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NEFRX vs. PIMIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


NEFRXPIMIX
YTD Return1.84%5.45%
1Y Return9.38%11.50%
3Y Return (Ann)-2.30%2.08%
5Y Return (Ann)0.57%3.28%
10Y Return (Ann)1.66%4.25%
Sharpe Ratio1.312.42
Sortino Ratio1.933.73
Omega Ratio1.231.49
Calmar Ratio0.542.31
Martin Ratio4.9413.01
Ulcer Index1.70%0.83%
Daily Std Dev6.38%4.47%
Max Drawdown-18.76%-13.39%
Current Drawdown-7.68%-1.15%

Correlation

-0.50.00.51.00.7

The correlation between NEFRX and PIMIX is 0.65, 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.

Performance

NEFRX vs. PIMIX - Performance Comparison

In the year-to-date period, NEFRX achieves a 1.84% return, which is significantly lower than PIMIX's 5.45% return. Over the past 10 years, NEFRX has underperformed PIMIX with an annualized return of 1.66%, while PIMIX has yielded a comparatively higher 4.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.73%
4.44%
NEFRX
PIMIX

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NEFRX vs. PIMIX - Expense Ratio Comparison

NEFRX has a 0.71% expense ratio, which is higher than PIMIX's 0.62% expense ratio.


NEFRX
Loomis Sayles Core Plus Bond Fund
Expense ratio chart for NEFRX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for PIMIX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%

Risk-Adjusted Performance

NEFRX vs. PIMIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Core Plus Bond Fund (NEFRX) and PIMCO Income Fund Institutional Class (PIMIX). 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
Sharpe ratio
The chart of Sharpe ratio for NEFRX, currently valued at 1.31, compared to the broader market0.002.004.001.31
Sortino ratio
The chart of Sortino ratio for NEFRX, currently valued at 1.93, compared to the broader market0.005.0010.001.93
Omega ratio
The chart of Omega ratio for NEFRX, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for NEFRX, currently valued at 0.54, compared to the broader market0.005.0010.0015.0020.000.54
Martin ratio
The chart of Martin ratio for NEFRX, currently valued at 4.94, compared to the broader market0.0020.0040.0060.0080.00100.004.94
PIMIX
Sharpe ratio
The chart of Sharpe ratio for PIMIX, currently valued at 2.42, compared to the broader market0.002.004.002.42
Sortino ratio
The chart of Sortino ratio for PIMIX, currently valued at 3.73, compared to the broader market0.005.0010.003.73
Omega ratio
The chart of Omega ratio for PIMIX, currently valued at 1.49, compared to the broader market1.002.003.004.001.49
Calmar ratio
The chart of Calmar ratio for PIMIX, currently valued at 2.31, compared to the broader market0.005.0010.0015.0020.002.31
Martin ratio
The chart of Martin ratio for PIMIX, currently valued at 13.01, compared to the broader market0.0020.0040.0060.0080.00100.0013.01

NEFRX vs. PIMIX - Sharpe Ratio Comparison

The current NEFRX Sharpe Ratio is 1.31, which is lower than the PIMIX Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of NEFRX and PIMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.31
2.42
NEFRX
PIMIX

Dividends

NEFRX vs. PIMIX - Dividend Comparison

NEFRX's dividend yield for the trailing twelve months is around 3.94%, less than PIMIX's 6.21% yield.


TTM20232022202120202019201820172016201520142013
NEFRX
Loomis Sayles Core Plus Bond Fund
3.94%3.59%3.09%2.14%2.04%2.52%2.88%2.68%3.18%2.59%3.26%4.06%
PIMIX
PIMCO Income Fund Institutional Class
6.21%6.21%6.40%4.02%4.89%5.86%5.68%5.41%5.57%7.84%6.30%5.46%

Drawdowns

NEFRX vs. PIMIX - Drawdown Comparison

The maximum NEFRX drawdown since its inception was -18.76%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for NEFRX and PIMIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.68%
-1.15%
NEFRX
PIMIX

Volatility

NEFRX vs. PIMIX - Volatility Comparison

Loomis Sayles Core Plus Bond Fund (NEFRX) has a higher volatility of 1.74% compared to PIMCO Income Fund Institutional Class (PIMIX) at 1.00%. This indicates that NEFRX's price experiences larger fluctuations and is considered to be riskier than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JuneJulyAugustSeptemberOctoberNovember
1.74%
1.00%
NEFRX
PIMIX