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 Funds. It was launched on Nov 7, 1973. FBKWX is managed by Fidelity. It was launched on Oct 15, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NEFRX or FBKWX.
Key characteristics
| NEFRX | FBKWX | |
|---|---|---|
| YTD Return | 1.84% | 3.82% |
| 1Y Return | 9.38% | 10.58% |
| 3Y Return (Ann) | -2.30% | -1.27% |
| 5Y Return (Ann) | 0.57% | 0.85% |
| Sharpe Ratio | 1.31 | 1.63 |
| Sortino Ratio | 1.93 | 2.43 |
| Omega Ratio | 1.23 | 1.29 |
| Calmar Ratio | 0.54 | 0.70 |
| Martin Ratio | 4.94 | 6.26 |
| Ulcer Index | 1.70% | 1.46% |
| Daily Std Dev | 6.38% | 5.77% |
| Max Drawdown | -18.76% | -18.08% |
| Current Drawdown | -7.68% | -4.59% |
Correlation
The correlation between NEFRX and FBKWX 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.
Performance
NEFRX vs. FBKWX - Performance Comparison
In the year-to-date period, NEFRX achieves a 1.84% return, which is significantly lower than FBKWX's 3.82% return. 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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NEFRX vs. FBKWX - Expense Ratio Comparison
NEFRX has a 0.71% expense ratio, which is higher than FBKWX's 0.36% expense ratio.
Risk-Adjusted Performance
NEFRX vs. FBKWX - Risk-Adjusted Performance 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.
Dividends
NEFRX vs. FBKWX - Dividend Comparison
NEFRX's dividend yield for the trailing twelve months is around 3.94%, less than FBKWX's 4.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEFRX Loomis Sayles Core Plus Bond Fund | 3.94% | 3.59% | 3.09% | 2.14% | 2.04% | 2.52% | 2.88% | 2.68% | 3.18% | 2.59% | 3.26% | 4.06% |
FBKWX Fidelity Advisor Total Bond Fund Class Z | 4.41% | 4.23% | 3.42% | 2.29% | 2.62% | 3.02% | 3.31% | 2.84% | 3.06% | 3.81% | 0.22% | 0.00% |
Drawdowns
NEFRX vs. FBKWX - Drawdown Comparison
The maximum NEFRX drawdown since its inception was -18.76%, roughly equal to the maximum FBKWX drawdown of -18.08%. Use the drawdown chart below to compare losses from any high point for NEFRX and FBKWX. For additional features, visit the drawdowns tool.
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 1.74% and 1.67%, 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.