NEFHX vs. FIQTX
Compare and contrast key facts about Loomis Sayles High Income Fund (NEFHX) and Fidelity Advisor High Income Advantage Fund Class Z (FIQTX).
NEFHX is managed by Natixis. It was launched on Feb 22, 1984. FIQTX is managed by Fidelity. It was launched on Oct 2, 2018.
Performance
NEFHX vs. FIQTX - Performance Comparison
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NEFHX vs. FIQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NEFHX Loomis Sayles High Income Fund | -1.05% | 7.59% | 8.77% | 9.53% | -13.67% | 2.87% | 8.18% | 11.95% | -4.10% |
FIQTX Fidelity Advisor High Income Advantage Fund Class Z | 0.47% | 12.17% | 10.38% | 12.37% | -11.16% | 11.13% | 9.06% | 17.93% | -6.84% |
Returns By Period
In the year-to-date period, NEFHX achieves a -1.05% return, which is significantly lower than FIQTX's 0.47% 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%
FIQTX
- 1D
- 1.21%
- 1M
- -1.84%
- YTD
- 0.47%
- 6M
- 1.90%
- 1Y
- 13.62%
- 3Y*
- 10.49%
- 5Y*
- 5.80%
- 10Y*
- —
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NEFHX vs. FIQTX - Expense Ratio Comparison
NEFHX has a 1.01% expense ratio, which is higher than FIQTX's 0.64% expense ratio.
Return for Risk
NEFHX vs. FIQTX — Risk / Return Rank
NEFHX
FIQTX
NEFHX vs. FIQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles High Income Fund (NEFHX) and Fidelity Advisor High Income Advantage Fund Class Z (FIQTX). 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 | FIQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 2.08 | -0.84 |
Sortino ratioReturn per unit of downside risk | 1.67 | 2.90 | -1.24 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.44 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 3.30 | -2.21 |
Martin ratioReturn relative to average drawdown | 4.47 | 14.47 | -10.00 |
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
| NEFHX | FIQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.08 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.92 | -0.51 |
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 | 0.83 | -0.41 |
Correlation
The correlation between NEFHX and FIQTX is 0.72, 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. FIQTX - Dividend Comparison
NEFHX's dividend yield for the trailing twelve months is around 4.50%, more than FIQTX's 4.44% 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% |
FIQTX Fidelity Advisor High Income Advantage Fund Class Z | 4.44% | 4.83% | 5.06% | 4.79% | 7.43% | 5.01% | 3.80% | 4.61% | 2.54% | 0.00% | 0.00% | 0.00% |
Drawdowns
NEFHX vs. FIQTX - Drawdown Comparison
The maximum NEFHX drawdown since its inception was -43.09%, which is greater than FIQTX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for NEFHX and FIQTX.
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Drawdown Indicators
| NEFHX | FIQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.09% | -28.49% | -14.60% |
Max Drawdown (1Y)Largest decline over 1 year | -3.34% | -4.34% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -18.10% | -15.16% | -2.94% |
Max Drawdown (10Y)Largest decline over 10 years | -21.84% | — | — |
Current DrawdownCurrent decline from peak | -1.84% | -1.95% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -3.37% | -4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 0.99% | +0.13% |
Volatility
NEFHX vs. FIQTX - Volatility Comparison
The current volatility for Loomis Sayles High Income Fund (NEFHX) is 1.61%, while Fidelity Advisor High Income Advantage Fund Class Z (FIQTX) has a volatility of 2.65%. This indicates that NEFHX experiences smaller price fluctuations and is considered to be less risky than FIQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFHX | FIQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 2.65% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 4.31% | -1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.39% | 6.72% | -1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.80% | 6.32% | -0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.16% | 8.40% | -2.24% |