NEFLX vs. FTHRX
NEFLX (Loomis Sayles Limited Term Government And Agency Fund) and FTHRX (Fidelity Intermediate Bond Fund) are both mutual funds - NEFLX is a Government Bonds fund managed by Natixis, while FTHRX is a Intermediate Core Bond fund actively managed by Fidelity. Over the past 10 years, NEFLX returned 1.37%/yr vs 1.87%/yr for FTHRX. Their correlation of 0.81 means they have usually moved in the same direction. NEFLX charges 0.69%/yr vs 0.45%/yr for FTHRX.
Performance
NEFLX vs. FTHRX - Performance Comparison
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Returns By Period
In the year-to-date period, NEFLX achieves a 0.36% return, which is significantly higher than FTHRX's -0.23% return. Over the past 10 years, NEFLX has underperformed FTHRX with an annualized return of 1.37%, while FTHRX has yielded a comparatively higher 1.87% annualized return.
NEFLX
- 1D
- 0.09%
- 1M
- -0.19%
- 6M
- 0.26%
- YTD
- 0.36%
- 1Y
- 2.56%
- 3Y*
- 3.54%
- 5Y*
- 1.33%
- 10Y*
- 1.37%
- ALL TIME*
- 3.68%
FTHRX
- 1D
- 0.10%
- 1M
- -0.59%
- 6M
- -0.34%
- YTD
- -0.23%
- 1Y
- 1.82%
- 3Y*
- 4.38%
- 5Y*
- 0.81%
- 10Y*
- 1.87%
- ALL TIME*
- 3.83%
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 |
NEFLX vs. FTHRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEFLX Loomis Sayles Limited Term Government And Agency Fund | 0.36% | 5.01% | 3.14% | 4.19% | -4.74% | -1.25% | 3.19% | 3.14% | 1.14% | 0.84% |
FTHRX Fidelity Intermediate Bond Fund | -0.23% | 6.89% | 3.25% | 5.55% | -9.17% | -1.60% | 7.06% | 7.20% | 0.52% | 2.31% |
Correlation
The correlation between NEFLX and FTHRX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1988 | 0.81 |
The correlation between NEFLX and FTHRX shifts across timeframes, from 0.67 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
NEFLX vs. FTHRX — Risk / Return Rank
NEFLX
FTHRX
NEFLX vs. FTHRX - 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 Fidelity Intermediate Bond Fund (FTHRX). 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 | FTHRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.19 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 1.35 | +1.16 |
| Martin ratioReturn relative to average drawdown | 7.52 | 3.34 | +4.18 |
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Drawdowns
NEFLX vs. FTHRX - Drawdown Comparison
The maximum NEFLX drawdown since its inception was -7.37%, smaller than the maximum FTHRX drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for NEFLX and FTHRX.
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Drawdown Indicators
| NEFLX | FTHRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.37% | -19.01% | +11.64% |
Max Drawdown (1Y)Largest decline over 1 year | -1.19% | -2.11% | +0.92% |
Max Drawdown (3Y)Largest decline over 3 years | -1.34% | -2.50% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -7.21% | -13.18% | +5.97% |
Max Drawdown (10Y)Largest decline over 10 years | -7.37% | -13.25% | +5.88% |
Current DrawdownCurrent decline from peak | -0.45% | -1.46% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -3.06% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 0.85% | -0.47% |
Volatility
NEFLX vs. FTHRX - Volatility Comparison
The current volatility for Loomis Sayles Limited Term Government And Agency Fund (NEFLX) is 0.46%, while Fidelity Intermediate Bond Fund (FTHRX) has a volatility of 0.73%. This indicates that NEFLX experiences smaller price fluctuations and is considered to be less risky than FTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFLX | FTHRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 0.73% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 1.39% | 2.18% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.97% | 2.74% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.49% | 4.04% | -1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.99% | 3.40% | -1.41% |
NEFLX vs. FTHRX - Expense Ratio Comparison
NEFLX has a 0.69% expense ratio, which is higher than FTHRX's 0.45% expense ratio.
Dividends
NEFLX vs. FTHRX - Dividend Comparison
NEFLX's dividend yield for the trailing twelve months is around 3.20%, less than FTHRX's 3.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHRX Fidelity Intermediate Bond Fund | 3.41% | 3.59% | 3.49% | 2.94% | 1.55% | 1.53% | 4.16% | 2.49% | 2.48% | 2.20% | 2.63% | 2.13% |
NEFLX Loomis Sayles Limited Term Government And Agency Fund | 3.20% | 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 FTHRX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTHRX has higher volatility (0.73%) compared to NEFLX (0.46%). In terms of maximum drawdown, NEFLX dropped -7.37% vs FTHRX's -19.01%.
NEFLX currently has the higher Sharpe Ratio (1.51 vs 1.04), 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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