LSFYX vs. NEFRX

Last updated Jun 4, 2026

LSFYX (Loomis Sayles Senior Floating Rate and Fixed Income Fund) and NEFRX (Loomis Sayles Core Plus Bond Fund) are both mutual funds - LSFYX is a Bank Loan fund managed by Natixis, while NEFRX is a Intermediate Core-Plus Bond fund managed by Natixis. Over the past 10 years, LSFYX returned 4.15%/yr vs 2.17%/yr for NEFRX. At a 0.14 correlation, their price movements are largely independent. LSFYX charges 0.80%/yr vs 0.71%/yr for NEFRX.

Performance

LSFYX vs. NEFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX) and Loomis Sayles Core Plus Bond Fund (NEFRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LSFYX achieves a 1.31% return, which is significantly higher than NEFRX's 0.31% return. Over the past 10 years, LSFYX has outperformed NEFRX with an annualized return of 4.15%, while NEFRX has yielded a comparatively lower 2.17% annualized return.

LSFYX

• 1D: -0.13%
• 1M: 0.37%
• YTD: 1.31%
• 6M: 1.92%
• 1Y: 3.99%
• 3Y*: 7.10%
• 5Y*: 4.03%
• 10Y*: 4.15%

NEFRX

• 1D: 0.09%
• 1M: 0.45%
• YTD: 0.31%
• 6M: 0.08%
• 1Y: 5.38%
• 3Y*: 3.62%
• 5Y*: 0.04%
• 10Y*: 2.17%

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

LSFYX vs. NEFRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSFYX Loomis Sayles Senior Floating Rate and Fixed Income Fund	1.31%	4.80%	8.60%	9.78%	-5.52%	4.88%	1.47%	5.43%	0.40%	5.06%
NEFRX Loomis Sayles Core Plus Bond Fund	0.31%	7.24%	0.60%	5.91%	-12.94%	-1.68%	10.29%	8.76%	-0.86%	4.92%

Correlation

The correlation between LSFYX and NEFRX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (10Y) Calculated over the trailing 10-year period	0.12
Correlation (All Time) Calculated using the full available price history since Oct 3, 2011	0.14

Return for Risk

LSFYX vs. NEFRX — Risk / Return Rank

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

LSFYX

LSFYX Risk / Return Rank: 63
LSFYX Sharpe Ratio Rank: 37
LSFYX Sortino Ratio Rank: 77
LSFYX Omega Ratio Rank: 79
LSFYX Calmar Ratio Rank: 68
LSFYX Martin Ratio Rank: 51

NEFRX

NEFRX Risk / Return Rank: 31
NEFRX Sharpe Ratio Rank: 29
NEFRX Sortino Ratio Rank: 33
NEFRX Omega Ratio Rank: 29
NEFRX Calmar Ratio Rank: 35
NEFRX Martin Ratio Rank: 27

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.

LSFYX vs. NEFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX) and Loomis Sayles Core Plus Bond Fund (NEFRX). 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.

	LSFYX	NEFRX	Difference
Sharpe ratio: Return per unit of total volatility	1.77	1.55	+0.22
Sortino ratio: Return per unit of downside risk	3.70	2.40	+1.30
Omega ratio: Gain probability vs. loss probability	1.52	1.28	+0.23
Calmar ratio: Return relative to maximum drawdown	3.19	2.22	+0.97
Martin ratio: Return relative to average drawdown	10.48	6.44	+4.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LSFYX vs. NEFRX - Sharpe Ratio Comparison

The current LSFYX Sharpe Ratio is 1.77, which is comparable to the NEFRX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of LSFYX and NEFRX, 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

	LSFYX	NEFRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.77	1.55	+0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.40	0.01	+1.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.21	0.44	+0.77
Sharpe Ratio (All Time) Calculated using the full available price history	1.55	0.74	+0.81

Drawdowns

LSFYX vs. NEFRX - Drawdown Comparison

The maximum LSFYX drawdown since its inception was -20.67%, smaller than the maximum NEFRX drawdown of -25.45%. Use the drawdown chart below to compare losses from any high point for LSFYX and NEFRX.

Drawdown Indicators

	LSFYX	NEFRX	Difference
Max Drawdown Largest peak-to-trough decline	-20.67%	-25.45%	+4.78%
Max Drawdown (1Y) Largest decline over 1 year	-1.51%	-2.92%	+1.41%
Max Drawdown (3Y) Largest decline over 3 years	-2.95%	-7.95%	+5.00%
Max Drawdown (5Y) Largest decline over 5 years	-7.60%	-18.55%	+10.95%
Max Drawdown (10Y) Largest decline over 10 years	-20.67%	-18.76%	-1.91%
Current Drawdown Current decline from peak	-0.13%	-1.89%	+1.76%
Average Drawdown Average peak-to-trough decline	-1.14%	-3.97%	+2.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.60%	1.17%	-0.57%

Volatility

LSFYX vs. NEFRX - Volatility Comparison

The current volatility for Loomis Sayles Senior Floating Rate and Fixed Income Fund (LSFYX) is 0.74%, while Loomis Sayles Core Plus Bond Fund (NEFRX) has a volatility of 1.36%. This indicates that LSFYX experiences smaller price fluctuations and is considered to be less risky than NEFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LSFYX	NEFRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.74%	1.36%	-0.62%
Volatility (6M) Calculated over the trailing 6-month period	2.15%	2.73%	-0.58%
Volatility (1Y) Calculated over the trailing 1-year period	2.72%	4.19%	-1.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.00%	6.23%	-3.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.49%	5.04%	-1.55%

LSFYX vs. NEFRX - Expense Ratio Comparison

LSFYX has a 0.80% expense ratio, which is higher than NEFRX's 0.71% expense ratio.

Dividends

LSFYX vs. NEFRX - Dividend Comparison

LSFYX's dividend yield for the trailing twelve months is around 7.27%, more than NEFRX's 3.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LSFYX Loomis Sayles Senior Floating Rate and Fixed Income Fund	7.27%	7.09%	9.23%	6.81%	5.17%	3.87%	5.18%	6.46%	6.07%	5.67%	5.89%	6.23%
NEFRX Loomis Sayles Core Plus Bond Fund	3.61%	3.97%	3.90%	3.58%	3.10%	2.34%	4.04%	2.51%	2.87%	2.68%	3.17%	2.58%

Frequently Asked Questions

Can I hold both LSFYX and NEFRX in my portfolio?

LSFYX and NEFRX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LSFYX or NEFRX?

NEFRX has higher volatility (1.36%) compared to LSFYX (0.74%). In terms of maximum drawdown, LSFYX dropped -20.67% vs NEFRX's -25.45%.

Which has better risk-adjusted returns?

LSFYX currently has the higher Sharpe Ratio (1.77 vs 1.55), 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.