NEFRX vs. LSGGX
NEFRX (Loomis Sayles Core Plus Bond Fund) and LSGGX (Loomis Sayles Global Growth Fund) are both mutual funds - NEFRX is a Intermediate Core-Plus Bond fund managed by Natixis, while LSGGX is a Global Equities fund managed by Natixis. Over the past 5 years, NEFRX returned -0.56%/yr vs 5.66%/yr for LSGGX. Their 0.14 correlation means their historical movements had little consistent relationship. NEFRX charges 0.71%/yr vs 0.95%/yr for LSGGX.
Performance
NEFRX vs. LSGGX - Performance Comparison
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Returns By Period
In the year-to-date period, NEFRX achieves a -0.99% return, which is significantly higher than LSGGX's -5.75% return.
NEFRX
- 1D
- 0.27%
- 1M
- -0.95%
- 6M
- -1.27%
- YTD
- -0.99%
- 1Y
- 1.40%
- 3Y*
- 3.49%
- 5Y*
- -0.56%
- 10Y*
- 1.76%
- ALL TIME*
- 4.18%
LSGGX
- 1D
- 2.48%
- 1M
- 0.30%
- 6M
- -1.66%
- YTD
- -5.75%
- 1Y
- -2.43%
- 3Y*
- 13.05%
- 5Y*
- 5.66%
- 10Y*
- —
- ALL TIME*
- 12.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
NEFRX vs. LSGGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEFRX Loomis Sayles Core Plus Bond Fund | -0.99% | 7.24% | 0.60% | 5.91% | -12.94% | -1.68% | 10.29% | 8.76% | -0.86% | 4.92% |
LSGGX Loomis Sayles Global Growth Fund | -5.75% | 16.84% | 23.30% | 36.10% | -25.98% | 5.89% | 35.25% | 30.63% | -6.70% | 31.11% |
Correlation
The correlation between NEFRX and LSGGX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.14 |
Over the past year, NEFRX and LSGGX have become more correlated (0.40) than their long-term average of 0.14, meaning their price movements have been converging.
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Return for Risk
NEFRX vs. LSGGX — Risk / Return Rank
NEFRX
LSGGX
NEFRX vs. LSGGX - 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 Global Growth Fund (LSGGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NEFRX | LSGGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.99 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | -0.12 | +1.04 |
| Martin ratioReturn relative to average drawdown | 2.08 | -0.26 | +2.33 |
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Drawdowns
NEFRX vs. LSGGX - Drawdown Comparison
The maximum NEFRX drawdown since its inception was -25.45%, smaller than the maximum LSGGX drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for NEFRX and LSGGX.
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Drawdown Indicators
| NEFRX | LSGGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.45% | -37.72% | +12.27% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -21.08% | +18.08% |
Max Drawdown (3Y)Largest decline over 3 years | -6.62% | -22.21% | +15.59% |
Max Drawdown (5Y)Largest decline over 5 years | -18.55% | -37.72% | +19.17% |
Max Drawdown (10Y)Largest decline over 10 years | -18.76% | — | — |
Current DrawdownCurrent decline from peak | -3.17% | -10.91% | +7.74% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -7.69% | +3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 9.00% | -7.75% |
Volatility
NEFRX vs. LSGGX - Volatility Comparison
The current volatility for Loomis Sayles Core Plus Bond Fund (NEFRX) is 1.14%, while Loomis Sayles Global Growth Fund (LSGGX) has a volatility of 5.79%. This indicates that NEFRX experiences smaller price fluctuations and is considered to be less risky than LSGGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFRX | LSGGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.14% | 5.79% | -4.65% |
Volatility (6M)Calculated over the trailing 6-month period | 2.92% | 14.59% | -11.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.10% | 19.06% | -14.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.26% | 22.27% | -16.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.05% | 20.55% | -15.50% |
NEFRX vs. LSGGX - Expense Ratio Comparison
NEFRX has a 0.71% expense ratio, which is lower than LSGGX's 0.95% expense ratio.
Dividends
NEFRX vs. LSGGX - Dividend Comparison
NEFRX's dividend yield for the trailing twelve months is around 3.68%, more than LSGGX's 0.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSGGX Loomis Sayles Global Growth Fund | 0.32% | 0.30% | 0.00% | 0.00% | 7.77% | 7.38% | 6.15% | 5.74% | 4.78% | 3.44% | 0.00% | 0.00% |
NEFRX Loomis Sayles Core Plus Bond Fund | 3.68% | 3.97% | 3.90% | 3.58% | 3.10% | 2.34% | 4.04% | 2.51% | 2.87% | 2.68% | 3.17% | 2.58% |
Frequently Asked Questions
NEFRX and LSGGX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGGX has higher volatility (5.79%) compared to NEFRX (1.14%). In terms of maximum drawdown, NEFRX dropped -25.45% vs LSGGX's -37.72%.
NEFRX currently has the higher Sharpe Ratio (0.67 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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