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NEFRX vs. LGRRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEFRX vs. LGRRX - 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 (LGRRX). The values are adjusted to include any dividend payments, if applicable.

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NEFRX vs. LGRRX - 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%
LGRRX
Loomis Sayles Growth Fund
-11.67%13.76%34.82%50.89%-28.03%18.40%31.40%31.41%-2.80%32.29%

Returns By Period

In the year-to-date period, NEFRX achieves a -0.38% return, which is significantly higher than LGRRX's -11.67% return. Over the past 10 years, NEFRX has underperformed LGRRX with an annualized return of 2.28%, while LGRRX has yielded a comparatively higher 15.12% 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%

LGRRX

1D
3.79%
1M
-6.06%
YTD
-11.67%
6M
-12.18%
1Y
11.06%
3Y*
19.00%
5Y*
10.77%
10Y*
15.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEFRX vs. LGRRX - Expense Ratio Comparison

NEFRX has a 0.71% expense ratio, which is lower than LGRRX's 0.92% expense ratio.


Return for Risk

NEFRX vs. LGRRX — 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

LGRRX
LGRRX Risk / Return Rank: 1515
Overall Rank
LGRRX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
LGRRX Sortino Ratio Rank: 2525
Sortino Ratio Rank
LGRRX Omega Ratio Rank: 2222
Omega Ratio Rank
LGRRX Calmar Ratio Rank: 44
Calmar Ratio Rank
LGRRX Martin Ratio Rank: 44
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. LGRRX - 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 (LGRRX). 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.


NEFRXLGRRXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.57

+0.40

Sortino ratio

Return per unit of downside risk

1.42

1.04

+0.38

Omega ratio

Gain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratio

Return relative to maximum drawdown

2.22

-0.14

+2.36

Martin ratio

Return relative to average drawdown

7.31

-0.43

+7.73

NEFRX vs. LGRRX - Sharpe Ratio Comparison

The current NEFRX Sharpe Ratio is 0.98, which is higher than the LGRRX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of NEFRX and LGRRX, 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


NEFRXLGRRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.57

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.49

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.74

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.35

+0.38

Correlation

The correlation between NEFRX and LGRRX 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. LGRRX - Dividend Comparison

NEFRX's dividend yield for the trailing twelve months is around 3.63%, more than LGRRX's 2.83% 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%
LGRRX
Loomis Sayles Growth Fund
2.83%2.50%6.30%6.70%18.14%5.13%4.60%2.68%5.92%2.33%1.38%0.42%

Drawdowns

NEFRX vs. LGRRX - Drawdown Comparison

The maximum NEFRX drawdown since its inception was -25.45%, smaller than the maximum LGRRX drawdown of -64.70%. Use the drawdown chart below to compare losses from any high point for NEFRX and LGRRX.


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Drawdown Indicators


NEFRXLGRRXDifference

Max Drawdown

Largest peak-to-trough decline

-25.45%

-64.70%

+39.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

-17.93%

+14.81%

Max Drawdown (5Y)

Largest decline over 5 years

-18.55%

-34.85%

+16.30%

Max Drawdown (10Y)

Largest decline over 10 years

-18.76%

-34.85%

+16.09%

Current Drawdown

Current decline from peak

-2.57%

-14.65%

+12.08%

Average Drawdown

Average peak-to-trough decline

-3.97%

-21.33%

+17.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

7.97%

-7.02%

Volatility

NEFRX vs. LGRRX - Volatility Comparison

The current volatility for Loomis Sayles Core Plus Bond Fund (NEFRX) is 1.52%, while Loomis Sayles Growth Fund (LGRRX) has a volatility of 6.47%. This indicates that NEFRX experiences smaller price fluctuations and is considered to be less risky than LGRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEFRXLGRRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

6.47%

-4.95%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

12.98%

-10.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.99%

25.34%

-20.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.20%

22.83%

-16.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.02%

20.98%

-15.96%