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 1.41%/yr vs 0.78%/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 0.54% return, which is significantly higher than DIS's -11.69% return. Over the past 10 years, NEFLX has outperformed DIS with an annualized return of 1.41%, while DIS has yielded a comparatively lower 0.78% annualized return.
NEFLX
- 1D
- 0.09%
- 1M
- 0.09%
- 6M
- 0.64%
- YTD
- 0.54%
- 1Y
- 2.98%
- 3Y*
- 3.61%
- 5Y*
- 1.38%
- 10Y*
- 1.41%
DIS
- 1D
- 2.64%
- 1M
- -0.80%
- 6M
- -11.41%
- YTD
- -11.69%
- 1Y
- -15.58%
- 3Y*
- 6.32%
- 5Y*
- -10.52%
- 10Y*
- 0.78%
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 | 0.54% | 5.01% | 3.14% | 4.19% | -4.74% | -1.25% | 3.19% | 3.14% | 1.14% | 0.84% |
DIS The Walt Disney Company | -11.69% | 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 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
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 0.23 (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 | +2.45 | ||
| Sortino ratioReturn per unit of downside risk | +3.97 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.91 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | -0.64 | +3.69 |
| Martin ratioReturn relative to average drawdown | 9.54 | -1.20 | +10.74 |
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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% | -24.32% | +23.13% |
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 | -0.27% | -49.07% | +48.80% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -26.81% | +25.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 13.06% | -12.70% |
Volatility
NEFLX vs. DIS - Volatility Comparison
The current volatility for Loomis Sayles Limited Term Government And Agency Fund (NEFLX) is 0.64%, while The Walt Disney Company (DIS) has a volatility of 7.97%. 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 | 0.64% | 7.97% | -7.33% |
Volatility (6M)Calculated over the trailing 6-month period | 1.44% | 20.00% | -18.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.98% | 25.09% | -23.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.49% | 29.40% | -26.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.99% | 28.85% | -26.86% |
Dividends
NEFLX vs. DIS - Dividend Comparison
NEFLX's dividend yield for the trailing twelve months is around 3.42%, more than DIS's 1.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | 1.50% | 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 | 3.42% | 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 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIS has higher volatility (7.97%) compared to NEFLX (0.64%). In terms of maximum drawdown, NEFLX dropped -7.37% vs DIS's -85.66%.
NEFLX currently has the higher Sharpe Ratio (1.82 vs -0.62), 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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