NEFRX vs. FBKWX
Compare and contrast key facts about Loomis Sayles Core Plus Bond Fund (NEFRX) and Fidelity Advisor Total Bond Fund Class Z (FBKWX).
NEFRX is managed by Natixis. It was launched on Nov 7, 1973. FBKWX is managed by Fidelity. It was launched on Oct 15, 2002.
Performance
NEFRX vs. FBKWX - Performance Comparison
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NEFRX vs. FBKWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEFRX Loomis Sayles Core Plus Bond Fund | -0.38% | 7.24% | 0.60% | 5.91% | -12.94% | -1.68% | 10.29% | 8.76% | -0.86% | 4.92% |
FBKWX Fidelity Advisor Total Bond Fund Class Z | -0.37% | 7.60% | 2.20% | 6.56% | -13.55% | -0.27% | 9.46% | 9.88% | -0.56% | 4.39% |
Returns By Period
The year-to-date returns for both investments are quite close, with NEFRX having a -0.38% return and FBKWX slightly higher at -0.37%. Over the past 10 years, NEFRX has underperformed FBKWX with an annualized return of 2.28%, while FBKWX has yielded a comparatively higher 2.58% annualized return.
NEFRX
- 1D
- 0.26%
- 1M
- -1.88%
- YTD
- -0.38%
- 6M
- 0.27%
- 1Y
- 3.58%
- 3Y*
- 3.15%
- 5Y*
- 0.05%
- 10Y*
- 2.28%
FBKWX
- 1D
- 0.10%
- 1M
- -1.75%
- YTD
- -0.37%
- 6M
- 0.39%
- 1Y
- 4.05%
- 3Y*
- 4.16%
- 5Y*
- 0.67%
- 10Y*
- 2.58%
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NEFRX vs. FBKWX - Expense Ratio Comparison
NEFRX has a 0.71% expense ratio, which is higher than FBKWX's 0.36% expense ratio.
Return for Risk
NEFRX vs. FBKWX — Risk / Return Rank
NEFRX
FBKWX
NEFRX vs. FBKWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Core Plus Bond Fund (NEFRX) and Fidelity Advisor Total Bond Fund Class Z (FBKWX). 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.
| NEFRX | FBKWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.00 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.44 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 1.71 | +0.51 |
Martin ratioReturn relative to average drawdown | 7.31 | 5.16 | +2.14 |
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
| NEFRX | FBKWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.00 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.12 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.55 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.55 | +0.19 |
Correlation
The correlation between NEFRX and FBKWX is 0.87, 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
NEFRX vs. FBKWX - Dividend Comparison
NEFRX's dividend yield for the trailing twelve months is around 3.63%, less than FBKWX's 4.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEFRX Loomis Sayles Core Plus Bond Fund | 3.63% | 3.97% | 3.90% | 3.58% | 3.10% | 2.34% | 4.04% | 2.51% | 2.87% | 2.68% | 3.17% | 2.58% |
FBKWX Fidelity Advisor Total Bond Fund Class Z | 4.10% | 4.45% | 4.22% | 3.52% | 2.59% | 1.97% | 5.32% | 3.11% | 3.30% | 3.07% | 3.71% | 3.38% |
Drawdowns
NEFRX vs. FBKWX - Drawdown Comparison
The maximum NEFRX drawdown since its inception was -25.45%, which is greater than FBKWX's maximum drawdown of -18.31%. Use the drawdown chart below to compare losses from any high point for NEFRX and FBKWX.
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Drawdown Indicators
| NEFRX | FBKWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.45% | -18.31% | -7.14% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -2.86% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -18.55% | -18.31% | -0.24% |
Max Drawdown (10Y)Largest decline over 10 years | -18.76% | -18.31% | -0.45% |
Current DrawdownCurrent decline from peak | -2.57% | -2.25% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -3.97% | -3.69% | -0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.95% | 0.00% |
Volatility
NEFRX vs. FBKWX - Volatility Comparison
Loomis Sayles Core Plus Bond Fund (NEFRX) and Fidelity Advisor Total Bond Fund Class Z (FBKWX) have volatilities of 1.52% and 1.50%, 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.
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Volatility by Period
| NEFRX | FBKWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.52% | 1.50% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 2.64% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.99% | 4.42% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.20% | 5.67% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 4.74% | +0.28% |