NEFJX vs. NEFSX

Last updated Jun 4, 2026

NEFJX (Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund) and NEFSX (Natixis Funds Trust I U.S. Equity Opportunities Fund) are both mutual funds - NEFJX is a Small Cap Blend Equities fund managed by Natixis, while NEFSX is a Large Cap Growth Equities fund managed by Natixis. Over the past 10 years, NEFJX returned 10.00%/yr vs 15.08%/yr for NEFSX. Their correlation of 0.89 suggests significant overlap in exposure. NEFJX charges 1.25%/yr vs 1.14%/yr for NEFSX.

Performance

NEFJX vs. NEFSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund (NEFJX) 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, NEFJX achieves a 8.09% return, which is significantly higher than NEFSX's 0.81% return. Over the past 10 years, NEFJX has underperformed NEFSX with an annualized return of 10.00%, while NEFSX has yielded a comparatively higher 15.08% annualized return.

NEFJX

• 1D: 1.39%
• 1M: -0.82%
• YTD: 8.09%
• 6M: 7.27%
• 1Y: 27.58%
• 3Y*: 13.67%
• 5Y*: 8.63%
• 10Y*: 10.00%

NEFSX

• 1D: -1.13%
• 1M: 2.39%
• YTD: 0.81%
• 6M: 2.20%
• 1Y: 14.35%
• 3Y*: 19.30%
• 5Y*: 10.95%
• 10Y*: 15.08%

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

NEFJX vs. NEFSX - 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	8.09%	12.15%	4.56%	24.82%	-10.19%	30.44%	8.93%	24.67%	-15.16%	6.32%
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund	0.81%	17.23%	25.79%	37.13%	-21.15%	23.21%	22.12%	31.08%	-6.67%	26.28%

Correlation

The correlation between NEFJX and NEFSX is 0.57, 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	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997	0.89

Over the past year, the correlation between NEFJX and NEFSX has dropped to 0.57 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.

Return for Risk

NEFJX vs. NEFSX — Risk / Return Rank

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

NEFJX

NEFJX Risk / Return Rank: 52
NEFJX Sharpe Ratio Rank: 45
NEFJX Sortino Ratio Rank: 48
NEFJX Omega Ratio Rank: 39
NEFJX Calmar Ratio Rank: 73
NEFJX Martin Ratio Rank: 56

NEFSX

NEFSX Risk / Return Rank: 22
NEFSX Sharpe Ratio Rank: 24
NEFSX Sortino Ratio Rank: 23
NEFSX Omega Ratio Rank: 23
NEFSX Calmar Ratio Rank: 20
NEFSX Martin Ratio Rank: 19

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.

NEFJX vs. NEFSX - 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 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.

	NEFJX	NEFSX	Difference
Sharpe ratio: Return per unit of total volatility	1.98	1.40	+0.57
Sortino ratio: Return per unit of downside risk	2.92	2.00	+0.92
Omega ratio: Gain probability vs. loss probability	1.33	1.25	+0.09
Calmar ratio: Return relative to maximum drawdown	3.34	1.63	+1.71
Martin ratio: Return relative to average drawdown	11.29	5.12	+6.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NEFJX vs. NEFSX - Sharpe Ratio Comparison

The current NEFJX Sharpe Ratio is 1.98, which is higher than the NEFSX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of NEFJX 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.

Sharpe Ratios by Period

	NEFJX	NEFSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.98	1.40	+0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	0.58	-0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	0.78	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.60	-0.17

Drawdowns

NEFJX vs. NEFSX - Drawdown Comparison

The maximum NEFJX drawdown since its inception was -65.58%, which is greater than NEFSX's maximum drawdown of -55.83%. Use the drawdown chart below to compare losses from any high point for NEFJX and NEFSX.

Drawdown Indicators

	NEFJX	NEFSX	Difference
Max Drawdown Largest peak-to-trough decline	-65.58%	-55.83%	-9.75%
Max Drawdown (1Y) Largest decline over 1 year	-10.17%	-11.20%	+1.03%
Max Drawdown (3Y) Largest decline over 3 years	-25.88%	-19.58%	-6.30%
Max Drawdown (5Y) Largest decline over 5 years	-25.88%	-30.08%	+4.20%
Max Drawdown (10Y) Largest decline over 10 years	-40.97%	-32.27%	-8.70%
Current Drawdown Current decline from peak	-2.61%	-1.13%	-1.48%
Average Drawdown Average peak-to-trough decline	-15.21%	-11.75%	-3.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.88%	3.86%	-0.98%

Volatility

NEFJX vs. NEFSX - Volatility Comparison

Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund (NEFJX) has a higher volatility of 4.69% compared to Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) at 2.86%. This indicates that NEFJX's price experiences larger fluctuations and is considered to be riskier than NEFSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NEFJX	NEFSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.69%	2.86%	+1.83%
Volatility (6M) Calculated over the trailing 6-month period	12.28%	10.28%	+2.00%
Volatility (1Y) Calculated over the trailing 1-year period	17.22%	12.99%	+4.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.73%	19.59%	+1.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.03%	19.71%	+2.32%

NEFJX vs. NEFSX - Expense Ratio Comparison

NEFJX has a 1.25% expense ratio, which is higher than NEFSX's 1.14% expense ratio.

Dividends

NEFJX vs. NEFSX - Dividend Comparison

NEFJX's dividend yield for the trailing twelve months is around 7.71%, less than NEFSX's 9.23% 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	7.71%	5.82%	1.42%	0.29%	5.96%	21.29%	0.55%	0.70%	27.90%	12.20%	7.42%	16.34%
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund	9.23%	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 NEFJX and NEFSX in my portfolio?

NEFJX 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, NEFJX or NEFSX?

NEFJX has higher volatility (4.69%) compared to NEFSX (2.86%). In terms of maximum drawdown, NEFJX dropped -65.58% vs NEFSX's -55.83%.

Which has better risk-adjusted returns?

NEFJX currently has the higher Sharpe Ratio (1.98 vs 1.40), 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.