NEFSX vs. ITA
Compare and contrast key facts about Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and iShares U.S. Aerospace & Defense ETF (ITA).
NEFSX is managed by Natixis Funds. It was launched on Jul 7, 1994. ITA is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Aerospace & Defense Index. It was launched on May 5, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NEFSX or ITA.
Key characteristics
NEFSX | ITA | |
---|---|---|
YTD Return | 9.38% | 7.25% |
1Y Return | 28.73% | 20.73% |
3Y Return (Ann) | 8.58% | 10.01% |
5Y Return (Ann) | 14.74% | 6.87% |
10Y Return (Ann) | 13.69% | 11.05% |
Sharpe Ratio | 2.30 | 1.57 |
Daily Std Dev | 13.40% | 13.39% |
Max Drawdown | -61.82% | -59.72% |
Current Drawdown | -1.36% | 0.00% |
Correlation
The correlation between NEFSX and ITA 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.
Performance
NEFSX vs. ITA - Performance Comparison
In the year-to-date period, NEFSX achieves a 9.38% return, which is significantly higher than ITA's 7.25% return. Over the past 10 years, NEFSX has outperformed ITA with an annualized return of 13.69%, while ITA has yielded a comparatively lower 11.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NEFSX vs. ITA - Expense Ratio Comparison
NEFSX has a 1.14% expense ratio, which is higher than ITA's 0.42% expense ratio.
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.
Dividends
NEFSX vs. ITA - Dividend Comparison
NEFSX's dividend yield for the trailing twelve months is around 7.30%, more than ITA's 0.86% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Natixis Funds Trust I U.S. Equity Opportunities Fund | 7.30% | 8.13% | 18.10% | 11.12% | 13.07% | 10.85% | 11.18% | 3.55% | 1.88% | 5.09% | 36.44% | 7.81% |
iShares U.S. Aerospace & Defense ETF | 0.86% | 0.93% | 0.95% | 0.82% | 1.07% | 1.53% | 1.13% | 0.91% | 1.07% | 1.03% | 1.20% | 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.
Volatility
NEFSX vs. ITA - Volatility Comparison
Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) has a higher volatility of 3.46% compared to iShares U.S. Aerospace & Defense ETF (ITA) at 2.76%. This indicates that NEFSX's price experiences larger fluctuations and is considered to be riskier than ITA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.