NEFRX vs. LSIIX
Compare and contrast key facts about Loomis Sayles Core Plus Bond Fund (NEFRX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX).
NEFRX is managed by Natixis. It was launched on Nov 7, 1973. LSIIX is managed by Natixis. It was launched on Dec 31, 1996.
Performance
NEFRX vs. LSIIX - Performance Comparison
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NEFRX vs. LSIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEFRX Loomis Sayles Core Plus Bond Fund | -0.64% | 7.24% | 0.60% | 5.91% | -12.94% | -1.68% | 10.29% | 8.76% | -0.86% | 4.92% |
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | -1.33% | 5.58% | 2.91% | 7.50% | -11.31% | 0.18% | 11.60% | 9.04% | -0.31% | 6.65% |
Returns By Period
In the year-to-date period, NEFRX achieves a -0.64% return, which is significantly higher than LSIIX's -1.33% return. Over the past 10 years, NEFRX has underperformed LSIIX with an annualized return of 2.26%, while LSIIX has yielded a comparatively higher 3.12% annualized return.
NEFRX
- 1D
- 0.53%
- 1M
- -2.39%
- YTD
- -0.64%
- 6M
- 0.26%
- 1Y
- 3.67%
- 3Y*
- 3.06%
- 5Y*
- 0.06%
- 10Y*
- 2.26%
LSIIX
- 1D
- 0.10%
- 1M
- -2.89%
- YTD
- -1.33%
- 6M
- -0.93%
- 1Y
- 1.92%
- 3Y*
- 3.71%
- 5Y*
- 0.80%
- 10Y*
- 3.12%
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NEFRX vs. LSIIX - Expense Ratio Comparison
NEFRX has a 0.71% expense ratio, which is higher than LSIIX's 0.54% expense ratio.
Return for Risk
NEFRX vs. LSIIX — Risk / Return Rank
NEFRX
LSIIX
NEFRX vs. LSIIX - 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 Investment Grade Bond Fund Class Y (LSIIX). 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.
| NEFRX | LSIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.57 | +0.53 |
Sortino ratioReturn per unit of downside risk | 1.62 | 0.80 | +0.81 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.11 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 1.33 | +0.80 |
Martin ratioReturn relative to average drawdown | 7.08 | 4.39 | +2.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NEFRX | LSIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.57 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.16 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.71 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 1.14 | -0.40 |
Correlation
The correlation between NEFRX and LSIIX is 0.80, 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. LSIIX - Dividend Comparison
NEFRX's dividend yield for the trailing twelve months is around 3.64%, more than LSIIX's 2.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEFRX Loomis Sayles Core Plus Bond Fund | 3.64% | 3.97% | 3.90% | 3.58% | 3.10% | 2.34% | 4.04% | 2.51% | 2.87% | 2.68% | 3.17% | 2.58% |
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | 2.97% | 3.68% | 4.86% | 4.25% | 3.32% | 4.10% | 8.20% | 3.56% | 2.18% | 4.10% | 6.71% | 3.91% |
Drawdowns
NEFRX vs. LSIIX - Drawdown Comparison
The maximum NEFRX drawdown since its inception was -25.45%, which is greater than LSIIX's maximum drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for NEFRX and LSIIX.
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Drawdown Indicators
| NEFRX | LSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.45% | -20.77% | -4.68% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -3.23% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -18.55% | -15.62% | -2.93% |
Max Drawdown (10Y)Largest decline over 10 years | -18.76% | -15.62% | -3.14% |
Current DrawdownCurrent decline from peak | -2.82% | -2.89% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -3.97% | -2.42% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.98% | -0.04% |
Volatility
NEFRX vs. LSIIX - Volatility Comparison
Loomis Sayles Core Plus Bond Fund (NEFRX) has a higher volatility of 1.47% compared to Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) at 1.36%. This indicates that NEFRX's price experiences larger fluctuations and is considered to be riskier than LSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFRX | LSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 1.36% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 2.75% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.99% | 4.75% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.19% | 5.23% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 4.51% | +0.51% |