PortfoliosLab logoPortfoliosLab logo
NEFLX vs. FUMBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEFLX vs. FUMBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Limited Term Government And Agency Fund (NEFLX) and Fidelity Short-Term Treasury Bond Index Fund (FUMBX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NEFLX vs. FUMBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%0.07%
FUMBX
Fidelity Short-Term Treasury Bond Index Fund
-0.10%5.83%3.25%4.47%-5.84%-1.38%4.22%4.19%1.47%-0.33%

Returns By Period

In the year-to-date period, NEFLX achieves a -0.02% return, which is significantly higher than FUMBX's -0.10% return.


NEFLX

1D
0.00%
1M
-0.73%
YTD
-0.02%
6M
0.85%
1Y
3.12%
3Y*
3.46%
5Y*
1.31%
10Y*
1.40%

FUMBX

1D
0.10%
1M
-0.77%
YTD
-0.10%
6M
0.85%
1Y
3.55%
3Y*
3.80%
5Y*
1.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NEFLX vs. FUMBX - Expense Ratio Comparison

NEFLX has a 0.69% expense ratio, which is higher than FUMBX's 0.03% expense ratio.


Return for Risk

NEFLX vs. FUMBX — Risk / Return Rank

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

NEFLX
NEFLX Risk / Return Rank: 9090
Overall Rank
NEFLX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NEFLX Sortino Ratio Rank: 9090
Sortino Ratio Rank
NEFLX Omega Ratio Rank: 8484
Omega Ratio Rank
NEFLX Calmar Ratio Rank: 9797
Calmar Ratio Rank
NEFLX Martin Ratio Rank: 9595
Martin Ratio Rank

FUMBX
FUMBX Risk / Return Rank: 8585
Overall Rank
FUMBX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FUMBX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FUMBX Omega Ratio Rank: 8181
Omega Ratio Rank
FUMBX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FUMBX Martin Ratio Rank: 8484
Martin Ratio Rank
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.

NEFLX vs. FUMBX - 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 Short-Term Treasury Bond Index Fund (FUMBX). 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.


NEFLXFUMBXDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.55

+0.15

Sortino ratio

Return per unit of downside risk

2.71

2.43

+0.29

Omega ratio

Gain probability vs. loss probability

1.36

1.33

+0.03

Calmar ratio

Return relative to maximum drawdown

4.30

2.52

+1.77

Martin ratio

Return relative to average drawdown

14.07

8.74

+5.33

NEFLX vs. FUMBX - Sharpe Ratio Comparison

The current NEFLX Sharpe Ratio is 1.70, which is comparable to the FUMBX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of NEFLX and FUMBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NEFLXFUMBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.55

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.45

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

0.73

+0.62

Correlation

The correlation between NEFLX and FUMBX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NEFLX vs. FUMBX - Dividend Comparison

NEFLX's dividend yield for the trailing twelve months is around 2.90%, less than FUMBX's 3.41% yield.


TTM20252024202320222021202020192018201720162015
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%
FUMBX
Fidelity Short-Term Treasury Bond Index Fund
3.41%3.51%2.91%1.64%0.86%1.15%1.41%1.88%1.64%0.34%0.00%0.00%

Drawdowns

NEFLX vs. FUMBX - Drawdown Comparison

The maximum NEFLX drawdown since its inception was -7.37%, smaller than the maximum FUMBX drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for NEFLX and FUMBX.


Loading graphics...

Drawdown Indicators


NEFLXFUMBXDifference

Max Drawdown

Largest peak-to-trough decline

-7.37%

-8.83%

+1.46%

Max Drawdown (1Y)

Largest decline over 1 year

-1.19%

-1.54%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-7.21%

-8.60%

+1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-7.37%

Current Drawdown

Current decline from peak

-0.82%

-1.06%

+0.24%

Average Drawdown

Average peak-to-trough decline

-0.88%

-1.88%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.44%

-0.08%

Volatility

NEFLX vs. FUMBX - Volatility Comparison

Loomis Sayles Limited Term Government And Agency Fund (NEFLX) and Fidelity Short-Term Treasury Bond Index Fund (FUMBX) have volatilities of 0.73% and 0.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NEFLXFUMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

0.74%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.39%

1.37%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

2.32%

2.32%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.45%

2.89%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.98%

2.49%

-0.51%