NEFOX vs. LSGRX
NEFOX (Natixis Funds Trust II Oakmark Fund) and LSGRX (Loomis Sayles Growth Fund) are both mutual funds - NEFOX is a Large Cap Value Equities fund managed by Natixis, while LSGRX is a Large Cap Growth Equities fund managed by Natixis. Over the past 10 years, NEFOX returned 13.84%/yr vs 15.08%/yr for LSGRX. Their correlation of 0.80 means they have usually moved in the same direction. NEFOX charges 1.05%/yr vs 0.64%/yr for LSGRX.
Performance
NEFOX vs. LSGRX - Performance Comparison
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Returns By Period
In the year-to-date period, NEFOX achieves a 6.49% return, which is significantly higher than LSGRX's -6.38% return. Over the past 10 years, NEFOX has underperformed LSGRX with an annualized return of 13.84%, while LSGRX has yielded a comparatively higher 15.08% 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%
LSGRX
- 1D
- 0.97%
- 1M
- -2.45%
- 6M
- -5.84%
- YTD
- -6.38%
- 1Y
- -1.65%
- 3Y*
- 14.79%
- 5Y*
- 10.02%
- 10Y*
- 15.08%
- ALL TIME*
- 9.13%
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 |
NEFOX vs. LSGRX - 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% |
LSGRX Loomis Sayles Growth Fund | -6.38% | 14.01% | 35.21% | 51.30% | -27.86% | 18.68% | 31.76% | 31.73% | -2.56% | 32.63% |
Correlation
The correlation between NEFOX and LSGRX 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. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since May 13, 1991 | 0.80 |
Over the past year, the correlation between NEFOX and LSGRX has dropped to 0.46 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
NEFOX vs. LSGRX — Risk / Return Rank
NEFOX
LSGRX
NEFOX vs. LSGRX - 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 (LSGRX). 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 | LSGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.00 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | -0.12 | +2.38 |
| Martin ratioReturn relative to average drawdown | 5.63 | -0.32 | +5.94 |
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Drawdowns
NEFOX vs. LSGRX - Drawdown Comparison
The maximum NEFOX drawdown since its inception was -62.35%, roughly equal to the maximum LSGRX drawdown of -63.63%. Use the drawdown chart below to compare losses from any high point for NEFOX and LSGRX.
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Drawdown Indicators
| NEFOX | LSGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.35% | -63.63% | +1.28% |
Max Drawdown (1Y)Largest decline over 1 year | -7.07% | -17.83% | +10.76% |
Max Drawdown (3Y)Largest decline over 3 years | -17.25% | -27.33% | +10.08% |
Max Drawdown (5Y)Largest decline over 5 years | -23.56% | -34.69% | +11.13% |
Max Drawdown (10Y)Largest decline over 10 years | -41.01% | -34.69% | -6.32% |
Current DrawdownCurrent decline from peak | -0.46% | -9.51% | +9.05% |
Average DrawdownAverage peak-to-trough decline | -12.45% | -17.91% | +5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 6.33% | -3.62% |
Volatility
NEFOX vs. LSGRX - Volatility Comparison
The current volatility for Natixis Funds Trust II Oakmark Fund (NEFOX) is 4.73%, while Loomis Sayles Growth Fund (LSGRX) has a volatility of 5.34%. This indicates that NEFOX experiences smaller price fluctuations and is considered to be less risky than LSGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFOX | LSGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 5.34% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 13.82% | -3.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.19% | 18.11% | -3.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.19% | 22.90% | -3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 20.98% | -0.22% |
NEFOX vs. LSGRX - Expense Ratio Comparison
NEFOX has a 1.05% expense ratio, which is higher than LSGRX's 0.64% expense ratio.
Dividends
NEFOX vs. LSGRX - Dividend Comparison
NEFOX's dividend yield for the trailing twelve months is around 9.52%, more than LSGRX's 2.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSGRX Loomis Sayles Growth Fund | 2.37% | 2.22% | 5.62% | 6.02% | 16.47% | 4.73% | 4.41% | 2.70% | 5.82% | 2.41% | 1.48% | 0.54% |
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
NEFOX and LSGRX 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.
LSGRX has higher volatility (5.34%) compared to NEFOX (4.73%). In terms of maximum drawdown, NEFOX dropped -62.35% vs LSGRX's -63.63%.
NEFOX currently has the higher Sharpe Ratio (1.13 vs -0.12), 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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