NEFSX vs. BLUEX
Compare and contrast key facts about Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and AMG Veritas Global Real Return Fund (BLUEX).
NEFSX is managed by Natixis. It was launched on Jul 7, 1994. BLUEX is managed by AMG. It was launched on Jan 10, 1991.
Performance
NEFSX vs. BLUEX - Performance Comparison
Loading graphics...
NEFSX vs. BLUEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BLUEX AMG Veritas Global Real Return Fund | -9.67% | 4.45% | 7.24% | 14.35% | -14.30% | 3.22% | 34.74% | 35.34% | -4.91% | 27.86% |
Returns By Period
The year-to-date returns for both stocks are quite close, with NEFSX having a -9.40% return and BLUEX slightly lower at -9.67%. Over the past 10 years, NEFSX has outperformed BLUEX with an annualized return of 14.19%, while BLUEX has yielded a comparatively lower 9.23% annualized 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%
BLUEX
- 1D
- 0.72%
- 1M
- -7.41%
- YTD
- -9.67%
- 6M
- -9.53%
- 1Y
- -8.25%
- 3Y*
- 2.35%
- 5Y*
- 0.57%
- 10Y*
- 9.23%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NEFSX vs. BLUEX - Expense Ratio Comparison
NEFSX has a 1.14% expense ratio, which is lower than BLUEX's 1.15% expense ratio.
Return for Risk
NEFSX vs. BLUEX — Risk / Return Rank
NEFSX
BLUEX
NEFSX vs. BLUEX - 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 AMG Veritas Global Real Return Fund (BLUEX). 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.
| NEFSX | BLUEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | -0.79 | +1.24 |
Sortino ratioReturn per unit of downside risk | 0.83 | -1.07 | +1.90 |
Omega ratioGain probability vs. loss probability | 1.11 | 0.87 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | -0.76 | +0.89 |
Martin ratioReturn relative to average drawdown | 0.44 | -2.67 | +3.11 |
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
| NEFSX | BLUEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | -0.79 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.05 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.56 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.49 | +0.09 |
Correlation
The correlation between NEFSX and BLUEX is 0.84, 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. BLUEX - Dividend Comparison
NEFSX's dividend yield for the trailing twelve months is around 6.54%, more than BLUEX's 0.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BLUEX AMG Veritas Global Real Return Fund | 0.34% | 0.31% | 0.29% | 0.03% | 11.84% | 27.20% | 25.43% | 13.71% | 13.40% | 0.00% | 0.00% | 0.24% |
Drawdowns
NEFSX vs. BLUEX - Drawdown Comparison
The maximum NEFSX drawdown since its inception was -55.83%, roughly equal to the maximum BLUEX drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for NEFSX and BLUEX.
Loading graphics...
Drawdown Indicators
| NEFSX | BLUEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.83% | -54.27% | -1.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -12.19% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -30.08% | -21.87% | -8.21% |
Max Drawdown (10Y)Largest decline over 10 years | -32.27% | -29.06% | -3.21% |
Current DrawdownCurrent decline from peak | -11.04% | -11.55% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -11.79% | -13.39% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 3.48% | +2.08% |
Volatility
NEFSX vs. BLUEX - Volatility Comparison
Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) has a higher volatility of 4.10% compared to AMG Veritas Global Real Return Fund (BLUEX) at 3.41%. This indicates that NEFSX's price experiences larger fluctuations and is considered to be riskier than BLUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NEFSX | BLUEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 3.41% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 7.23% | +2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.14% | 10.98% | +10.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.60% | 10.49% | +9.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.70% | 16.57% | +3.13% |