NEFRX vs. NEFZX
Compare and contrast key facts about Loomis Sayles Core Plus Bond Fund (NEFRX) and Loomis Sayles Strategic Income Fund (NEFZX).
NEFRX is managed by Natixis. It was launched on Nov 7, 1973. NEFZX is managed by Natixis. It was launched on Apr 30, 1995.
Performance
NEFRX vs. NEFZX - Performance Comparison
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NEFRX vs. NEFZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
NEFZX Loomis Sayles Strategic Income Fund | -1.60% | 8.92% | 7.05% | 8.02% | -12.82% | 3.85% | 1.15% | 10.84% | -3.00% | 7.22% |
Returns By Period
In the year-to-date period, NEFRX achieves a -0.38% return, which is significantly higher than NEFZX's -1.60% return. Over the past 10 years, NEFRX has underperformed NEFZX with an annualized return of 2.28%, while NEFZX has yielded a comparatively higher 3.38% 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%
NEFZX
- 1D
- 0.66%
- 1M
- -3.00%
- YTD
- -1.60%
- 6M
- -0.82%
- 1Y
- 4.89%
- 3Y*
- 6.45%
- 5Y*
- 2.31%
- 10Y*
- 3.38%
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NEFRX vs. NEFZX - Expense Ratio Comparison
NEFRX has a 0.71% expense ratio, which is lower than NEFZX's 0.95% expense ratio.
Return for Risk
NEFRX vs. NEFZX — Risk / Return Rank
NEFRX
NEFZX
NEFRX vs. NEFZX - 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 Strategic Income Fund (NEFZX). 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 | NEFZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.22 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.63 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 1.45 | +0.77 |
Martin ratioReturn relative to average drawdown | 7.31 | 6.52 | +0.79 |
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 | NEFZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.22 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.44 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.66 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 1.12 | -0.38 |
Correlation
The correlation between NEFRX and NEFZX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
NEFRX vs. NEFZX - Dividend Comparison
NEFRX's dividend yield for the trailing twelve months is around 3.63%, less than NEFZX's 3.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NEFZX Loomis Sayles Strategic Income Fund | 3.76% | 3.83% | 5.60% | 5.37% | 6.34% | 2.64% | 4.20% | 3.51% | 4.28% | 4.06% | 4.76% | 10.22% |
Drawdowns
NEFRX vs. NEFZX - Drawdown Comparison
The maximum NEFRX drawdown since its inception was -25.45%, smaller than the maximum NEFZX drawdown of -32.07%. Use the drawdown chart below to compare losses from any high point for NEFRX and NEFZX.
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Drawdown Indicators
| NEFRX | NEFZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.45% | -32.07% | +6.62% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -4.17% | +1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -18.55% | -17.19% | -1.36% |
Max Drawdown (10Y)Largest decline over 10 years | -18.76% | -17.21% | -1.55% |
Current DrawdownCurrent decline from peak | -2.57% | -3.30% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -3.97% | -3.37% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.93% | +0.02% |
Volatility
NEFRX vs. NEFZX - Volatility Comparison
The current volatility for Loomis Sayles Core Plus Bond Fund (NEFRX) is 1.52%, while Loomis Sayles Strategic Income Fund (NEFZX) has a volatility of 2.05%. This indicates that NEFRX experiences smaller price fluctuations and is considered to be less risky than NEFZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFRX | NEFZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.52% | 2.05% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 2.93% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.99% | 5.10% | -0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.20% | 5.51% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 5.26% | -0.24% |