NEFHX vs. CRDOX
Compare and contrast key facts about Loomis Sayles High Income Fund (NEFHX) and Six Circles Credit Opportunities Fund (CRDOX).
NEFHX is managed by Natixis. It was launched on Feb 22, 1984. CRDOX is managed by Six Circles. It was launched on Nov 22, 2020.
Performance
NEFHX vs. CRDOX - Performance Comparison
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NEFHX vs. CRDOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NEFHX Loomis Sayles High Income Fund | -1.05% | 7.59% | 8.77% | 9.53% | -13.67% | 2.87% | 2.73% |
CRDOX Six Circles Credit Opportunities Fund | -1.45% | 7.48% | 8.69% | 8.06% | -10.62% | 2.66% | 1.71% |
Returns By Period
In the year-to-date period, NEFHX achieves a -1.05% return, which is significantly higher than CRDOX's -1.45% return.
NEFHX
- 1D
- 0.56%
- 1M
- -1.01%
- YTD
- -1.05%
- 6M
- -0.58%
- 1Y
- 5.42%
- 3Y*
- 7.53%
- 5Y*
- 2.27%
- 10Y*
- 4.77%
CRDOX
- 1D
- 0.34%
- 1M
- -2.43%
- YTD
- -1.45%
- 6M
- 0.10%
- 1Y
- 6.40%
- 3Y*
- 6.56%
- 5Y*
- 2.70%
- 10Y*
- —
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NEFHX vs. CRDOX - Expense Ratio Comparison
NEFHX has a 1.01% expense ratio, which is higher than CRDOX's 0.29% expense ratio.
Return for Risk
NEFHX vs. CRDOX — Risk / Return Rank
NEFHX
CRDOX
NEFHX vs. CRDOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles High Income Fund (NEFHX) and Six Circles Credit Opportunities Fund (CRDOX). 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.
| NEFHX | CRDOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 2.04 | -0.80 |
Sortino ratioReturn per unit of downside risk | 1.67 | 2.80 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.47 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.81 | -0.73 |
Martin ratioReturn relative to average drawdown | 4.47 | 8.08 | -3.61 |
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
| NEFHX | CRDOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.04 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.66 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.72 | -0.29 |
Correlation
The correlation between NEFHX and CRDOX is 0.71, 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
NEFHX vs. CRDOX - Dividend Comparison
NEFHX's dividend yield for the trailing twelve months is around 4.50%, less than CRDOX's 6.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEFHX Loomis Sayles High Income Fund | 4.50% | 4.79% | 6.92% | 7.56% | 5.97% | 4.27% | 5.14% | 4.93% | 4.91% | 4.42% | 3.32% | 5.93% |
CRDOX Six Circles Credit Opportunities Fund | 6.34% | 5.18% | 6.96% | 6.86% | 5.82% | 2.73% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NEFHX vs. CRDOX - Drawdown Comparison
The maximum NEFHX drawdown since its inception was -43.09%, which is greater than CRDOX's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for NEFHX and CRDOX.
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Drawdown Indicators
| NEFHX | CRDOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.09% | -15.92% | -27.17% |
Max Drawdown (1Y)Largest decline over 1 year | -3.34% | -3.14% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -18.10% | -15.92% | -2.18% |
Max Drawdown (10Y)Largest decline over 10 years | -21.84% | — | — |
Current DrawdownCurrent decline from peak | -1.84% | -2.81% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -3.63% | -4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 0.70% | +0.42% |
Volatility
NEFHX vs. CRDOX - Volatility Comparison
Loomis Sayles High Income Fund (NEFHX) has a higher volatility of 1.61% compared to Six Circles Credit Opportunities Fund (CRDOX) at 1.44%. This indicates that NEFHX's price experiences larger fluctuations and is considered to be riskier than CRDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFHX | CRDOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 1.44% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 2.19% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.39% | 3.28% | +2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.80% | 4.11% | +1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.16% | 4.04% | +2.12% |