GAFYX vs. NEFSX
Compare and contrast key facts about AlphaSimplex Global Alternatives Fund (GAFYX) and Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX).
GAFYX is managed by Natixis. It was launched on Sep 29, 2008. NEFSX is managed by Natixis. It was launched on Jul 7, 1994.
Performance
GAFYX vs. NEFSX - Performance Comparison
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GAFYX vs. NEFSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GAFYX AlphaSimplex Global Alternatives Fund | 0.17% | 6.68% | 9.66% | 3.77% | -0.49% | 1.29% | -2.12% | 10.49% | -6.21% | 11.12% |
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% | 26.28% |
Returns By Period
In the year-to-date period, GAFYX achieves a 0.17% return, which is significantly higher than NEFSX's -9.40% return. Over the past 10 years, GAFYX has underperformed NEFSX with an annualized return of 3.75%, while NEFSX has yielded a comparatively higher 14.19% annualized return.
GAFYX
- 1D
- -0.09%
- 1M
- -5.19%
- YTD
- 0.17%
- 6M
- 0.96%
- 1Y
- 6.96%
- 3Y*
- 6.24%
- 5Y*
- 4.43%
- 10Y*
- 3.75%
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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GAFYX vs. NEFSX - Expense Ratio Comparison
GAFYX has a 1.24% expense ratio, which is higher than NEFSX's 1.14% expense ratio.
Return for Risk
GAFYX vs. NEFSX — Risk / Return Rank
GAFYX
NEFSX
GAFYX vs. NEFSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AlphaSimplex Global Alternatives Fund (GAFYX) 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.
| GAFYX | NEFSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.46 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.14 | 0.83 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.11 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 0.13 | +0.78 |
Martin ratioReturn relative to average drawdown | 3.86 | 0.44 | +3.41 |
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
| GAFYX | NEFSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.46 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.55 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.74 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.58 | -0.11 |
Correlation
The correlation between GAFYX and NEFSX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GAFYX vs. NEFSX - Dividend Comparison
GAFYX has not paid dividends to shareholders, while NEFSX's dividend yield for the trailing twelve months is around 6.54%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAFYX AlphaSimplex Global Alternatives Fund | 0.00% | 0.00% | 0.00% | 5.24% | 9.57% | 0.00% | 2.57% | 1.16% | 1.37% | 0.74% | 0.00% | 3.53% |
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
GAFYX vs. NEFSX - Drawdown Comparison
The maximum GAFYX drawdown since its inception was -19.49%, smaller than the maximum NEFSX drawdown of -55.83%. Use the drawdown chart below to compare losses from any high point for GAFYX and NEFSX.
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Drawdown Indicators
| GAFYX | NEFSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.49% | -55.83% | +36.34% |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | -12.85% | +6.11% |
Max Drawdown (5Y)Largest decline over 5 years | -9.74% | -30.08% | +20.34% |
Max Drawdown (10Y)Largest decline over 10 years | -13.26% | -32.27% | +19.01% |
Current DrawdownCurrent decline from peak | -5.19% | -11.04% | +5.85% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -11.79% | +7.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 5.56% | -3.98% |
Volatility
GAFYX vs. NEFSX - Volatility Comparison
The current volatility for AlphaSimplex Global Alternatives Fund (GAFYX) is 2.94%, while Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) has a volatility of 4.10%. This indicates that GAFYX 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
| GAFYX | NEFSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 4.10% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 5.88% | 9.87% | -3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.34% | 21.14% | -12.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.05% | 19.60% | -12.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.66% | 19.70% | -13.04% |