NEFJX vs. NEFRX
NEFJX (Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund) and NEFRX (Loomis Sayles Core Plus Bond Fund) are both mutual funds - NEFJX is a Small Cap Blend Equities fund managed by Natixis, while NEFRX is a Intermediate Core-Plus Bond fund managed by Natixis. Over the past 10 years, NEFJX returned 10.16%/yr vs 1.76%/yr for NEFRX. Their -0.05 correlation means they have often moved in opposite directions in the past. NEFJX charges 1.25%/yr vs 0.71%/yr for NEFRX.
Performance
NEFJX vs. NEFRX - 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 NEFRX's -0.90% return. Over the past 10 years, NEFJX has outperformed NEFRX with an annualized return of 10.16%, while NEFRX has yielded a comparatively lower 1.76% 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%
NEFRX
- 1D
- 0.09%
- 1M
- -0.87%
- 6M
- -1.35%
- YTD
- -0.90%
- 1Y
- 2.47%
- 3Y*
- 3.22%
- 5Y*
- -0.51%
- 10Y*
- 1.76%
- ALL TIME*
- 4.18%
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. NEFRX - 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% |
NEFRX Loomis Sayles Core Plus Bond Fund | -0.90% | 7.24% | 0.60% | 5.91% | -12.94% | -1.68% | 10.29% | 8.76% | -0.86% | 4.92% |
Correlation
The correlation between NEFJX and NEFRX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1996 | -0.05 |
The correlation between NEFJX and NEFRX shifts across timeframes, from -0.05 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NEFJX vs. NEFRX — Risk / Return Rank
NEFJX
NEFRX
NEFJX vs. NEFRX - 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 Core Plus Bond Fund (NEFRX). 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 | NEFRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.12 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 0.96 | +1.51 |
| Martin ratioReturn relative to average drawdown | 8.16 | 2.21 | +5.95 |
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Drawdowns
NEFJX vs. NEFRX - Drawdown Comparison
The maximum NEFJX drawdown since its inception was -65.58%, which is greater than NEFRX's maximum drawdown of -25.45%. Use the drawdown chart below to compare losses from any high point for NEFJX and NEFRX.
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Drawdown Indicators
| NEFJX | NEFRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -25.45% | -40.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.17% | -3.00% | -7.17% |
Max Drawdown (3Y)Largest decline over 3 years | -25.88% | -6.62% | -19.26% |
Max Drawdown (5Y)Largest decline over 5 years | -25.88% | -18.55% | -7.33% |
Max Drawdown (10Y)Largest decline over 10 years | -40.97% | -18.76% | -22.21% |
Current DrawdownCurrent decline from peak | -1.44% | -3.08% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -15.14% | -3.96% | -11.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 1.22% | +1.74% |
Volatility
NEFJX vs. NEFRX - Volatility Comparison
Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund (NEFJX) has a higher volatility of 3.64% compared to Loomis Sayles Core Plus Bond Fund (NEFRX) at 1.08%. This indicates that NEFJX's price experiences larger fluctuations and is considered to be riskier than NEFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFJX | NEFRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 1.08% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.29% | 2.93% | +8.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 4.08% | +12.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.58% | 6.26% | +14.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.99% | 5.05% | +16.94% |
NEFJX vs. NEFRX - Expense Ratio Comparison
NEFJX has a 1.25% expense ratio, which is higher than NEFRX's 0.71% expense ratio.
Dividends
NEFJX vs. NEFRX - Dividend Comparison
NEFJX's dividend yield for the trailing twelve months is around 7.45%, more than NEFRX's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NEFRX Loomis Sayles Core Plus Bond Fund | 3.68% | 3.97% | 3.90% | 3.58% | 3.10% | 2.34% | 4.04% | 2.51% | 2.87% | 2.68% | 3.17% | 2.58% |
Frequently Asked Questions
NEFJX and NEFRX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEFJX has higher volatility (3.64%) compared to NEFRX (1.08%). In terms of maximum drawdown, NEFJX dropped -65.58% vs NEFRX's -25.45%.
NEFJX currently has the higher Sharpe Ratio (1.50 vs 0.71), 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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