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NEFHX vs. NEFSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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NEFHX vs. NEFSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEFHX
Loomis Sayles High Income Fund
-1.59%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
-9.40%17.23%25.79%37.13%-21.15%23.21%22.12%31.08%-6.67%26.28%

Returns By Period

In the year-to-date period, NEFHX achieves a -1.59% return, which is significantly higher than NEFSX's -9.40% return. Over the past 10 years, NEFHX has underperformed NEFSX with an annualized return of 4.72%, while NEFSX has yielded a comparatively higher 14.19% annualized return.


NEFHX

1D
0.08%
1M
-2.35%
YTD
-1.59%
6M
-1.13%
1Y
4.84%
3Y*
7.33%
5Y*
2.21%
10Y*
4.72%

NEFSX

1D
0.19%
1M
-7.24%
YTD
-9.40%
6M
-7.38%
1Y
9.45%
3Y*
17.64%
5Y*
10.37%
10Y*
14.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEFHX vs. NEFSX - Expense Ratio Comparison

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


Return for Risk

NEFHX vs. NEFSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NEFHX
NEFHX Risk / Return Rank: 4141
Overall Rank
NEFHX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
NEFHX Sortino Ratio Rank: 3636
Sortino Ratio Rank
NEFHX Omega Ratio Rank: 5353
Omega Ratio Rank
NEFHX Calmar Ratio Rank: 3535
Calmar Ratio Rank
NEFHX Martin Ratio Rank: 3737
Martin Ratio Rank

NEFSX
NEFSX Risk / Return Rank: 1515
Overall Rank
NEFSX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
NEFSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
NEFSX Omega Ratio Rank: 1919
Omega Ratio Rank
NEFSX Calmar Ratio Rank: 88
Calmar Ratio Rank
NEFSX Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


NEFHXNEFSXDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.46

+0.44

Sortino ratio

Return per unit of downside risk

1.20

0.83

+0.38

Omega ratio

Gain probability vs. loss probability

1.21

1.11

+0.10

Calmar ratio

Return relative to maximum drawdown

0.96

0.13

+0.83

Martin ratio

Return relative to average drawdown

3.98

0.44

+3.53

NEFHX vs. NEFSX - Sharpe Ratio Comparison

The current NEFHX Sharpe Ratio is 0.90, which is higher than the NEFSX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of NEFHX and NEFSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NEFHXNEFSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.46

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.55

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.74

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.58

-0.16

Correlation

The correlation between NEFHX and NEFSX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NEFHX vs. NEFSX - Dividend Comparison

NEFHX's dividend yield for the trailing twelve months is around 4.52%, less than NEFSX's 6.54% yield.


TTM20252024202320222021202020192018201720162015
NEFHX
Loomis Sayles High Income Fund
4.52%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
6.54%5.92%6.38%8.13%18.10%11.12%13.07%10.85%11.18%3.55%1.88%5.09%

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.


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Drawdown Indicators


NEFHXNEFSXDifference

Max Drawdown

Largest peak-to-trough decline

-43.09%

-55.83%

+12.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-12.85%

+9.51%

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

-2.39%

-11.04%

+8.65%

Average Drawdown

Average peak-to-trough decline

-7.98%

-11.79%

+3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

5.56%

-4.45%

Volatility

NEFHX vs. NEFSX - Volatility Comparison

The current volatility for Loomis Sayles High Income Fund (NEFHX) is 1.52%, while Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) has a volatility of 4.10%. 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.


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Volatility by Period


NEFHXNEFSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

4.10%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

9.87%

-7.17%

Volatility (1Y)

Calculated over the trailing 1-year period

5.37%

21.14%

-15.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.80%

19.60%

-13.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.15%

19.70%

-13.55%