NEFRX vs. BAICX
NEFRX (Loomis Sayles Core Plus Bond Fund) and BAICX (BlackRock Multi-Asset Income Portfolio) are both mutual funds - NEFRX is a Intermediate Core-Plus Bond fund managed by Natixis, while BAICX is a Diversified Portfolio fund managed by BlackRock. Over the past 10 years, NEFRX returned 1.76%/yr vs 4.96%/yr for BAICX. Their 0.21 correlation means their historical movements had little consistent relationship. NEFRX charges 0.71%/yr vs 0.81%/yr for BAICX.
Performance
NEFRX vs. BAICX - Performance Comparison
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Returns By Period
In the year-to-date period, NEFRX achieves a -0.90% return, which is significantly lower than BAICX's 3.68% return. Over the past 10 years, NEFRX has underperformed BAICX with an annualized return of 1.76%, while BAICX has yielded a comparatively higher 4.96% annualized return.
NEFRX
- 1D
- 0.09%
- 1M
- -0.87%
- 6M
- -1.35%
- YTD
- -0.90%
- 1Y
- 2.47%
- 3Y*
- 3.22%
- 5Y*
- -0.51%
- 10Y*
- 1.76%
- ALL TIME*
- 4.18%
BAICX
- 1D
- 0.66%
- 1M
- -0.47%
- 6M
- 2.15%
- YTD
- 3.68%
- 1Y
- 8.52%
- 3Y*
- 8.77%
- 5Y*
- 3.65%
- 10Y*
- 4.96%
- ALL TIME*
- 5.12%
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 |
NEFRX vs. BAICX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEFRX Loomis Sayles Core Plus Bond Fund | -0.90% | 7.24% | 0.60% | 5.91% | -12.94% | -1.68% | 10.29% | 8.76% | -0.86% | 4.92% |
BAICX BlackRock Multi-Asset Income Portfolio | 3.68% | 11.53% | 7.19% | 9.24% | -12.42% | 6.61% | 6.34% | 13.61% | -3.78% | 8.79% |
Correlation
The correlation between NEFRX and BAICX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2008 | 0.21 |
Over the past year, NEFRX and BAICX have become more correlated (0.57) than their long-term average of 0.21, meaning their price movements have been converging.
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Return for Risk
NEFRX vs. BAICX — Risk / Return Rank
NEFRX
BAICX
NEFRX vs. BAICX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Core Plus Bond Fund (NEFRX) and BlackRock Multi-Asset Income Portfolio (BAICX). 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.
| NEFRX | BAICX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.30 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.77 | -0.81 |
| Martin ratioReturn relative to average drawdown | 2.21 | 7.54 | -5.33 |
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Drawdowns
NEFRX vs. BAICX - Drawdown Comparison
The maximum NEFRX drawdown since its inception was -25.45%, smaller than the maximum BAICX drawdown of -33.29%. Use the drawdown chart below to compare losses from any high point for NEFRX and BAICX.
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Drawdown Indicators
| NEFRX | BAICX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.45% | -33.29% | +7.84% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -5.00% | +2.00% |
Max Drawdown (3Y)Largest decline over 3 years | -6.62% | -5.73% | -0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -18.55% | -17.64% | -0.91% |
Max Drawdown (10Y)Largest decline over 10 years | -18.76% | -19.76% | +1.00% |
Current DrawdownCurrent decline from peak | -3.08% | -0.75% | -2.33% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -3.71% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 1.17% | +0.05% |
Volatility
NEFRX vs. BAICX - Volatility Comparison
The current volatility for Loomis Sayles Core Plus Bond Fund (NEFRX) is 1.08%, while BlackRock Multi-Asset Income Portfolio (BAICX) has a volatility of 1.48%. This indicates that NEFRX experiences smaller price fluctuations and is considered to be less risky than BAICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFRX | BAICX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 1.48% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 2.93% | 4.78% | -1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.08% | 5.62% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.26% | 6.33% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.05% | 6.06% | -1.01% |
NEFRX vs. BAICX - Expense Ratio Comparison
NEFRX has a 0.71% expense ratio, which is lower than BAICX's 0.81% expense ratio.
Dividends
NEFRX vs. BAICX - Dividend Comparison
NEFRX's dividend yield for the trailing twelve months is around 3.68%, less than BAICX's 5.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAICX BlackRock Multi-Asset Income Portfolio | 5.96% | 6.26% | 5.85% | 4.20% | 4.21% | 4.90% | 4.07% | 4.69% | 5.28% | 4.60% | 4.71% | 5.34% |
NEFRX Loomis Sayles Core Plus Bond Fund | 3.68% | 3.97% | 3.90% | 3.58% | 3.10% | 2.34% | 4.04% | 2.51% | 2.87% | 2.68% | 3.17% | 2.58% |
Frequently Asked Questions
NEFRX and BAICX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAICX has higher volatility (1.48%) compared to NEFRX (1.08%). In terms of maximum drawdown, NEFRX dropped -25.45% vs BAICX's -33.29%.
BAICX currently has the higher Sharpe Ratio (1.58 vs 0.71), 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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