NEFHX vs. NEFSX

Last updated Aug 1, 2026

NEFHX (Loomis Sayles High Income Fund) and NEFSX (Natixis Funds Trust I U.S. Equity Opportunities Fund) are both mutual funds - NEFHX is a High Yield Bonds fund managed by Natixis, while NEFSX is a Large Cap Growth Equities fund managed by Natixis. Over the past 10 years, NEFHX returned 4.14%/yr vs 14.54%/yr for NEFSX. Their 0.41 correlation means their historical movements had little consistent relationship. NEFHX charges 1.01%/yr vs 1.14%/yr for NEFSX.

Performance

NEFHX vs. NEFSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles High Income Fund (NEFHX) and Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NEFHX achieves a 1.10% return, which is significantly higher than NEFSX's 0.61% return. Over the past 10 years, NEFHX has underperformed NEFSX with an annualized return of 4.14%, while NEFSX has yielded a comparatively higher 14.54% annualized return.

NEFHX

• 1D: 0.00%
• 1M: -0.57%
• 6M: 0.32%
• YTD: 1.10%
• 1Y: 3.71%
• 3Y*: 7.38%
• 5Y*: 2.19%
• 10Y*: 4.14%
• ALL TIME*: 3.92%

NEFSX

• 1D: 0.02%
• 1M: 0.35%
• 6M: 1.03%
• YTD: 0.61%
• 1Y: 7.46%
• 3Y*: 15.79%
• 5Y*: 10.55%
• 10Y*: 14.54%
• ALL TIME*: 11.63%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
NEFHX Loomis Sayles High Income Fund	$0.00	$0.00	$0.00
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund	$0.00	$0.00	$0.00

NEFHX vs. NEFSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NEFHX Loomis Sayles High Income Fund	1.10%	7.59%	8.77%	9.53%	-13.67%	2.87%	8.18%	11.95%	-3.47%	7.50%
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund	0.61%	17.23%	25.79%	37.13%	-21.15%	23.21%	22.12%	31.08%	-6.67%	26.28%

Correlation

The correlation between NEFHX and NEFSX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.57
Correlation (3Y) Balances recent behavior with more history.	0.51
Correlation (5Y) Shows whether the relationship held over a longer period.	0.57
Correlation (10Y) Provides a long-term view across more market conditions.	0.54
Correlation (All Time) Calculated using the full available price history since Jul 7, 1994	0.41

The correlation between NEFHX and NEFSX shifts across timeframes, from 0.41 (all time) to 0.57 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

NEFHX vs. NEFSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NEFHX

NEFHX Risk / Return Rank: 45
NEFHX Sharpe Ratio Rank: 40
NEFHX Sortino Ratio Rank: 42
NEFHX Omega Ratio Rank: 51
NEFHX Calmar Ratio Rank: 44
NEFHX Martin Ratio Rank: 48

NEFSX

NEFSX Risk / Return Rank: 15
NEFSX Sharpe Ratio Rank: 15
NEFSX Sortino Ratio Rank: 15
NEFSX Omega Ratio Rank: 15
NEFSX Calmar Ratio Rank: 15
NEFSX Martin Ratio Rank: 16

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NEFHX vs. NEFSX - 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 I U.S. Equity Opportunities Fund (NEFSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	NEFHX	NEFSX	Difference
Sharpe ratio: Return per unit of total volatility	1.21	0.60	+0.61
Sortino ratio: Return per unit of downside risk	1.82	0.91	+0.91
Omega ratio: Gain probability vs. loss probability	1.26	1.11	+0.14
Calmar ratio: Return relative to maximum drawdown	1.75	0.73	+1.02
Martin ratio: Return relative to average drawdown	6.86	2.21	+4.65

NEFHX vs. NEFSX - Sharpe Ratio Comparison

The current NEFHX Sharpe Ratio is 1.21, which is higher than the NEFSX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of NEFHX and NEFSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NEFHX vs. NEFSX - Drawdown Comparison

The maximum NEFHX drawdown since its inception was -43.09%, smaller than the maximum NEFSX drawdown of -55.83%. Use the drawdown chart below to compare losses from any high point for NEFHX and NEFSX.

Drawdown Indicators

	NEFHX	NEFSX	Difference
Max Drawdown Largest peak-to-trough decline	-43.09%	-55.83%	+12.74%
Max Drawdown (1Y) Largest decline over 1 year	-2.47%	-11.20%	+8.73%
Max Drawdown (3Y) Largest decline over 3 years	-4.63%	-19.58%	+14.95%
Max Drawdown (5Y) Largest decline over 5 years	-18.10%	-30.08%	+11.98%
Max Drawdown (10Y) Largest decline over 10 years	-21.84%	-32.27%	+10.43%
Current Drawdown Current decline from peak	-0.57%	-1.33%	+0.76%
Average Drawdown Average peak-to-trough decline	-7.92%	-11.70%	+3.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.59%	3.46%	-2.87%

Volatility

NEFHX vs. NEFSX - Volatility Comparison

The current volatility for Loomis Sayles High Income Fund (NEFHX) is 0.74%, while Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) has a volatility of 4.14%. This indicates that NEFHX experiences smaller price fluctuations and is considered to be less risky than NEFSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NEFHX	NEFSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.74%	4.14%	-3.40%
Volatility (6M) Calculated over the trailing 6-month period	2.63%	10.40%	-7.77%
Volatility (1Y) Calculated over the trailing 1-year period	3.57%	13.68%	-10.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.82%	19.64%	-13.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.09%	19.66%	-13.57%

NEFHX vs. NEFSX - Expense Ratio Comparison

NEFHX has a 1.01% expense ratio, which is lower than NEFSX's 1.14% expense ratio.

Dividends

NEFHX vs. NEFSX - Dividend Comparison

NEFHX's dividend yield for the trailing twelve months is around 5.10%, less than NEFSX's 9.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NEFHX Loomis Sayles High Income Fund	5.10%	4.79%	6.92%	7.56%	5.97%	4.27%	5.14%	4.93%	4.91%	4.42%	3.32%	5.93%
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund	9.25%	5.92%	6.38%	8.13%	18.10%	11.12%	13.07%	10.85%	11.18%	3.55%	1.88%	5.09%

Frequently Asked Questions

Can I hold both NEFHX and NEFSX in my portfolio?

NEFHX and NEFSX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NEFHX or NEFSX?

NEFSX has higher volatility (4.14%) compared to NEFHX (0.74%). In terms of maximum drawdown, NEFHX dropped -43.09% vs NEFSX's -55.83%.

Which has better risk-adjusted returns?

NEFHX currently has the higher Sharpe Ratio (1.21 vs 0.60), 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.