NEFJX vs. BOSOX
NEFJX (Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund) and BOSOX (Boston Trust Small Cap Fund) are both Small Cap Blend Equities funds. Over the past 10 years, NEFJX returned 10.51%/yr vs 10.86%/yr for BOSOX. Their correlation of 0.92 suggests significant overlap in exposure. NEFJX charges 1.25%/yr vs 1.00%/yr for BOSOX.
Performance
NEFJX vs. BOSOX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with NEFJX having a 9.78% return and BOSOX slightly higher at 10.07%. Both investments have delivered pretty close results over the past 10 years, with NEFJX having a 10.51% annualized return and BOSOX not far ahead at 10.86%.
NEFJX
- 1D
- 0.00%
- 1M
- 1.56%
- YTD
- 9.78%
- 6M
- 7.54%
- 1Y
- 27.03%
- 3Y*
- 13.59%
- 5Y*
- 9.49%
- 10Y*
- 10.51%
BOSOX
- 1D
- -0.16%
- 1M
- 3.75%
- YTD
- 10.07%
- 6M
- 7.35%
- 1Y
- 10.15%
- 3Y*
- 9.16%
- 5Y*
- 5.72%
- 10Y*
- 10.86%
NEFJX vs. BOSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEFJX Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund | 9.78% | 12.15% | 4.56% | 24.82% | -10.19% | 30.44% | 8.93% | 24.67% | -15.16% | 6.32% |
BOSOX Boston Trust Small Cap Fund | 10.07% | -4.04% | 12.52% | 10.09% | -9.05% | 28.10% | 8.27% | 38.35% | -6.01% | 12.24% |
Correlation
The correlation between NEFJX and BOSOX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2005 | 0.92 |
The correlation between NEFJX and BOSOX shifts across timeframes, from 0.75 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NEFJX vs. BOSOX — Risk / Return Rank
NEFJX
BOSOX
NEFJX vs. BOSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund (NEFJX) and Boston Trust Small Cap Fund (BOSOX). 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.
| NEFJX | BOSOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.14 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 1.12 | +2.14 |
| Martin ratioReturn relative to average drawdown | 10.88 | 3.38 | +7.49 |
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Drawdowns
NEFJX vs. BOSOX - Drawdown Comparison
The maximum NEFJX drawdown since its inception was -65.58%, which is greater than BOSOX's maximum drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for NEFJX and BOSOX.
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Drawdown Indicators
| NEFJX | BOSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -51.32% | -14.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.17% | -10.69% | +0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -25.88% | -22.36% | -3.52% |
Max Drawdown (5Y)Largest decline over 5 years | -25.88% | -22.36% | -3.52% |
Max Drawdown (10Y)Largest decline over 10 years | -40.97% | -36.79% | -4.18% |
Current DrawdownCurrent decline from peak | -1.10% | -3.66% | +2.56% |
Average DrawdownAverage peak-to-trough decline | -15.19% | -7.27% | -7.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.54% | -0.61% |
Volatility
NEFJX vs. BOSOX - Volatility Comparison
Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund (NEFJX) has a higher volatility of 5.06% compared to Boston Trust Small Cap Fund (BOSOX) at 3.93%. This indicates that NEFJX's price experiences larger fluctuations and is considered to be riskier than BOSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFJX | BOSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 3.93% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.72% | 10.26% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.38% | 15.22% | +2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.71% | 17.82% | +2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.05% | 19.57% | +2.48% |
NEFJX vs. BOSOX - Expense Ratio Comparison
NEFJX has a 1.25% expense ratio, which is higher than BOSOX's 1.00% expense ratio.
Dividends
NEFJX vs. BOSOX - Dividend Comparison
NEFJX's dividend yield for the trailing twelve months is around 7.59%, more than BOSOX's 4.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOSOX Boston Trust Small Cap Fund | 4.01% | 4.41% | 6.52% | 0.78% | 5.09% | 8.93% | 2.56% | 12.46% | 16.19% | 9.13% | 3.14% | 18.92% |
NEFJX Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund | 7.59% | 5.82% | 1.42% | 0.29% | 5.96% | 21.29% | 0.55% | 0.70% | 27.90% | 12.20% | 7.42% | 16.34% |
Frequently Asked Questions
NEFJX and BOSOX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEFJX has higher volatility (5.06%) compared to BOSOX (3.93%). In terms of maximum drawdown, NEFJX dropped -65.58% vs BOSOX's -51.32%.
NEFJX currently has the higher Sharpe Ratio (1.91 vs 0.79), 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.
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