NEFOX vs. OAKMX
Compare and contrast key facts about Natixis Funds Trust II Oakmark Fund (NEFOX) and Oakmark Fund Investor Class (OAKMX).
NEFOX is managed by Natixis Funds. It was launched on May 6, 1931. OAKMX is managed by Oakmark. It was launched on Aug 5, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NEFOX or OAKMX.
Key characteristics
| NEFOX | OAKMX | |
|---|---|---|
| YTD Return | 9.25% | 9.08% |
| 1Y Return | 29.34% | 28.94% |
| 3Y Return (Ann) | 10.53% | 10.51% |
| 5Y Return (Ann) | 15.96% | 16.04% |
| 10Y Return (Ann) | 12.00% | 12.16% |
| Sharpe Ratio | 2.42 | 2.40 |
| Daily Std Dev | 12.90% | 12.85% |
| Max Drawdown | -66.04% | -56.19% |
| Current Drawdown | -1.16% | -1.08% |
Correlation
The correlation between NEFOX and OAKMX is 0.92, 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.
Performance
NEFOX vs. OAKMX - Performance Comparison
The year-to-date returns for both stocks are quite close, with NEFOX having a 9.25% return and OAKMX slightly lower at 9.08%. Both investments have delivered pretty close results over the past 10 years, with NEFOX having a 12.00% annualized return and OAKMX not far ahead at 12.16%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NEFOX vs. OAKMX - Expense Ratio Comparison
NEFOX has a 1.05% expense ratio, which is higher than OAKMX's 0.91% expense ratio.
Risk-Adjusted Performance
NEFOX vs. OAKMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust II Oakmark Fund (NEFOX) and Oakmark Fund Investor Class (OAKMX). 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.
Dividends
NEFOX vs. OAKMX - Dividend Comparison
NEFOX's dividend yield for the trailing twelve months is around 3.91%, more than OAKMX's 0.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEFOX Natixis Funds Trust II Oakmark Fund | 3.91% | 3.62% | 17.00% | 7.02% | 9.21% | 9.35% | 10.83% | 4.19% | 3.66% | 4.01% | 15.57% | 8.63% |
OAKMX Oakmark Fund Investor Class | 0.93% | 1.02% | 0.92% | 1.94% | 0.17% | 8.33% | 8.13% | 4.06% | 2.58% | 1.43% | 6.86% | 4.59% |
Drawdowns
NEFOX vs. OAKMX - Drawdown Comparison
The maximum NEFOX drawdown since its inception was -66.04%, which is greater than OAKMX's maximum drawdown of -56.19%. Use the drawdown chart below to compare losses from any high point for NEFOX and OAKMX. For additional features, visit the drawdowns tool.
Volatility
NEFOX vs. OAKMX - Volatility Comparison
Natixis Funds Trust II Oakmark Fund (NEFOX) and Oakmark Fund Investor Class (OAKMX) have volatilities of 3.02% and 2.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.