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NEFSX vs. ITA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NEFSX and ITA is 0.75, 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.


-0.50.00.51.00.8

Performance

NEFSX vs. ITA - 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 iShares U.S. Aerospace & Defense ETF (ITA). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
109.29%
577.18%
NEFSX
ITA

Key characteristics

Sharpe Ratio

NEFSX:

1.12

ITA:

1.00

Sortino Ratio

NEFSX:

1.48

ITA:

1.41

Omega Ratio

NEFSX:

1.22

ITA:

1.19

Calmar Ratio

NEFSX:

0.66

ITA:

1.78

Martin Ratio

NEFSX:

4.96

ITA:

6.04

Ulcer Index

NEFSX:

3.39%

ITA:

2.60%

Daily Std Dev

NEFSX:

15.00%

ITA:

15.73%

Max Drawdown

NEFSX:

-61.82%

ITA:

-59.72%

Current Drawdown

NEFSX:

-4.72%

ITA:

-8.81%

Returns By Period

In the year-to-date period, NEFSX achieves a 24.91% return, which is significantly higher than ITA's 13.97% return. Over the past 10 years, NEFSX has underperformed ITA with an annualized return of 2.33%, while ITA has yielded a comparatively higher 10.88% annualized return.


NEFSX

YTD

24.91%

1M

-0.78%

6M

13.71%

1Y

15.92%

5Y*

3.23%

10Y*

2.33%

ITA

YTD

13.97%

1M

-4.56%

6M

7.42%

1Y

14.48%

5Y*

6.15%

10Y*

10.88%

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. ITA - Expense Ratio Comparison

NEFSX has a 1.14% expense ratio, which is higher than ITA's 0.42% expense ratio.


NEFSX
Natixis Funds Trust I U.S. Equity Opportunities Fund
Expense ratio chart for NEFSX: current value at 1.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.14%
Expense ratio chart for ITA: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

NEFSX vs. ITA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and iShares U.S. Aerospace & Defense ETF (ITA). 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 NEFSX, currently valued at 1.12, compared to the broader market-1.000.001.002.003.004.001.121.00
The chart of Sortino ratio for NEFSX, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.0010.001.481.41
The chart of Omega ratio for NEFSX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.19
The chart of Calmar ratio for NEFSX, currently valued at 0.66, compared to the broader market0.005.0010.0015.000.661.78
The chart of Martin ratio for NEFSX, currently valued at 4.96, compared to the broader market0.0020.0040.0060.004.966.04
NEFSX
ITA

The current NEFSX Sharpe Ratio is 1.12, which is comparable to the ITA Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of NEFSX and ITA, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.12
1.00
NEFSX
ITA

Dividends

NEFSX vs. ITA - Dividend Comparison

NEFSX's dividend yield for the trailing twelve months is around 0.09%, less than ITA's 1.16% yield.


TTM20232022202120202019201820172016201520142013
NEFSX
Natixis Funds Trust I U.S. Equity Opportunities Fund
0.09%0.09%0.11%0.00%0.00%0.48%0.16%0.15%0.39%0.00%0.00%0.00%
ITA
iShares U.S. Aerospace & Defense ETF
1.16%0.93%0.95%0.82%1.07%1.54%1.13%0.91%1.07%1.04%1.21%1.13%

Drawdowns

NEFSX vs. ITA - Drawdown Comparison

The maximum NEFSX drawdown since its inception was -61.82%, roughly equal to the maximum ITA drawdown of -59.72%. Use the drawdown chart below to compare losses from any high point for NEFSX and ITA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.72%
-8.81%
NEFSX
ITA

Volatility

NEFSX vs. ITA - Volatility Comparison

The current volatility for Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) is 4.07%, while iShares U.S. Aerospace & Defense ETF (ITA) has a volatility of 5.54%. This indicates that NEFSX experiences smaller price fluctuations and is considered to be less risky than ITA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.07%
5.54%
NEFSX
ITA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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