NEFRX vs. OIEJX
NEFRX (Loomis Sayles Core Plus Bond Fund) and OIEJX (JPMorgan Equity Income Fund R6) are both mutual funds - NEFRX is a Intermediate Core-Plus Bond fund managed by Natixis, while OIEJX is a Large Cap Value Equities fund actively managed by JPMorgan. Over the past 10 years, NEFRX returned 1.76%/yr vs 12.74%/yr for OIEJX. Their 0.01 correlation means their historical movements had little consistent relationship. NEFRX charges 0.71%/yr vs 0.45%/yr for OIEJX.
Performance
NEFRX vs. OIEJX - Performance Comparison
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Returns By Period
In the year-to-date period, NEFRX achieves a -0.99% return, which is significantly lower than OIEJX's 17.84% return. Over the past 10 years, NEFRX has underperformed OIEJX with an annualized return of 1.76%, while OIEJX has yielded a comparatively higher 12.74% annualized 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%
OIEJX
- 1D
- 0.87%
- 1M
- 2.53%
- 6M
- 12.42%
- YTD
- 17.84%
- 1Y
- 26.99%
- 3Y*
- 19.05%
- 5Y*
- 12.41%
- 10Y*
- 12.74%
- ALL TIME*
- 12.70%
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. OIEJX - 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% |
OIEJX JPMorgan Equity Income Fund R6 | 17.84% | 14.95% | 19.97% | 5.05% | -1.63% | 25.41% | 3.87% | 26.61% | -4.23% | 17.85% |
Correlation
The correlation between NEFRX and OIEJX is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2012 | 0.01 |
Over the past year, NEFRX and OIEJX have become more correlated (0.31) than their long-term average of 0.01, meaning their price movements have been converging.
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Return for Risk
NEFRX vs. OIEJX — Risk / Return Rank
NEFRX
OIEJX
NEFRX vs. OIEJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Core Plus Bond Fund (NEFRX) and JPMorgan Equity Income Fund R6 (OIEJX). 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 | OIEJX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.76 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.49 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 4.01 | -3.09 |
| Martin ratioReturn relative to average drawdown | 2.08 | 15.66 | -13.58 |
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Drawdowns
NEFRX vs. OIEJX - Drawdown Comparison
The maximum NEFRX drawdown since its inception was -25.45%, smaller than the maximum OIEJX drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for NEFRX and OIEJX.
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Drawdown Indicators
| NEFRX | OIEJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.45% | -36.88% | +11.43% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -7.08% | +4.08% |
Max Drawdown (3Y)Largest decline over 3 years | -6.62% | -14.16% | +7.54% |
Max Drawdown (5Y)Largest decline over 5 years | -18.55% | -14.74% | -3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -18.76% | -36.88% | +18.12% |
Current DrawdownCurrent decline from peak | -3.17% | 0.00% | -3.17% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -2.98% | -0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 1.81% | -0.56% |
Volatility
NEFRX vs. OIEJX - Volatility Comparison
The current volatility for Loomis Sayles Core Plus Bond Fund (NEFRX) is 1.14%, while JPMorgan Equity Income Fund R6 (OIEJX) has a volatility of 2.75%. This indicates that NEFRX experiences smaller price fluctuations and is considered to be less risky than OIEJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFRX | OIEJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.14% | 2.75% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 2.92% | 8.00% | -5.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.10% | 10.55% | -6.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.26% | 14.25% | -7.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.05% | 16.76% | -11.71% |
NEFRX vs. OIEJX - Expense Ratio Comparison
NEFRX has a 0.71% expense ratio, which is higher than OIEJX's 0.45% expense ratio.
Dividends
NEFRX vs. OIEJX - Dividend Comparison
NEFRX's dividend yield for the trailing twelve months is around 3.68%, less than OIEJX's 9.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
OIEJX JPMorgan Equity Income Fund R6 | 9.38% | 11.06% | 14.67% | 3.01% | 3.93% | 3.57% | 2.04% | 3.01% | 5.37% | 2.70% | 2.71% | 3.03% |
Frequently Asked Questions
NEFRX and OIEJX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OIEJX has higher volatility (2.75%) compared to NEFRX (1.14%). In terms of maximum drawdown, NEFRX dropped -25.45% vs OIEJX's -36.88%.
OIEJX currently has the higher Sharpe Ratio (2.70 vs 0.67), 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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