NEFOX vs. LGRRX

Last updated Aug 1, 2026

NEFOX (Natixis Funds Trust II Oakmark Fund) and LGRRX (Loomis Sayles Growth Fund) are both mutual funds - NEFOX is a Large Cap Value Equities fund managed by Natixis, while LGRRX is a Large Cap Growth Equities fund managed by Natixis. Over the past 10 years, NEFOX returned 13.84%/yr vs 14.79%/yr for LGRRX. Their correlation of 0.82 means they have usually moved in the same direction. NEFOX charges 1.05%/yr vs 0.92%/yr for LGRRX.

Performance

NEFOX vs. LGRRX - Performance Comparison

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

Returns By Period

In the year-to-date period, NEFOX achieves a 6.49% return, which is significantly higher than LGRRX's -6.55% return. Over the past 10 years, NEFOX has underperformed LGRRX with an annualized return of 13.84%, while LGRRX has yielded a comparatively higher 14.79% annualized return.

NEFOX

• 1D: -0.34%
• 1M: 3.21%
• 6M: 6.38%
• YTD: 6.49%
• 1Y: 14.77%
• 3Y*: 14.34%
• 5Y*: 11.25%
• 10Y*: 13.84%
• ALL TIME*: 6.31%

LGRRX

• 1D: 0.95%
• 1M: -2.48%
• 6M: -5.97%
• YTD: -6.55%
• 1Y: -1.92%
• 3Y*: 14.49%
• 5Y*: 9.73%
• 10Y*: 14.79%
• ALL TIME*: 7.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LGRRX Loomis Sayles Growth Fund	$0.00	$0.00	$0.00
NEFOX Natixis Funds Trust II Oakmark Fund	$0.00	$0.00	$0.00

NEFOX vs. LGRRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NEFOX Natixis Funds Trust II Oakmark Fund	6.49%	14.77%	15.71%	30.96%	-13.02%	33.94%	13.08%	26.76%	-13.01%	20.76%
LGRRX Loomis Sayles Growth Fund	-6.55%	13.76%	34.82%	50.89%	-28.03%	18.40%	31.40%	31.41%	-2.80%	32.29%

Correlation

The correlation between NEFOX and LGRRX is 0.46, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.46
Correlation (3Y) Balances recent behavior with more history.	0.54
Correlation (5Y) Shows whether the relationship held over a longer period.	0.70
Correlation (10Y) Provides a long-term view across more market conditions.	0.71
Correlation (All Time) Calculated using the full available price history since Dec 31, 1996	0.82

Over the past year, the correlation between NEFOX and LGRRX has dropped to 0.46 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

Return for Risk

NEFOX vs. LGRRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NEFOX

NEFOX Risk / Return Rank: 44
NEFOX Sharpe Ratio Rank: 37
NEFOX Sortino Ratio Rank: 39
NEFOX Omega Ratio Rank: 34
NEFOX Calmar Ratio Rank: 69
NEFOX Martin Ratio Rank: 39

LGRRX

LGRRX Risk / Return Rank: 3
LGRRX Sharpe Ratio Rank: 3
LGRRX Sortino Ratio Rank: 4
LGRRX Omega Ratio Rank: 4
LGRRX Calmar Ratio Rank: 4
LGRRX Martin Ratio Rank: 3

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NEFOX vs. LGRRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust II Oakmark Fund (NEFOX) 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.

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.

	NEFOX	LGRRX	Difference
Sharpe ratio: Return per unit of total volatility	1.13	-0.14	+1.26
Sortino ratio: Return per unit of downside risk	1.72	-0.06	+1.78
Omega ratio: Gain probability vs. loss probability	1.20	0.99	+0.21
Calmar ratio: Return relative to maximum drawdown	2.26	-0.14	+2.39
Martin ratio: Return relative to average drawdown	5.63	-0.36	+5.98

NEFOX vs. LGRRX - Sharpe Ratio Comparison

The current NEFOX Sharpe Ratio is 1.13, which is higher than the LGRRX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of NEFOX and LGRRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NEFOX vs. LGRRX - Drawdown Comparison

The maximum NEFOX drawdown since its inception was -62.35%, roughly equal to the maximum LGRRX drawdown of -64.70%. Use the drawdown chart below to compare losses from any high point for NEFOX and LGRRX.

Drawdown Indicators

	NEFOX	LGRRX	Difference
Max Drawdown Largest peak-to-trough decline	-62.35%	-64.70%	+2.35%
Max Drawdown (1Y) Largest decline over 1 year	-7.07%	-17.93%	+10.86%
Max Drawdown (3Y) Largest decline over 3 years	-17.25%	-27.84%	+10.59%
Max Drawdown (5Y) Largest decline over 5 years	-23.56%	-34.85%	+11.29%
Max Drawdown (10Y) Largest decline over 10 years	-41.01%	-34.85%	-6.16%
Current Drawdown Current decline from peak	-0.46%	-9.70%	+9.24%
Average Drawdown Average peak-to-trough decline	-12.45%	-21.16%	+8.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.71%	6.41%	-3.70%

Volatility

NEFOX vs. LGRRX - Volatility Comparison

The current volatility for Natixis Funds Trust II Oakmark Fund (NEFOX) is 4.73%, while Loomis Sayles Growth Fund (LGRRX) has a volatility of 5.35%. This indicates that NEFOX 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.

Volatility by Period

	NEFOX	LGRRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	5.35%	-0.62%
Volatility (6M) Calculated over the trailing 6-month period	10.37%	13.83%	-3.46%
Volatility (1Y) Calculated over the trailing 1-year period	14.19%	18.14%	-3.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.19%	23.12%	-3.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.76%	21.10%	-0.34%

NEFOX vs. LGRRX - Expense Ratio Comparison

NEFOX has a 1.05% expense ratio, which is higher than LGRRX's 0.92% expense ratio.

Dividends

NEFOX vs. LGRRX - Dividend Comparison

NEFOX's dividend yield for the trailing twelve months is around 9.52%, more than LGRRX's 2.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LGRRX Loomis Sayles Growth Fund	2.68%	2.50%	6.30%	6.70%	18.14%	5.13%	4.60%	2.68%	5.92%	2.33%	1.38%	0.42%
NEFOX Natixis Funds Trust II Oakmark Fund	9.52%	7.14%	6.85%	3.62%	17.00%	7.02%	9.21%	9.34%	10.83%	4.19%	3.66%	4.01%

Frequently Asked Questions

Can I hold both NEFOX and LGRRX in my portfolio?

NEFOX and LGRRX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NEFOX or LGRRX?

LGRRX has higher volatility (5.35%) compared to NEFOX (4.73%). In terms of maximum drawdown, NEFOX dropped -62.35% vs LGRRX's -64.70%.

Which has better risk-adjusted returns?

NEFOX currently has the higher Sharpe Ratio (1.13 vs -0.14), 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.