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

Performance

NEFRX vs. WCPNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Core Plus Bond Fund (NEFRX) and Weitz Core Plus Income Fund (WCPNX). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.63%
3.48%
NEFRX
WCPNX

Returns By Period

In the year-to-date period, NEFRX achieves a 1.13% return, which is significantly lower than WCPNX's 3.51% return. Over the past 10 years, NEFRX has underperformed WCPNX with an annualized return of 1.58%, while WCPNX has yielded a comparatively higher 2.65% annualized return.


NEFRX

YTD

1.13%

1M

-0.74%

6M

2.27%

1Y

6.37%

5Y (annualized)

0.26%

10Y (annualized)

1.58%

WCPNX

YTD

3.51%

1M

-0.42%

6M

3.16%

1Y

7.39%

5Y (annualized)

1.93%

10Y (annualized)

2.65%

Key characteristics


NEFRXWCPNX
Sharpe Ratio1.071.42
Sortino Ratio1.562.14
Omega Ratio1.191.26
Calmar Ratio0.460.95
Martin Ratio3.605.39
Ulcer Index1.82%1.39%
Daily Std Dev6.12%5.28%
Max Drawdown-18.76%-13.87%
Current Drawdown-8.32%-2.96%

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NEFRX vs. WCPNX - Expense Ratio Comparison

NEFRX has a 0.71% expense ratio, which is lower than WCPNX's 0.89% expense ratio.


WCPNX
Weitz Core Plus Income Fund
Expense ratio chart for WCPNX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%
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%

Correlation

-0.50.00.51.00.9

The correlation between NEFRX and WCPNX is 0.85, 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.

Risk-Adjusted Performance

NEFRX vs. WCPNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Core Plus Bond Fund (NEFRX) and Weitz Core Plus Income Fund (WCPNX). 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.


Sharpe ratio
The chart of Sharpe ratio for NEFRX, currently valued at 1.07, compared to the broader market-1.000.001.002.003.004.005.001.071.42
The chart of Sortino ratio for NEFRX, currently valued at 1.56, compared to the broader market0.005.0010.001.562.14
The chart of Omega ratio for NEFRX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.26
The chart of Calmar ratio for NEFRX, currently valued at 0.46, compared to the broader market0.005.0010.0015.0020.0025.000.460.95
The chart of Martin ratio for NEFRX, currently valued at 3.60, compared to the broader market0.0020.0040.0060.0080.00100.003.605.39
NEFRX
WCPNX

The current NEFRX Sharpe Ratio is 1.07, which is comparable to the WCPNX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of NEFRX and WCPNX, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.07
1.42
NEFRX
WCPNX

Dividends

NEFRX vs. WCPNX - Dividend Comparison

NEFRX's dividend yield for the trailing twelve months is around 3.96%, less than WCPNX's 5.24% yield.


TTM20232022202120202019201820172016201520142013
NEFRX
Loomis Sayles Core Plus Bond Fund
3.96%3.59%3.09%2.14%2.04%2.52%2.88%2.68%3.18%2.59%3.26%4.06%
WCPNX
Weitz Core Plus Income Fund
5.24%5.73%2.93%2.23%3.31%2.72%2.55%2.11%2.43%1.78%0.58%0.00%

Drawdowns

NEFRX vs. WCPNX - Drawdown Comparison

The maximum NEFRX drawdown since its inception was -18.76%, which is greater than WCPNX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for NEFRX and WCPNX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.32%
-2.96%
NEFRX
WCPNX

Volatility

NEFRX vs. WCPNX - Volatility Comparison

Loomis Sayles Core Plus Bond Fund (NEFRX) has a higher volatility of 1.59% compared to Weitz Core Plus Income Fund (WCPNX) at 1.35%. This indicates that NEFRX's price experiences larger fluctuations and is considered to be riskier than WCPNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%JuneJulyAugustSeptemberOctoberNovember
1.59%
1.35%
NEFRX
WCPNX