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NEFRX vs. VNVYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEFRX vs. VNVYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Core Plus Bond Fund (NEFRX) and Natixis Funds Trust II Vaughan Nelson Mid Cap Fund (VNVYX). The values are adjusted to include any dividend payments, if applicable.

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NEFRX vs. VNVYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VNVYX
Natixis Funds Trust II Vaughan Nelson Mid Cap Fund
2.58%12.17%19.45%16.53%-10.59%21.82%10.92%30.53%-15.98%13.21%

Returns By Period

In the year-to-date period, NEFRX achieves a -0.38% return, which is significantly lower than VNVYX's 2.58% return. Over the past 10 years, NEFRX has underperformed VNVYX with an annualized return of 2.28%, while VNVYX has yielded a comparatively higher 9.93% 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%

VNVYX

1D
4.06%
1M
-7.45%
YTD
2.58%
6M
4.68%
1Y
20.53%
3Y*
16.48%
5Y*
9.21%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEFRX vs. VNVYX - Expense Ratio Comparison

NEFRX has a 0.71% expense ratio, which is lower than VNVYX's 0.90% expense ratio.


Return for Risk

NEFRX vs. VNVYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NEFRX
NEFRX Risk / Return Rank: 5656
Overall Rank
NEFRX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NEFRX Sortino Ratio Rank: 4646
Sortino Ratio Rank
NEFRX Omega Ratio Rank: 3434
Omega Ratio Rank
NEFRX Calmar Ratio Rank: 8484
Calmar Ratio Rank
NEFRX Martin Ratio Rank: 7272
Martin Ratio Rank

VNVYX
VNVYX Risk / Return Rank: 3535
Overall Rank
VNVYX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VNVYX Sortino Ratio Rank: 5757
Sortino Ratio Rank
VNVYX Omega Ratio Rank: 4646
Omega Ratio Rank
VNVYX Calmar Ratio Rank: 1010
Calmar Ratio Rank
VNVYX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NEFRX vs. VNVYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Core Plus Bond Fund (NEFRX) and Natixis Funds Trust II Vaughan Nelson Mid Cap Fund (VNVYX). 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.


NEFRXVNVYXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.07

-0.09

Sortino ratio

Return per unit of downside risk

1.42

1.63

-0.20

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

2.22

0.35

+1.87

Martin ratio

Return relative to average drawdown

7.31

1.07

+6.24

NEFRX vs. VNVYX - Sharpe Ratio Comparison

The current NEFRX Sharpe Ratio is 0.98, which is comparable to the VNVYX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of NEFRX and VNVYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NEFRXVNVYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.07

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.51

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.50

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.55

+0.19

Correlation

The correlation between NEFRX and VNVYX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

NEFRX vs. VNVYX - Dividend Comparison

NEFRX's dividend yield for the trailing twelve months is around 3.63%, less than VNVYX's 43.89% yield.


TTM20252024202320222021202020192018201720162015
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%
VNVYX
Natixis Funds Trust II Vaughan Nelson Mid Cap Fund
43.89%45.02%11.91%0.53%3.46%16.14%12.25%1.07%9.78%2.71%3.33%2.58%

Drawdowns

NEFRX vs. VNVYX - Drawdown Comparison

The maximum NEFRX drawdown since its inception was -25.45%, smaller than the maximum VNVYX drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for NEFRX and VNVYX.


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Drawdown Indicators


NEFRXVNVYXDifference

Max Drawdown

Largest peak-to-trough decline

-25.45%

-42.81%

+17.36%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

-12.83%

+9.71%

Max Drawdown (5Y)

Largest decline over 5 years

-18.55%

-22.60%

+4.05%

Max Drawdown (10Y)

Largest decline over 10 years

-18.76%

-42.81%

+24.05%

Current Drawdown

Current decline from peak

-2.57%

-8.63%

+6.06%

Average Drawdown

Average peak-to-trough decline

-3.97%

-6.28%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

7.10%

-6.15%

Volatility

NEFRX vs. VNVYX - Volatility Comparison

The current volatility for Loomis Sayles Core Plus Bond Fund (NEFRX) is 1.52%, while Natixis Funds Trust II Vaughan Nelson Mid Cap Fund (VNVYX) has a volatility of 7.45%. This indicates that NEFRX experiences smaller price fluctuations and is considered to be less risky than VNVYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEFRXVNVYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

7.45%

-5.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

14.64%

-11.79%

Volatility (1Y)

Calculated over the trailing 1-year period

4.99%

24.50%

-19.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.20%

18.90%

-12.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.02%

20.53%

-15.51%