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NEFSX vs. AGTHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEFSX vs. AGTHX - 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 Funds The Growth Fund of America Class A (AGTHX). The values are adjusted to include any dividend payments, if applicable.

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NEFSX vs. AGTHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEFSX
Natixis Funds Trust I U.S. Equity Opportunities Fund
-9.40%17.23%25.79%37.13%-21.15%23.21%22.12%31.08%-6.67%26.28%
AGTHX
American Funds The Growth Fund of America Class A
-11.22%19.73%28.02%37.22%-30.75%19.32%37.83%28.16%-3.15%26.14%

Returns By Period

In the year-to-date period, NEFSX achieves a -9.40% return, which is significantly higher than AGTHX's -11.22% return. Both investments have delivered pretty close results over the past 10 years, with NEFSX having a 14.19% annualized return and AGTHX not far behind at 13.92%.


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%

AGTHX

1D
-0.47%
1M
-9.65%
YTD
-11.22%
6M
-9.87%
1Y
13.59%
3Y*
18.87%
5Y*
8.53%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEFSX vs. AGTHX - Expense Ratio Comparison

NEFSX has a 1.14% expense ratio, which is higher than AGTHX's 0.61% expense ratio.


Return for Risk

NEFSX vs. AGTHX — 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

AGTHX
AGTHX Risk / Return Rank: 2929
Overall Rank
AGTHX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
AGTHX Sortino Ratio Rank: 3131
Sortino Ratio Rank
AGTHX Omega Ratio Rank: 3131
Omega Ratio Rank
AGTHX Calmar Ratio Rank: 2727
Calmar Ratio Rank
AGTHX Martin Ratio Rank: 2727
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. AGTHX - 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 Funds The Growth Fund of America Class A (AGTHX). 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.


NEFSXAGTHXDifference

Sharpe ratio

Return per unit of total volatility

0.46

0.65

-0.19

Sortino ratio

Return per unit of downside risk

0.83

1.07

-0.24

Omega ratio

Gain probability vs. loss probability

1.11

1.15

-0.04

Calmar ratio

Return relative to maximum drawdown

0.13

0.76

-0.63

Martin ratio

Return relative to average drawdown

0.44

2.93

-2.48

NEFSX vs. AGTHX - Sharpe Ratio Comparison

The current NEFSX Sharpe Ratio is 0.46, which is comparable to the AGTHX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of NEFSX and AGTHX, 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


NEFSXAGTHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.65

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.42

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.71

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.68

-0.10

Correlation

The correlation between NEFSX and AGTHX is 0.92, 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. AGTHX - Dividend Comparison

NEFSX's dividend yield for the trailing twelve months is around 6.54%, less than AGTHX's 12.05% 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%
AGTHX
American Funds The Growth Fund of America Class A
12.05%10.69%8.99%7.40%4.05%8.18%4.30%7.15%11.99%7.03%6.61%8.87%

Drawdowns

NEFSX vs. AGTHX - Drawdown Comparison

The maximum NEFSX drawdown since its inception was -55.83%, which is greater than AGTHX's maximum drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for NEFSX and AGTHX.


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Drawdown Indicators


NEFSXAGTHXDifference

Max Drawdown

Largest peak-to-trough decline

-55.83%

-51.91%

-3.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.85%

-13.76%

+0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-30.08%

-36.38%

+6.30%

Max Drawdown (10Y)

Largest decline over 10 years

-32.27%

-36.38%

+4.11%

Current Drawdown

Current decline from peak

-11.04%

-13.76%

+2.72%

Average Drawdown

Average peak-to-trough decline

-11.79%

-9.23%

-2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.56%

3.57%

+1.99%

Volatility

NEFSX vs. AGTHX - Volatility Comparison

The current volatility for Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) is 4.10%, while American Funds The Growth Fund of America Class A (AGTHX) has a volatility of 5.46%. This indicates that NEFSX experiences smaller price fluctuations and is considered to be less risky than AGTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEFSXAGTHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

5.46%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

11.61%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

21.14%

20.76%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.60%

20.17%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.70%

19.61%

+0.09%