NEFOX vs. VALAX
Compare and contrast key facts about Natixis Funds Trust II Oakmark Fund (NEFOX) and Al Frank Fund (VALAX).
NEFOX is managed by Natixis. It was launched on May 6, 1931. VALAX is managed by Al Frank. It was launched on May 1, 2006.
Performance
NEFOX vs. VALAX - Performance Comparison
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NEFOX vs. VALAX - 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% |
VALAX Al Frank Fund | 1.54% | 23.57% | 13.35% | 14.05% | -13.50% | 24.97% | 10.22% | 33.98% | -7.87% | 18.09% |
Returns By Period
In the year-to-date period, NEFOX achieves a -4.12% return, which is significantly lower than VALAX's 1.54% return. Over the past 10 years, NEFOX has outperformed VALAX with an annualized return of 13.25%, while VALAX has yielded a comparatively lower 12.38% 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%
VALAX
- 1D
- -0.77%
- 1M
- -6.61%
- YTD
- 1.54%
- 6M
- 7.86%
- 1Y
- 29.09%
- 3Y*
- 17.10%
- 5Y*
- 8.94%
- 10Y*
- 12.38%
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NEFOX vs. VALAX - Expense Ratio Comparison
NEFOX has a 1.05% expense ratio, which is lower than VALAX's 1.24% expense ratio.
Return for Risk
NEFOX vs. VALAX — Risk / Return Rank
NEFOX
VALAX
NEFOX vs. VALAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust II Oakmark Fund (NEFOX) and Al Frank Fund (VALAX). 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 | VALAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 1.63 | -1.15 |
Sortino ratioReturn per unit of downside risk | 0.84 | 2.23 | -1.39 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.34 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.29 | 2.13 | -1.83 |
Martin ratioReturn relative to average drawdown | 1.07 | 9.00 | -7.93 |
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 | VALAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 1.63 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.51 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.64 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.39 | -0.03 |
Correlation
The correlation between NEFOX and VALAX is 0.90, 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. VALAX - Dividend Comparison
NEFOX's dividend yield for the trailing twelve months is around 7.45%, less than VALAX's 8.52% 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% |
VALAX Al Frank Fund | 8.52% | 8.65% | 10.32% | 5.95% | 8.62% | 6.83% | 7.17% | 13.51% | 10.73% | 10.66% | 5.32% | 9.53% |
Drawdowns
NEFOX vs. VALAX - Drawdown Comparison
The maximum NEFOX drawdown since its inception was -62.35%, roughly equal to the maximum VALAX drawdown of -61.26%. Use the drawdown chart below to compare losses from any high point for NEFOX and VALAX.
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Drawdown Indicators
| NEFOX | VALAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.35% | -61.26% | -1.09% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -13.03% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -23.56% | -25.81% | +2.25% |
Max Drawdown (10Y)Largest decline over 10 years | -41.01% | -38.22% | -2.79% |
Current DrawdownCurrent decline from peak | -6.67% | -8.56% | +1.89% |
Average DrawdownAverage peak-to-trough decline | -12.52% | -10.83% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 3.08% | +1.65% |
Volatility
NEFOX vs. VALAX - Volatility Comparison
The current volatility for Natixis Funds Trust II Oakmark Fund (NEFOX) is 4.07%, while Al Frank Fund (VALAX) has a volatility of 4.61%. This indicates that NEFOX experiences smaller price fluctuations and is considered to be less risky than VALAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFOX | VALAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 4.61% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 10.48% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.86% | 18.57% | +2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.26% | 17.70% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.87% | 19.29% | +1.58% |