NEFHX vs. NEFOX
Compare and contrast key facts about Loomis Sayles High Income Fund (NEFHX) and Natixis Funds Trust II Oakmark Fund (NEFOX).
NEFHX is managed by Natixis. It was launched on Feb 22, 1984. NEFOX is managed by Natixis. It was launched on May 6, 1931.
Performance
NEFHX vs. NEFOX - Performance Comparison
Loading graphics...
NEFHX vs. NEFOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEFHX Loomis Sayles High Income Fund | -1.05% | 7.59% | 8.77% | 9.53% | -13.67% | 2.87% | 8.18% | 11.95% | -3.47% | 7.50% |
NEFOX Natixis Funds Trust II Oakmark Fund | -2.41% | 14.77% | 15.71% | 30.96% | -13.02% | 33.94% | 13.08% | 26.76% | -13.01% | 20.76% |
Returns By Period
In the year-to-date period, NEFHX achieves a -1.05% return, which is significantly higher than NEFOX's -2.41% return. Over the past 10 years, NEFHX has underperformed NEFOX with an annualized return of 4.77%, while NEFOX has yielded a comparatively higher 13.46% annualized 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%
NEFOX
- 1D
- 1.79%
- 1M
- -3.60%
- YTD
- -2.41%
- 6M
- 2.33%
- 1Y
- 10.73%
- 3Y*
- 16.29%
- 5Y*
- 11.03%
- 10Y*
- 13.46%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NEFHX vs. NEFOX - Expense Ratio Comparison
NEFHX has a 1.01% expense ratio, which is lower than NEFOX's 1.05% expense ratio.
Return for Risk
NEFHX vs. NEFOX — Risk / Return Rank
NEFHX
NEFOX
NEFHX vs. NEFOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles High Income Fund (NEFHX) and Natixis Funds Trust II Oakmark Fund (NEFOX). 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 | NEFOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.62 | +0.62 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.04 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.14 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 0.36 | +0.72 |
Martin ratioReturn relative to average drawdown | 4.47 | 1.32 | +3.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NEFHX | NEFOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.62 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.60 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.66 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.36 | +0.06 |
Correlation
The correlation between NEFHX and NEFOX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
NEFHX vs. NEFOX - Dividend Comparison
NEFHX's dividend yield for the trailing twelve months is around 4.50%, less than NEFOX's 7.32% 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% |
NEFOX Natixis Funds Trust II Oakmark Fund | 7.32% | 7.14% | 6.85% | 3.62% | 17.00% | 7.02% | 9.21% | 9.34% | 10.83% | 4.19% | 3.66% | 4.01% |
Drawdowns
NEFHX vs. NEFOX - Drawdown Comparison
The maximum NEFHX drawdown since its inception was -43.09%, smaller than the maximum NEFOX drawdown of -62.35%. Use the drawdown chart below to compare losses from any high point for NEFHX and NEFOX.
Loading graphics...
Drawdown Indicators
| NEFHX | NEFOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.09% | -62.35% | +19.26% |
Max Drawdown (1Y)Largest decline over 1 year | -3.34% | -13.32% | +9.98% |
Max Drawdown (5Y)Largest decline over 5 years | -18.10% | -23.56% | +5.46% |
Max Drawdown (10Y)Largest decline over 10 years | -21.84% | -41.01% | +19.17% |
Current DrawdownCurrent decline from peak | -1.84% | -5.00% | +3.16% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -12.52% | +4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 4.74% | -3.62% |
Volatility
NEFHX vs. NEFOX - Volatility Comparison
The current volatility for Loomis Sayles High Income Fund (NEFHX) is 1.61%, while Natixis Funds Trust II Oakmark Fund (NEFOX) has a volatility of 4.46%. This indicates that NEFHX experiences smaller price fluctuations and is considered to be less risky than NEFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NEFHX | NEFOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 4.46% | -2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 10.53% | -7.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.39% | 20.90% | -15.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.80% | 19.28% | -13.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.16% | 20.88% | -14.72% |