PortfoliosLab logoPortfoliosLab logo
NEFRX vs. LGRCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEFRX vs. LGRCX - Performance Comparison

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

Loading graphics...

NEFRX vs. LGRCX - 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%
LGRCX
Loomis Sayles Growth Fund Class C
-11.85%12.90%33.77%49.68%-28.62%17.50%30.41%30.47%-3.53%31.39%

Returns By Period

In the year-to-date period, NEFRX achieves a -0.38% return, which is significantly higher than LGRCX's -11.85% return. Over the past 10 years, NEFRX has underperformed LGRCX with an annualized return of 2.28%, while LGRCX has yielded a comparatively higher 14.27% 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%

LGRCX

1D
3.76%
1M
-6.13%
YTD
-11.85%
6M
-12.50%
1Y
10.22%
3Y*
18.06%
5Y*
9.91%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NEFRX vs. LGRCX - Expense Ratio Comparison

NEFRX has a 0.71% expense ratio, which is lower than LGRCX's 1.65% expense ratio.


Return for Risk

NEFRX vs. LGRCX — 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

LGRCX
LGRCX Risk / Return Rank: 1212
Overall Rank
LGRCX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
LGRCX Sortino Ratio Rank: 2121
Sortino Ratio Rank
LGRCX Omega Ratio Rank: 1818
Omega Ratio Rank
LGRCX Calmar Ratio Rank: 33
Calmar Ratio Rank
LGRCX Martin Ratio Rank: 33
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. LGRCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Core Plus Bond Fund (NEFRX) and Loomis Sayles Growth Fund Class C (LGRCX). 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.


NEFRXLGRCXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.53

+0.44

Sortino ratio

Return per unit of downside risk

1.42

0.98

+0.44

Omega ratio

Gain probability vs. loss probability

1.18

1.13

+0.05

Calmar ratio

Return relative to maximum drawdown

2.22

-0.18

+2.40

Martin ratio

Return relative to average drawdown

7.31

-0.53

+7.83

NEFRX vs. LGRCX - Sharpe Ratio Comparison

The current NEFRX Sharpe Ratio is 0.98, which is higher than the LGRCX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of NEFRX and LGRCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NEFRXLGRCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.53

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.45

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.69

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.48

+0.25

Correlation

The correlation between NEFRX and LGRCX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

NEFRX vs. LGRCX - Dividend Comparison

NEFRX's dividend yield for the trailing twelve months is around 3.63%, more than LGRCX's 3.51% 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%
LGRCX
Loomis Sayles Growth Fund Class C
3.51%3.10%7.70%8.01%21.28%5.81%5.14%2.60%6.05%2.18%1.36%0.00%

Drawdowns

NEFRX vs. LGRCX - Drawdown Comparison

The maximum NEFRX drawdown since its inception was -25.45%, smaller than the maximum LGRCX drawdown of -58.53%. Use the drawdown chart below to compare losses from any high point for NEFRX and LGRCX.


Loading graphics...

Drawdown Indicators


NEFRXLGRCXDifference

Max Drawdown

Largest peak-to-trough decline

-25.45%

-58.53%

+33.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

-18.16%

+15.04%

Max Drawdown (5Y)

Largest decline over 5 years

-18.55%

-35.31%

+16.76%

Max Drawdown (10Y)

Largest decline over 10 years

-18.76%

-35.31%

+16.55%

Current Drawdown

Current decline from peak

-2.57%

-14.91%

+12.34%

Average Drawdown

Average peak-to-trough decline

-3.97%

-11.13%

+7.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

8.05%

-7.10%

Volatility

NEFRX vs. LGRCX - Volatility Comparison

The current volatility for Loomis Sayles Core Plus Bond Fund (NEFRX) is 1.52%, while Loomis Sayles Growth Fund Class C (LGRCX) has a volatility of 6.48%. This indicates that NEFRX experiences smaller price fluctuations and is considered to be less risky than LGRCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NEFRXLGRCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

6.48%

-4.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

12.97%

-10.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.99%

25.32%

-20.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.20%

23.06%

-16.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.02%

21.10%

-16.08%