ESGYX vs. NEFSX
Compare and contrast key facts about Mirova Global Sustainable Equity Fund (ESGYX) and Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX).
ESGYX is managed by Natixis. It was launched on Mar 30, 2016. NEFSX is managed by Natixis. It was launched on Jul 7, 1994.
Performance
ESGYX vs. NEFSX - Performance Comparison
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ESGYX vs. NEFSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESGYX Mirova Global Sustainable Equity Fund | -9.28% | 15.23% | 13.38% | 18.63% | -22.36% | 18.06% | 32.43% | 33.00% | -6.37% | 29.83% |
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund | -9.40% | 17.23% | 25.79% | 37.13% | -21.15% | 23.21% | 22.12% | 31.08% | -6.67% | 25.09% |
Returns By Period
The year-to-date returns for both stocks are quite close, with ESGYX having a -9.28% return and NEFSX slightly lower at -9.40%.
ESGYX
- 1D
- 0.15%
- 1M
- -9.36%
- YTD
- -9.28%
- 6M
- -6.61%
- 1Y
- 5.48%
- 3Y*
- 9.61%
- 5Y*
- 4.90%
- 10Y*
- —
NEFSX
- 1D
- 0.19%
- 1M
- -7.24%
- YTD
- -9.40%
- 6M
- -7.38%
- 1Y
- 9.45%
- 3Y*
- 17.64%
- 5Y*
- 10.37%
- 10Y*
- 14.19%
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ESGYX vs. NEFSX - Expense Ratio Comparison
ESGYX has a 0.95% expense ratio, which is lower than NEFSX's 1.14% expense ratio.
Return for Risk
ESGYX vs. NEFSX — Risk / Return Rank
ESGYX
NEFSX
ESGYX vs. NEFSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mirova Global Sustainable Equity Fund (ESGYX) and Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX). 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.
| ESGYX | NEFSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.31 | 0.46 | -0.14 |
Sortino ratioReturn per unit of downside risk | 0.61 | 0.83 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.11 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 0.13 | -0.01 |
Martin ratioReturn relative to average drawdown | 0.44 | 0.44 | 0.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESGYX | NEFSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 0.46 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.55 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.58 | +0.09 |
Correlation
The correlation between ESGYX and NEFSX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ESGYX vs. NEFSX - Dividend Comparison
ESGYX's dividend yield for the trailing twelve months is around 4.89%, less than NEFSX's 6.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGYX Mirova Global Sustainable Equity Fund | 4.89% | 4.44% | 1.99% | 0.61% | 5.28% | 12.16% | 0.54% | 1.84% | 4.39% | 1.15% | 0.00% | 0.00% |
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund | 6.54% | 5.92% | 6.38% | 8.13% | 18.10% | 11.12% | 13.07% | 10.85% | 11.18% | 3.55% | 1.88% | 5.09% |
Drawdowns
ESGYX vs. NEFSX - Drawdown Comparison
The maximum ESGYX drawdown since its inception was -34.88%, smaller than the maximum NEFSX drawdown of -55.83%. Use the drawdown chart below to compare losses from any high point for ESGYX and NEFSX.
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Drawdown Indicators
| ESGYX | NEFSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.88% | -55.83% | +20.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -12.85% | +1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -34.88% | -30.08% | -4.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.27% | — |
Current DrawdownCurrent decline from peak | -11.36% | -11.04% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -11.79% | +5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | 5.56% | -1.27% |
Volatility
ESGYX vs. NEFSX - Volatility Comparison
The current volatility for Mirova Global Sustainable Equity Fund (ESGYX) is 3.82%, while Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) has a volatility of 4.10%. This indicates that ESGYX experiences smaller price fluctuations and is considered to be less risky than NEFSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGYX | NEFSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 4.10% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 9.87% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.15% | 21.14% | -2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 19.60% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 19.70% | -1.97% |