NEFRX vs. VBMFX
Compare and contrast key facts about Loomis Sayles Core Plus Bond Fund (NEFRX) and Vanguard Total Bond Market Index Fund (VBMFX).
NEFRX is managed by Natixis. It was launched on Nov 7, 1973. VBMFX is managed by Vanguard. It was launched on Dec 11, 1986.
Performance
NEFRX vs. VBMFX - Performance Comparison
Loading graphics...
NEFRX vs. VBMFX - 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% |
VBMFX Vanguard Total Bond Market Index Fund | -0.51% | 7.05% | 1.15% | 5.62% | -13.25% | -2.04% | 7.63% | 8.61% | -0.34% | 3.45% |
Returns By Period
In the year-to-date period, NEFRX achieves a -0.64% return, which is significantly lower than VBMFX's -0.51% return. Over the past 10 years, NEFRX has outperformed VBMFX with an annualized return of 2.26%, while VBMFX has yielded a comparatively lower 1.48% 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%
VBMFX
- 1D
- 0.52%
- 1M
- -2.23%
- YTD
- -0.51%
- 6M
- 0.45%
- 1Y
- 3.66%
- 3Y*
- 3.33%
- 5Y*
- 0.13%
- 10Y*
- 1.48%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NEFRX vs. VBMFX - Expense Ratio Comparison
NEFRX has a 0.71% expense ratio, which is higher than VBMFX's 0.15% expense ratio.
Return for Risk
NEFRX vs. VBMFX — Risk / Return Rank
NEFRX
VBMFX
NEFRX vs. VBMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Core Plus Bond Fund (NEFRX) and Vanguard Total Bond Market Index Fund (VBMFX). 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 | VBMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.97 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.41 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 1.74 | +0.39 |
Martin ratioReturn relative to average drawdown | 7.08 | 4.94 | +2.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NEFRX | VBMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.97 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.02 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.30 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.96 | -0.23 |
Correlation
The correlation between NEFRX and VBMFX is 0.83, 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. VBMFX - Dividend Comparison
NEFRX's dividend yield for the trailing twelve months is around 3.64%, more than VBMFX's 3.51% 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% |
VBMFX Vanguard Total Bond Market Index Fund | 3.51% | 3.76% | 3.57% | 2.99% | 2.49% | 1.72% | 2.31% | 2.63% | 2.47% | 2.45% | 2.43% | 2.71% |
Drawdowns
NEFRX vs. VBMFX - Drawdown Comparison
The maximum NEFRX drawdown since its inception was -25.45%, which is greater than VBMFX's maximum drawdown of -19.08%. Use the drawdown chart below to compare losses from any high point for NEFRX and VBMFX.
Loading graphics...
Drawdown Indicators
| NEFRX | VBMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.45% | -19.08% | -6.37% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -2.73% | -0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -18.55% | -18.24% | -0.31% |
Max Drawdown (10Y)Largest decline over 10 years | -18.76% | -19.08% | +0.32% |
Current DrawdownCurrent decline from peak | -2.82% | -3.76% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -3.97% | -2.70% | -1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.96% | -0.02% |
Volatility
NEFRX vs. VBMFX - Volatility Comparison
The current volatility for Loomis Sayles Core Plus Bond Fund (NEFRX) is 1.47%, while Vanguard Total Bond Market Index Fund (VBMFX) has a volatility of 1.55%. This indicates that NEFRX experiences smaller price fluctuations and is considered to be less risky than VBMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NEFRX | VBMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 1.55% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 2.58% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.99% | 4.36% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.19% | 5.98% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 4.96% | +0.06% |