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NEFRX vs. FBKWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEFRX vs. FBKWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Core Plus Bond Fund (NEFRX) and Fidelity Advisor Total Bond Fund Class Z (FBKWX). The values are adjusted to include any dividend payments, if applicable.

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NEFRX vs. FBKWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

NEFRX
NEFRX Risk / Return Rank: 5656
Overall Rank
NEFRX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NEFRX Sortino Ratio Rank: 4646
Sortino Ratio Rank
NEFRX Omega Ratio Rank: 3434
Omega Ratio Rank
NEFRX Calmar Ratio Rank: 8484
Calmar Ratio Rank
NEFRX Martin Ratio Rank: 7272
Martin Ratio Rank

FBKWX
FBKWX Risk / Return Rank: 5050
Overall Rank
FBKWX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FBKWX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FBKWX Omega Ratio Rank: 3333
Omega Ratio Rank
FBKWX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FBKWX Martin Ratio Rank: 5050
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.

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.


NEFRXFBKWXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.00

-0.02

Sortino ratio

Return per unit of downside risk

1.42

1.44

-0.01

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

2.22

1.71

+0.51

Martin ratio

Return relative to average drawdown

7.31

5.16

+2.14

NEFRX vs. FBKWX - Sharpe Ratio Comparison

The current NEFRX Sharpe Ratio is 0.98, which is comparable to the FBKWX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of NEFRX and FBKWX, 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


NEFRXFBKWXDifference

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.


TTM20252024202320222021202020192018201720162015
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


NEFRXFBKWXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.57%

-2.25%

-0.32%

Average Drawdown

Average peak-to-trough decline

-3.97%

-3.69%

-0.28%

Ulcer Index

Depth 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


NEFRXFBKWXDifference

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%