MFHQX vs. NEFRX
Compare and contrast key facts about BlackRock Total Return Fund (MFHQX) and Loomis Sayles Core Plus Bond Fund (NEFRX).
MFHQX is managed by BlackRock. It was launched on Dec 7, 2001. NEFRX is managed by Natixis. It was launched on Nov 7, 1973.
Performance
MFHQX vs. NEFRX - Performance Comparison
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MFHQX vs. NEFRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFHQX BlackRock Total Return Fund | -0.77% | 7.16% | 0.09% | 4.60% | -15.06% | -1.65% | 7.85% | 8.74% | -1.86% | 3.07% |
NEFRX Loomis Sayles Core Plus Bond Fund | -0.38% | 7.24% | 0.60% | 5.91% | -12.94% | -1.68% | 10.29% | 8.76% | -0.86% | 4.92% |
Returns By Period
In the year-to-date period, MFHQX achieves a -0.77% return, which is significantly lower than NEFRX's -0.38% return. Over the past 10 years, MFHQX has underperformed NEFRX with an annualized return of 1.00%, while NEFRX has yielded a comparatively higher 2.28% annualized return.
MFHQX
- 1D
- 0.20%
- 1M
- -3.70%
- YTD
- -0.77%
- 6M
- -0.04%
- 1Y
- 3.43%
- 3Y*
- 2.44%
- 5Y*
- -0.91%
- 10Y*
- 1.00%
NEFRX
- 1D
- 0.26%
- 1M
- -1.88%
- YTD
- -0.38%
- 6M
- 0.27%
- 1Y
- 3.58%
- 3Y*
- 3.15%
- 5Y*
- 0.05%
- 10Y*
- 2.28%
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MFHQX vs. NEFRX - Expense Ratio Comparison
MFHQX has a 1.45% expense ratio, which is higher than NEFRX's 0.71% expense ratio.
Return for Risk
MFHQX vs. NEFRX — Risk / Return Rank
MFHQX
NEFRX
MFHQX vs. NEFRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Total Return Fund (MFHQX) 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.
| MFHQX | NEFRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.98 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.42 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 2.22 | -1.24 |
Martin ratioReturn relative to average drawdown | 3.34 | 7.31 | -3.96 |
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
| MFHQX | NEFRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.98 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.01 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.46 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.73 | -0.33 |
Correlation
The correlation between MFHQX and NEFRX is 0.84, 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
MFHQX vs. NEFRX - Dividend Comparison
MFHQX's dividend yield for the trailing twelve months is around 3.49%, less than NEFRX's 3.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFHQX BlackRock Total Return Fund | 3.49% | 3.83% | 3.28% | 2.85% | 1.95% | 1.50% | 5.22% | 2.20% | 2.33% | 1.99% | 1.82% | 2.40% |
NEFRX Loomis Sayles Core Plus Bond Fund | 3.63% | 3.97% | 3.90% | 3.58% | 3.10% | 2.34% | 4.04% | 2.51% | 2.87% | 2.68% | 3.17% | 2.58% |
Drawdowns
MFHQX vs. NEFRX - Drawdown Comparison
The maximum MFHQX drawdown since its inception was -20.45%, smaller than the maximum NEFRX drawdown of -25.45%. Use the drawdown chart below to compare losses from any high point for MFHQX and NEFRX.
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Drawdown Indicators
| MFHQX | NEFRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.45% | -25.45% | +5.00% |
Max Drawdown (1Y)Largest decline over 1 year | -4.28% | -3.12% | -1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -20.21% | -18.55% | -1.66% |
Max Drawdown (10Y)Largest decline over 10 years | -20.31% | -18.76% | -1.55% |
Current DrawdownCurrent decline from peak | -7.00% | -2.57% | -4.43% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -3.97% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 0.95% | +0.30% |
Volatility
MFHQX vs. NEFRX - Volatility Comparison
BlackRock Total Return Fund (MFHQX) has a higher volatility of 2.29% compared to Loomis Sayles Core Plus Bond Fund (NEFRX) at 1.52%. This indicates that MFHQX's price experiences larger fluctuations and is considered to be riskier than NEFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFHQX | NEFRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.29% | 1.52% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 3.29% | 2.85% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.96% | 4.99% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.21% | 6.20% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.08% | 5.02% | +0.06% |