NEFJX vs. LSGRX
NEFJX (Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund) and LSGRX (Loomis Sayles Growth Fund) are both mutual funds - NEFJX is a Small Cap Blend Equities fund managed by Natixis, while LSGRX is a Large Cap Growth Equities fund managed by Natixis. Over the past 10 years, NEFJX returned 10.16%/yr vs 15.08%/yr for LSGRX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. NEFJX charges 1.25%/yr vs 0.64%/yr for LSGRX.
Performance
NEFJX vs. LSGRX - Performance Comparison
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Returns By Period
In the year-to-date period, NEFJX achieves a 11.76% return, which is significantly higher than LSGRX's -6.38% return. Over the past 10 years, NEFJX has underperformed LSGRX with an annualized return of 10.16%, while LSGRX has yielded a comparatively higher 15.08% annualized return.
NEFJX
- 1D
- 0.53%
- 1M
- 0.00%
- 6M
- 5.72%
- YTD
- 11.76%
- 1Y
- 23.30%
- 3Y*
- 11.50%
- 5Y*
- 10.30%
- 10Y*
- 10.16%
- ALL TIME*
- 9.46%
LSGRX
- 1D
- 0.97%
- 1M
- -2.45%
- 6M
- -5.84%
- YTD
- -6.38%
- 1Y
- -1.65%
- 3Y*
- 14.79%
- 5Y*
- 10.02%
- 10Y*
- 15.08%
- ALL TIME*
- 9.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
NEFJX vs. LSGRX - 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 | 11.76% | 12.15% | 4.56% | 24.82% | -10.19% | 30.44% | 8.93% | 24.67% | -15.16% | 6.32% |
LSGRX Loomis Sayles Growth Fund | -6.38% | 14.01% | 35.21% | 51.30% | -27.86% | 18.68% | 31.76% | 31.73% | -2.56% | 32.63% |
Correlation
The correlation between NEFJX and LSGRX is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1996 | 0.79 |
Over the past year, the correlation between NEFJX and LSGRX has dropped to 0.38 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
NEFJX vs. LSGRX — Risk / Return Rank
NEFJX
LSGRX
NEFJX vs. LSGRX - 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 Loomis Sayles Growth Fund (LSGRX). 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 | LSGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.00 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | -0.12 | +2.58 |
| Martin ratioReturn relative to average drawdown | 8.16 | -0.32 | +8.48 |
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Drawdowns
NEFJX vs. LSGRX - Drawdown Comparison
The maximum NEFJX drawdown since its inception was -65.58%, roughly equal to the maximum LSGRX drawdown of -63.63%. Use the drawdown chart below to compare losses from any high point for NEFJX and LSGRX.
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Drawdown Indicators
| NEFJX | LSGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -63.63% | -1.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.17% | -17.83% | +7.66% |
Max Drawdown (3Y)Largest decline over 3 years | -25.88% | -27.33% | +1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -25.88% | -34.69% | +8.81% |
Max Drawdown (10Y)Largest decline over 10 years | -40.97% | -34.69% | -6.28% |
Current DrawdownCurrent decline from peak | -1.44% | -9.51% | +8.07% |
Average DrawdownAverage peak-to-trough decline | -15.14% | -17.91% | +2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 6.33% | -3.37% |
Volatility
NEFJX vs. LSGRX - Volatility Comparison
The current volatility for Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund (NEFJX) is 3.64%, while Loomis Sayles Growth Fund (LSGRX) has a volatility of 5.34%. This indicates that NEFJX experiences smaller price fluctuations and is considered to be less risky than LSGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFJX | LSGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 5.34% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.29% | 13.82% | -2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 18.11% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.58% | 22.90% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.99% | 20.98% | +1.01% |
NEFJX vs. LSGRX - Expense Ratio Comparison
NEFJX has a 1.25% expense ratio, which is higher than LSGRX's 0.64% expense ratio.
Dividends
NEFJX vs. LSGRX - Dividend Comparison
NEFJX's dividend yield for the trailing twelve months is around 7.45%, more than LSGRX's 2.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSGRX Loomis Sayles Growth Fund | 2.37% | 2.22% | 5.62% | 6.02% | 16.47% | 4.73% | 4.41% | 2.70% | 5.82% | 2.41% | 1.48% | 0.54% |
NEFJX Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund | 7.45% | 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 LSGRX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGRX has higher volatility (5.34%) compared to NEFJX (3.64%). In terms of maximum drawdown, NEFJX dropped -65.58% vs LSGRX's -63.63%.
NEFJX currently has the higher Sharpe Ratio (1.50 vs -0.12), 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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