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NEFOX vs. TWEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEFOX vs. TWEIX - Performance Comparison

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

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NEFOX vs. TWEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TWEIX
American Century Equity Income Fund
2.58%11.84%10.51%3.92%-3.06%16.83%1.10%24.14%-3.77%13.35%

Returns By Period

In the year-to-date period, NEFOX achieves a -4.12% return, which is significantly lower than TWEIX's 2.58% return. Over the past 10 years, NEFOX has outperformed TWEIX with an annualized return of 13.25%, while TWEIX has yielded a comparatively lower 8.66% 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%

TWEIX

1D
-0.12%
1M
-5.77%
YTD
2.58%
6M
4.41%
1Y
9.60%
3Y*
9.46%
5Y*
7.27%
10Y*
8.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEFOX vs. TWEIX - Expense Ratio Comparison

NEFOX has a 1.05% expense ratio, which is higher than TWEIX's 0.94% expense ratio.


Return for Risk

NEFOX vs. TWEIX — Risk / Return Rank

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

NEFOX
NEFOX Risk / Return Rank: 1616
Overall Rank
NEFOX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
NEFOX Sortino Ratio Rank: 2020
Sortino Ratio Rank
NEFOX Omega Ratio Rank: 1919
Omega Ratio Rank
NEFOX Calmar Ratio Rank: 1212
Calmar Ratio Rank
NEFOX Martin Ratio Rank: 1313
Martin Ratio Rank

TWEIX
TWEIX Risk / Return Rank: 4444
Overall Rank
TWEIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
TWEIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
TWEIX Omega Ratio Rank: 4343
Omega Ratio Rank
TWEIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TWEIX Martin Ratio Rank: 4141
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. TWEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust II Oakmark Fund (NEFOX) and American Century Equity Income Fund (TWEIX). 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.


NEFOXTWEIXDifference

Sharpe ratio

Return per unit of total volatility

0.48

0.91

-0.43

Sortino ratio

Return per unit of downside risk

0.84

1.33

-0.49

Omega ratio

Gain probability vs. loss probability

1.11

1.18

-0.07

Calmar ratio

Return relative to maximum drawdown

0.29

1.07

-0.78

Martin ratio

Return relative to average drawdown

1.07

4.18

-3.12

NEFOX vs. TWEIX - Sharpe Ratio Comparison

The current NEFOX Sharpe Ratio is 0.48, which is lower than the TWEIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of NEFOX and TWEIX, 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


NEFOXTWEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.91

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.68

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.65

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.75

-0.39

Correlation

The correlation between NEFOX and TWEIX is 0.83, 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. TWEIX - Dividend Comparison

NEFOX's dividend yield for the trailing twelve months is around 7.45%, less than TWEIX's 10.11% yield.


TTM20252024202320222021202020192018201720162015
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%
TWEIX
American Century Equity Income Fund
10.11%10.35%11.51%8.02%8.76%6.83%2.00%7.38%8.79%11.95%7.88%10.49%

Drawdowns

NEFOX vs. TWEIX - Drawdown Comparison

The maximum NEFOX drawdown since its inception was -62.35%, which is greater than TWEIX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for NEFOX and TWEIX.


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Drawdown Indicators


NEFOXTWEIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.35%

-39.30%

-23.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-8.86%

-4.46%

Max Drawdown (5Y)

Largest decline over 5 years

-23.56%

-13.69%

-9.87%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

-32.82%

-8.19%

Current Drawdown

Current decline from peak

-6.67%

-5.77%

-0.90%

Average Drawdown

Average peak-to-trough decline

-12.52%

-4.17%

-8.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

2.33%

+2.40%

Volatility

NEFOX vs. TWEIX - Volatility Comparison

Natixis Funds Trust II Oakmark Fund (NEFOX) has a higher volatility of 4.07% compared to American Century Equity Income Fund (TWEIX) at 2.79%. This indicates that NEFOX's price experiences larger fluctuations and is considered to be riskier than TWEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEFOXTWEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

2.79%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.45%

6.06%

+4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

20.86%

11.59%

+9.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.26%

10.70%

+8.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.87%

13.35%

+7.52%