NEFOX vs. LSIIX
Compare and contrast key facts about Natixis Funds Trust II Oakmark Fund (NEFOX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX).
NEFOX is managed by Natixis. It was launched on May 6, 1931. LSIIX is managed by Natixis. It was launched on Dec 31, 1996.
Performance
NEFOX vs. LSIIX - Performance Comparison
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NEFOX vs. LSIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEFOX Natixis Funds Trust II Oakmark Fund | -4.12% | 14.77% | 15.71% | 30.96% | -13.02% | 33.94% | 13.08% | 26.76% | -13.01% | 20.76% |
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | -1.33% | 5.58% | 2.91% | 7.50% | -11.31% | 0.18% | 11.60% | 9.04% | -0.31% | 6.65% |
Returns By Period
In the year-to-date period, NEFOX achieves a -4.12% return, which is significantly lower than LSIIX's -1.33% return. Over the past 10 years, NEFOX has outperformed LSIIX with an annualized return of 13.25%, while LSIIX has yielded a comparatively lower 3.12% annualized return.
NEFOX
- 1D
- 0.43%
- 1M
- -6.18%
- YTD
- -4.12%
- 6M
- 0.41%
- 1Y
- 8.71%
- 3Y*
- 15.60%
- 5Y*
- 10.97%
- 10Y*
- 13.25%
LSIIX
- 1D
- 0.10%
- 1M
- -2.89%
- YTD
- -1.33%
- 6M
- -0.93%
- 1Y
- 1.92%
- 3Y*
- 3.71%
- 5Y*
- 0.80%
- 10Y*
- 3.12%
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NEFOX vs. LSIIX - Expense Ratio Comparison
NEFOX has a 1.05% expense ratio, which is higher than LSIIX's 0.54% expense ratio.
Return for Risk
NEFOX vs. LSIIX — Risk / Return Rank
NEFOX
LSIIX
NEFOX vs. LSIIX - 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 Investment Grade Bond Fund Class Y (LSIIX). 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.
| NEFOX | LSIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.57 | -0.09 |
Sortino ratioReturn per unit of downside risk | 0.84 | 0.80 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.11 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.29 | 1.33 | -1.03 |
Martin ratioReturn relative to average drawdown | 1.07 | 4.39 | -3.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NEFOX | LSIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.57 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.16 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.71 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 1.14 | -0.78 |
Correlation
The correlation between NEFOX and LSIIX is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
NEFOX vs. LSIIX - Dividend Comparison
NEFOX's dividend yield for the trailing twelve months is around 7.45%, more than LSIIX's 2.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEFOX Natixis Funds Trust II Oakmark Fund | 7.45% | 7.14% | 6.85% | 3.62% | 17.00% | 7.02% | 9.21% | 9.34% | 10.83% | 4.19% | 3.66% | 4.01% |
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | 2.97% | 3.68% | 4.86% | 4.25% | 3.32% | 4.10% | 8.20% | 3.56% | 2.18% | 4.10% | 6.71% | 3.91% |
Drawdowns
NEFOX vs. LSIIX - Drawdown Comparison
The maximum NEFOX drawdown since its inception was -62.35%, which is greater than LSIIX's maximum drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for NEFOX and LSIIX.
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Drawdown Indicators
| NEFOX | LSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.35% | -20.77% | -41.58% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -3.23% | -10.09% |
Max Drawdown (5Y)Largest decline over 5 years | -23.56% | -15.62% | -7.94% |
Max Drawdown (10Y)Largest decline over 10 years | -41.01% | -15.62% | -25.39% |
Current DrawdownCurrent decline from peak | -6.67% | -2.89% | -3.78% |
Average DrawdownAverage peak-to-trough decline | -12.52% | -2.42% | -10.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 0.98% | +3.75% |
Volatility
NEFOX vs. LSIIX - Volatility Comparison
Natixis Funds Trust II Oakmark Fund (NEFOX) has a higher volatility of 4.07% compared to Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) at 1.36%. This indicates that NEFOX's price experiences larger fluctuations and is considered to be riskier than LSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFOX | LSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 1.36% | +2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 2.75% | +7.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.86% | 4.75% | +16.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.26% | 5.23% | +14.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.87% | 4.51% | +16.36% |