NEFLX vs. DIS
NEFLX (Loomis Sayles Limited Term Government And Agency Fund) is Government Bonds fund managed by Natixis, while DIS (The Walt Disney Company) is a stock. Over the past 10 years, NEFLX returned 1.38%/yr vs 1.61%/yr for DIS. At a correlation of -0.04, they often move in opposite directions.
Performance
NEFLX vs. DIS - Performance Comparison
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Returns By Period
In the year-to-date period, NEFLX achieves a 0.27% return, which is significantly higher than DIS's -9.00% return. Over the past 10 years, NEFLX has underperformed DIS with an annualized return of 1.38%, while DIS has yielded a comparatively higher 1.61% annualized return.
NEFLX
- 1D
- 0.00%
- 1M
- 0.28%
- YTD
- 0.27%
- 6M
- 0.76%
- 1Y
- 2.60%
- 3Y*
- 3.62%
- 5Y*
- 1.36%
- 10Y*
- 1.38%
DIS
- 1D
- 1.05%
- 1M
- 0.51%
- YTD
- -9.00%
- 6M
- -8.56%
- 1Y
- -11.10%
- 3Y*
- 6.35%
- 5Y*
- -9.85%
- 10Y*
- 1.61%
NEFLX vs. DIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEFLX Loomis Sayles Limited Term Government And Agency Fund | 0.27% | 5.01% | 3.14% | 4.19% | -4.74% | -1.25% | 3.19% | 3.14% | 1.14% | 0.84% |
DIS The Walt Disney Company | -9.00% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 25.27% | 33.51% | 3.61% | 4.76% |
Correlation
The correlation between NEFLX and DIS is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1988 | -0.04 |
The correlation between NEFLX and DIS shifts across timeframes, from -0.04 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NEFLX vs. DIS — Risk / Return Rank
NEFLX
DIS
NEFLX vs. DIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Limited Term Government And Agency Fund (NEFLX) and The Walt Disney Company (DIS). 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.
| NEFLX | DIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.16 | ||
| Sortino ratioReturn per unit of downside risk | +3.53 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.94 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | -0.45 | +3.24 |
| Martin ratioReturn relative to average drawdown | 8.80 | -0.87 | +9.68 |
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Drawdowns
NEFLX vs. DIS - Drawdown Comparison
The maximum NEFLX drawdown since its inception was -7.37%, smaller than the maximum DIS drawdown of -85.66%. Use the drawdown chart below to compare losses from any high point for NEFLX and DIS.
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Drawdown Indicators
| NEFLX | DIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.37% | -85.66% | +78.29% |
Max Drawdown (1Y)Largest decline over 1 year | -1.19% | -24.97% | +23.78% |
Max Drawdown (3Y)Largest decline over 3 years | -1.34% | -32.86% | +31.52% |
Max Drawdown (5Y)Largest decline over 5 years | -7.21% | -57.33% | +50.12% |
Max Drawdown (10Y)Largest decline over 10 years | -7.37% | -60.72% | +53.35% |
Current DrawdownCurrent decline from peak | -0.54% | -47.52% | +46.98% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -26.79% | +25.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | 12.74% | -12.34% |
Volatility
NEFLX vs. DIS - Volatility Comparison
The current volatility for Loomis Sayles Limited Term Government And Agency Fund (NEFLX) is 0.57%, while The Walt Disney Company (DIS) has a volatility of 5.73%. This indicates that NEFLX experiences smaller price fluctuations and is considered to be less risky than DIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFLX | DIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.57% | 5.73% | -5.16% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 19.42% | -18.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.95% | 24.39% | -22.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.48% | 29.38% | -26.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.99% | 28.79% | -26.80% |
Dividends
NEFLX vs. DIS - Dividend Comparison
NEFLX's dividend yield for the trailing twelve months is around 3.15%, more than DIS's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | 1.21% | 1.10% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% |
NEFLX Loomis Sayles Limited Term Government And Agency Fund | 3.15% | 3.21% | 3.18% | 2.96% | 1.26% | 0.59% | 1.12% | 2.02% | 1.92% | 1.73% | 1.50% | 1.54% |
Frequently Asked Questions
NEFLX and DIS have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIS has higher volatility (5.73%) compared to NEFLX (0.57%). In terms of maximum drawdown, NEFLX dropped -7.37% vs DIS's -85.66%.
NEFLX currently has the higher Sharpe Ratio (1.70 vs -0.46), 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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