NEFLX vs. DIS
Compare and contrast key facts about Loomis Sayles Limited Term Government And Agency Fund (NEFLX) and The Walt Disney Company (DIS).
NEFLX is managed by Natixis. It was launched on Jan 2, 1989.
Performance
NEFLX vs. DIS - Performance Comparison
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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 | -0.02% | 5.01% | 3.14% | 4.19% | -4.74% | -1.25% | 3.19% | 3.14% | 1.14% | 0.84% |
DIS The Walt Disney Company | -15.29% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 25.27% | 33.51% | 3.61% | 4.76% |
Returns By Period
In the year-to-date period, NEFLX achieves a -0.02% return, which is significantly higher than DIS's -15.29% return. Over the past 10 years, NEFLX has outperformed DIS with an annualized return of 1.40%, while DIS has yielded a comparatively lower 0.54% annualized return.
NEFLX
- 1D
- 0.28%
- 1M
- -0.82%
- YTD
- -0.02%
- 6M
- 1.04%
- 1Y
- 3.12%
- 3Y*
- 3.46%
- 5Y*
- 1.31%
- 10Y*
- 1.40%
DIS
- 1D
- 2.18%
- 1M
- -9.11%
- YTD
- -15.29%
- 6M
- -15.26%
- 1Y
- -1.27%
- 3Y*
- -0.50%
- 5Y*
- -12.19%
- 10Y*
- 0.54%
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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.
| NEFLX | DIS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | -0.04 | +1.99 |
Sortino ratioReturn per unit of downside risk | 3.21 | 0.16 | +3.05 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.02 | +0.40 |
Calmar ratioReturn relative to maximum drawdown | 4.30 | -0.03 | +4.32 |
Martin ratioReturn relative to average drawdown | 14.22 | -0.06 | +14.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NEFLX | DIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | -0.04 | +1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | -0.42 | +0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.02 | +0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.35 | 0.34 | +1.01 |
Correlation
The correlation between NEFLX and DIS is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
NEFLX vs. DIS - Dividend Comparison
NEFLX's dividend yield for the trailing twelve months is around 2.90%, more than DIS's 1.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEFLX Loomis Sayles Limited Term Government And Agency Fund | 2.90% | 3.21% | 3.18% | 2.96% | 1.26% | 0.59% | 1.12% | 2.02% | 1.92% | 1.73% | 1.50% | 1.54% |
DIS The Walt Disney Company | 1.30% | 1.10% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% |
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 (5Y)Largest decline over 5 years | -7.21% | -58.19% | +50.98% |
Max Drawdown (10Y)Largest decline over 10 years | -7.37% | -60.72% | +53.35% |
Current DrawdownCurrent decline from peak | -0.82% | -51.14% | +50.32% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -26.71% | +25.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 10.43% | -10.07% |
Volatility
NEFLX vs. DIS - Volatility Comparison
The current volatility for Loomis Sayles Limited Term Government And Agency Fund (NEFLX) is 0.73%, while The Walt Disney Company (DIS) has a volatility of 5.38%. 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 | 0.73% | 5.38% | -4.65% |
Volatility (6M)Calculated over the trailing 6-month period | 1.39% | 19.15% | -17.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.32% | 31.09% | -28.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.45% | 29.02% | -26.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.98% | 28.62% | -26.64% |