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NEFSX vs. ACIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEFSX vs. ACIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and American Century Growth Fund G Class (ACIHX). The values are adjusted to include any dividend payments, if applicable.

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NEFSX vs. ACIHX - Yearly Performance Comparison


2026 (YTD)2025202420232022
NEFSX
Natixis Funds Trust I U.S. Equity Opportunities Fund
-9.40%17.23%25.79%37.13%-2.46%
ACIHX
American Century Growth Fund G Class
-13.30%16.26%27.35%44.64%-6.24%

Returns By Period

In the year-to-date period, NEFSX achieves a -9.40% return, which is significantly higher than ACIHX's -13.30% return.


NEFSX

1D
0.19%
1M
-7.24%
YTD
-9.40%
6M
-7.38%
1Y
9.45%
3Y*
17.64%
5Y*
10.37%
10Y*
14.19%

ACIHX

1D
-0.39%
1M
-8.72%
YTD
-13.30%
6M
-12.27%
1Y
13.26%
3Y*
17.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEFSX vs. ACIHX - Expense Ratio Comparison

NEFSX has a 1.14% expense ratio, which is higher than ACIHX's 0.01% expense ratio.


Return for Risk

NEFSX vs. ACIHX — Risk / Return Rank

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

NEFSX
NEFSX Risk / Return Rank: 1515
Overall Rank
NEFSX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
NEFSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
NEFSX Omega Ratio Rank: 1919
Omega Ratio Rank
NEFSX Calmar Ratio Rank: 88
Calmar Ratio Rank
NEFSX Martin Ratio Rank: 99
Martin Ratio Rank

ACIHX
ACIHX Risk / Return Rank: 2323
Overall Rank
ACIHX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ACIHX Sortino Ratio Rank: 2727
Sortino Ratio Rank
ACIHX Omega Ratio Rank: 2525
Omega Ratio Rank
ACIHX Calmar Ratio Rank: 2121
Calmar Ratio Rank
ACIHX Martin Ratio Rank: 2121
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.

NEFSX vs. ACIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and American Century Growth Fund G Class (ACIHX). 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.


NEFSXACIHXDifference

Sharpe ratio

Return per unit of total volatility

0.46

0.59

-0.14

Sortino ratio

Return per unit of downside risk

0.83

1.02

-0.19

Omega ratio

Gain probability vs. loss probability

1.11

1.14

-0.03

Calmar ratio

Return relative to maximum drawdown

0.13

0.63

-0.50

Martin ratio

Return relative to average drawdown

0.44

2.21

-1.77

NEFSX vs. ACIHX - Sharpe Ratio Comparison

The current NEFSX Sharpe Ratio is 0.46, which is comparable to the ACIHX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of NEFSX and ACIHX, 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


NEFSXACIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.59

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.73

-0.15

Correlation

The correlation between NEFSX and ACIHX is 0.77, 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

NEFSX vs. ACIHX - Dividend Comparison

NEFSX's dividend yield for the trailing twelve months is around 6.54%, less than ACIHX's 18.39% yield.


TTM20252024202320222021202020192018201720162015
NEFSX
Natixis Funds Trust I U.S. Equity Opportunities Fund
6.54%5.92%6.38%8.13%18.10%11.12%13.07%10.85%11.18%3.55%1.88%5.09%
ACIHX
American Century Growth Fund G Class
18.39%15.95%5.65%4.61%2.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NEFSX vs. ACIHX - Drawdown Comparison

The maximum NEFSX drawdown since its inception was -55.83%, which is greater than ACIHX's maximum drawdown of -24.00%. Use the drawdown chart below to compare losses from any high point for NEFSX and ACIHX.


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Drawdown Indicators


NEFSXACIHXDifference

Max Drawdown

Largest peak-to-trough decline

-55.83%

-24.00%

-31.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.85%

-16.40%

+3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-30.08%

Max Drawdown (10Y)

Largest decline over 10 years

-32.27%

Current Drawdown

Current decline from peak

-11.04%

-16.40%

+5.36%

Average Drawdown

Average peak-to-trough decline

-11.79%

-4.95%

-6.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.56%

4.68%

+0.88%

Volatility

NEFSX vs. ACIHX - Volatility Comparison

The current volatility for Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) is 4.10%, while American Century Growth Fund G Class (ACIHX) has a volatility of 5.43%. This indicates that NEFSX experiences smaller price fluctuations and is considered to be less risky than ACIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEFSXACIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

5.43%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

12.03%

-2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

21.14%

22.42%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.60%

21.21%

-1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.70%

21.21%

-1.51%