NEFLX vs. LGRRX
Compare and contrast key facts about Loomis Sayles Limited Term Government And Agency Fund (NEFLX) and Loomis Sayles Growth Fund (LGRRX).
NEFLX is managed by Natixis. It was launched on Jan 2, 1989. LGRRX is managed by Natixis. It was launched on Feb 1, 2013.
Performance
NEFLX vs. LGRRX - Performance Comparison
Loading graphics...
NEFLX vs. LGRRX - 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% |
LGRRX Loomis Sayles Growth Fund | -11.67% | 13.76% | 34.82% | 50.89% | -28.03% | 18.40% | 31.40% | 31.41% | -2.80% | 32.29% |
Returns By Period
In the year-to-date period, NEFLX achieves a -0.02% return, which is significantly higher than LGRRX's -11.67% return. Over the past 10 years, NEFLX has underperformed LGRRX with an annualized return of 1.40%, while LGRRX has yielded a comparatively higher 15.12% annualized 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%
LGRRX
- 1D
- 3.79%
- 1M
- -6.06%
- YTD
- -11.67%
- 6M
- -12.18%
- 1Y
- 11.06%
- 3Y*
- 19.00%
- 5Y*
- 10.77%
- 10Y*
- 15.12%
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. LGRRX - Expense Ratio Comparison
NEFLX has a 0.69% expense ratio, which is lower than LGRRX's 0.92% expense ratio.
Return for Risk
NEFLX vs. LGRRX — Risk / Return Rank
NEFLX
LGRRX
NEFLX vs. LGRRX - 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 Loomis Sayles Growth Fund (LGRRX). 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 | LGRRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 0.57 | +1.12 |
Sortino ratioReturn per unit of downside risk | 2.71 | 1.04 | +1.67 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.14 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 4.30 | -0.14 | +4.44 |
Martin ratioReturn relative to average drawdown | 14.07 | -0.43 | +14.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NEFLX | LGRRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 0.57 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.49 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.74 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.35 | 0.35 | +1.00 |
Correlation
The correlation between NEFLX and LGRRX is -0.10. 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. LGRRX - Dividend Comparison
NEFLX's dividend yield for the trailing twelve months is around 2.90%, more than LGRRX's 2.83% 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% |
LGRRX Loomis Sayles Growth Fund | 2.83% | 2.50% | 6.30% | 6.70% | 18.14% | 5.13% | 4.60% | 2.68% | 5.92% | 2.33% | 1.38% | 0.42% |
Drawdowns
NEFLX vs. LGRRX - Drawdown Comparison
The maximum NEFLX drawdown since its inception was -7.37%, smaller than the maximum LGRRX drawdown of -64.70%. Use the drawdown chart below to compare losses from any high point for NEFLX and LGRRX.
Loading graphics...
Drawdown Indicators
| NEFLX | LGRRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.37% | -64.70% | +57.33% |
Max Drawdown (1Y)Largest decline over 1 year | -1.19% | -17.93% | +16.74% |
Max Drawdown (5Y)Largest decline over 5 years | -7.21% | -34.85% | +27.64% |
Max Drawdown (10Y)Largest decline over 10 years | -7.37% | -34.85% | +27.48% |
Current DrawdownCurrent decline from peak | -0.82% | -14.65% | +13.83% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -21.33% | +20.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 7.97% | -7.61% |
Volatility
NEFLX vs. LGRRX - Volatility Comparison
The current volatility for Loomis Sayles Limited Term Government And Agency Fund (NEFLX) is 0.73%, while Loomis Sayles Growth Fund (LGRRX) has a volatility of 6.47%. This indicates that NEFLX experiences smaller price fluctuations and is considered to be less risky than LGRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NEFLX | LGRRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.73% | 6.47% | -5.74% |
Volatility (6M)Calculated over the trailing 6-month period | 1.39% | 12.98% | -11.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.32% | 25.34% | -23.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.45% | 22.83% | -20.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.98% | 20.98% | -19.00% |