largest decline over 10 years	-51.89%	-40.97%	-10.92%
Current Drawdown Current decline from peak	0.00%	-2.44%	+2.44%
Average Drawdown Average peak-to-trough decline	-24.87%	-15.21%	-9.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.33%	2.89%	-0.56%

Volatility

AUERX vs. NEFJX - Volatility Comparison

Auer Growth Fund (AUERX) has a higher volatility of 4.94% compared to Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund (NEFJX) at 4.46%. This indicates that AUERX's price experiences larger fluctuations and is considered to be riskier than NEFJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AUERX	NEFJX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.94%	4.46%	+0.48%
Volatility (6M) Calculated over the trailing 6-month period	11.70%	11.64%	+0.06%
Volatility (1Y) Calculated over the trailing 1-year period	16.02%	17.15%	-1.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.84%	20.74%	+4.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.38%	22.03%	+2.35%

AUERX vs. NEFJX - Expense Ratio Comparison

AUERX has a 2.37% expense ratio, which is higher than NEFJX's 1.25% expense ratio.

Dividends

AUERX vs. NEFJX - Dividend Comparison

AUERX's dividend yield for the trailing twelve months is around 9.69%, more than NEFJX's 7.69% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AUERX Auer Growth Fund	9.69%	11.39%	24.55%	4.54%	5.95%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NEFJX Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund	7.69%	5.82%	1.42%	0.29%	5.96%	21.29%	0.55%	0.70%	27.90%	12.20%	7.42%	16.34%

Frequently Asked Questions

Can I hold both AUERX and NEFJX in my portfolio?

AUERX and NEFJX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AUERX or NEFJX?

AUERX has higher volatility (4.94%) compared to NEFJX (4.46%). In terms of maximum drawdown, AUERX dropped -67.23% vs NEFJX's -65.58%.

Which has better risk-adjusted returns?

AUERX currently has the higher Sharpe Ratio (3.16 vs 1.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.