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NEFOX vs. GTEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEFOX vs. GTEYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Funds Trust II Oakmark Fund (NEFOX) and Gateway Fund Class Y Shares (GTEYX). The values are adjusted to include any dividend payments, if applicable.

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NEFOX vs. GTEYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEFOX
Natixis Funds Trust II Oakmark Fund
-2.41%14.77%15.71%30.96%-13.02%33.94%13.08%26.76%-13.01%20.76%
GTEYX
Gateway Fund Class Y Shares
-3.04%10.28%15.82%14.70%-11.84%11.49%7.19%11.12%-4.17%9.93%

Returns By Period

In the year-to-date period, NEFOX achieves a -2.41% return, which is significantly higher than GTEYX's -3.04% return. Over the past 10 years, NEFOX has outperformed GTEYX with an annualized return of 13.46%, while GTEYX has yielded a comparatively lower 6.38% annualized return.


NEFOX

1D
1.79%
1M
-3.60%
YTD
-2.41%
6M
2.33%
1Y
10.73%
3Y*
16.29%
5Y*
11.03%
10Y*
13.46%

GTEYX

1D
1.71%
1M
-3.62%
YTD
-3.04%
6M
-0.59%
1Y
9.81%
3Y*
10.54%
5Y*
6.10%
10Y*
6.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEFOX vs. GTEYX - Expense Ratio Comparison

NEFOX has a 1.05% expense ratio, which is higher than GTEYX's 0.70% expense ratio.


Return for Risk

NEFOX vs. GTEYX — Risk / Return Rank

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

NEFOX
NEFOX Risk / Return Rank: 1818
Overall Rank
NEFOX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
NEFOX Sortino Ratio Rank: 2424
Sortino Ratio Rank
NEFOX Omega Ratio Rank: 2222
Omega Ratio Rank
NEFOX Calmar Ratio Rank: 1111
Calmar Ratio Rank
NEFOX Martin Ratio Rank: 1212
Martin Ratio Rank

GTEYX
GTEYX Risk / Return Rank: 3838
Overall Rank
GTEYX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GTEYX Sortino Ratio Rank: 5858
Sortino Ratio Rank
GTEYX Omega Ratio Rank: 5959
Omega Ratio Rank
GTEYX Calmar Ratio Rank: 1212
Calmar Ratio Rank
GTEYX Martin Ratio Rank: 1313
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.

NEFOX vs. GTEYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust II Oakmark Fund (NEFOX) and Gateway Fund Class Y Shares (GTEYX). 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.


NEFOXGTEYXDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.98

-0.36

Sortino ratio

Return per unit of downside risk

1.04

1.61

-0.58

Omega ratio

Gain probability vs. loss probability

1.14

1.24

-0.10

Calmar ratio

Return relative to maximum drawdown

0.36

0.41

-0.04

Martin ratio

Return relative to average drawdown

1.32

1.55

-0.23

NEFOX vs. GTEYX - Sharpe Ratio Comparison

The current NEFOX Sharpe Ratio is 0.62, which is lower than the GTEYX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of NEFOX and GTEYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NEFOXGTEYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.98

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.67

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.73

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.66

-0.30

Correlation

The correlation between NEFOX and GTEYX is 0.82, 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

NEFOX vs. GTEYX - Dividend Comparison

NEFOX's dividend yield for the trailing twelve months is around 7.32%, more than GTEYX's 0.38% yield.


TTM20252024202320222021202020192018201720162015
NEFOX
Natixis Funds Trust II Oakmark Fund
7.32%7.14%6.85%3.62%17.00%7.02%9.21%9.34%10.83%4.19%3.66%4.01%
GTEYX
Gateway Fund Class Y Shares
0.38%0.39%0.65%0.90%0.89%0.66%1.06%1.32%1.41%1.24%1.60%2.09%

Drawdowns

NEFOX vs. GTEYX - Drawdown Comparison

The maximum NEFOX drawdown since its inception was -62.35%, which is greater than GTEYX's maximum drawdown of -16.58%. Use the drawdown chart below to compare losses from any high point for NEFOX and GTEYX.


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Drawdown Indicators


NEFOXGTEYXDifference

Max Drawdown

Largest peak-to-trough decline

-62.35%

-16.58%

-45.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-7.04%

-6.28%

Max Drawdown (5Y)

Largest decline over 5 years

-23.56%

-16.25%

-7.31%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

-16.25%

-24.76%

Current Drawdown

Current decline from peak

-5.00%

-4.37%

-0.63%

Average Drawdown

Average peak-to-trough decline

-12.52%

-2.08%

-10.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

3.00%

+1.74%

Volatility

NEFOX vs. GTEYX - Volatility Comparison

Natixis Funds Trust II Oakmark Fund (NEFOX) has a higher volatility of 4.46% compared to Gateway Fund Class Y Shares (GTEYX) at 2.99%. This indicates that NEFOX's price experiences larger fluctuations and is considered to be riskier than GTEYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEFOXGTEYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

2.99%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

5.86%

+4.67%

Volatility (1Y)

Calculated over the trailing 1-year period

20.90%

12.50%

+8.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.28%

9.56%

+9.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.88%

8.87%

+12.01%